JGP Global Gestao de Recursos Ltda. Quant / Systematic

CIK: 0001536562 · Show all filings

Period: Q1 2015 (← Previous) (Next →)

Filing Date: May 12, 2015

Total Value ($000): $269,426 (100.0% shares, 0.0% debt)

Holdings (29)

SPY SPDR S&P 500 ETF TR 57.5%

Value ($000) $154,823 Shares 750,000 Est. Cost $205.50 Unrealized —

BUD ANHEUSER BUSCH INBEV SA/NV 11.2%

Value ($000) $30,112 Shares 247,000 Est. Cost $112.32 Unrealized —

VFC V F CORP 9.5%

Value ($000) $25,526 Shares 338,948 Est. Cost $66.14 Unrealized +4.7%

CRI CARTER INC 9.0%

Value ($000) $24,148 Shares 261,142 Est. Cost $64.18 Unrealized +2.5%

BUD ANHEUSER BUSCH INBEV SA/NV 0.9%

Value ($000) $2,304 Shares 18,900 Est. Cost $112.32 Unrealized —

WFC WELLS FARGO & CO NEW 0.7%

Value ($000) $1,938 Shares 35,616 Est. Cost $39.85 Unrealized 0.0%

TM TOYOTA MOTOR CORP 0.7%

Value ($000) $1,861 Shares 13,303 Est. Cost $139.89 Unrealized —

MCO MOODYS CORP 0.6%

Value ($000) $1,750 Shares 16,856 Est. Cost $86.56 Unrealized -0.0%

HD HOME DEPOT INC 0.6%

Value ($000) $1,744 Shares 15,349 Est. Cost $81.08 Unrealized +5.2%

— TIME WARNER INC 0.6%

Value ($000) $1,723 Shares 20,401 Est. Cost $84.46 Unrealized —

RIO RIO TINTO PLC 0.6%

Value ($000) $1,711 Shares 41,334 Est. Cost $46.06 Unrealized —

USB US BANCORP DEL 0.6%

Value ($000) $1,708 Shares 39,122 Est. Cost $29.79 Unrealized 0.0%

— SHIRE PLC 0.6%

Value ($000) $1,678 Shares 7,011 Est. Cost $212.56 Unrealized —

GGAL GRUPO FINANCIERO GALICIA S A 0.6%

Value ($000) $1,672 Shares 72,228 Est. Cost $23.15 Unrealized —

HON HONEYWELL INTL INC 0.6%

Value ($000) $1,585 Shares 15,191 Est. Cost $70.20 Unrealized +4.0%

AAPL APPLE INC 0.6%

Value ($000) $1,571 Shares 12,626 Est. Cost $25.64 Unrealized +4.7%

PPG PPG INDS INC 0.6%

Value ($000) $1,568 Shares 6,951 Est. Cost $85.21 Unrealized +10.8%

V VISA INC 0.6%

Value ($000) $1,563 Shares 23,903 Est. Cost $61.28 Unrealized 0.0%

DIS DISNEY WALT CO 0.6%

Value ($000) $1,527 Shares 14,559 Est. Cost $81.30 Unrealized +13.0%

— PRICELINE GRP INC 0.5%

Value ($000) $1,469 Shares 1,262 Est. Cost $1164.03 Unrealized —

YPF YPF SOCIEDAD ANONIMA 0.4%

Value ($000) $1,141 Shares 41,552 Est. Cost $26.47 Unrealized —

— GOOGLE INC 0.4%

Value ($000) $1,043 Shares 1,880 Est. Cost $554.79 Unrealized —

EDN EMPRESA DIST Y COMERCIAL NOR 0.4%

Value ($000) $1,041 Shares 64,419 Est. Cost $15.03 Unrealized —

— BBVA BANCO FRANCES S A 0.3%

Value ($000) $792 Shares 38,762 Est. Cost $13.79 Unrealized —

BMA BANCO MACRO SA 0.3%

Value ($000) $767 Shares 13,411 Est. Cost $43.74 Unrealized —

PAM PAMPA ENERGIA S A 0.3%

Value ($000) $758 Shares 42,900 Est. Cost $17.67 Unrealized —

TEO TELECOM ARGENTINA S A 0.3%

Value ($000) $684 Shares 30,100 Est. Cost $20.87 Unrealized —

— GOOGLE INC 0.2%

Value ($000) $618 Shares 1,127 Est. Cost $526.29 Unrealized —

PBR PETROLEO BRASILEIRO SA PETRO 0.2%

Value ($000) $601 Shares 100,000 Est. Cost $6.01 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	750,000	$154,823	57.5%	$205.50	—	Put	78462F103
BUD	ANHEUSER BUSCH INBEV SA/NV	247,000	$30,112	11.2%	$112.32	—	Call	03524A108
VFC	V F CORP	338,948	$25,526	9.5%	$66.14	+4.7%	COM	918204108
CRI	CARTER INC	261,142	$24,148	9.0%	$64.18	+2.5%	COM	146229109
BUD	ANHEUSER BUSCH INBEV SA/NV	18,900	$2,304	0.9%	$112.32	—	SPONSORED ADR	03524A108
WFC	WELLS FARGO & CO NEW	35,616	$1,938	0.7%	$39.85	0.0%	COM	949746101
TM	TOYOTA MOTOR CORP	13,303	$1,861	0.7%	$139.89	—	SP ADR REP2COM	892331307
MCO	MOODYS CORP	16,856	$1,750	0.6%	$86.56	-0.0%	COM	615369105
HD	HOME DEPOT INC	15,349	$1,744	0.6%	$81.08	+5.2%	COM	437076102
—	TIME WARNER INC	20,401	$1,723	0.6%	$84.46	—	COM NEW	887317303
RIO	RIO TINTO PLC	41,334	$1,711	0.6%	$46.06	—	SPONSORED ADR	767204100
USB	US BANCORP DEL	39,122	$1,708	0.6%	$29.79	0.0%	COM NEW	902973304
—	SHIRE PLC	7,011	$1,678	0.6%	$212.56	—	SPONSORED ADR	82481R106
GGAL	GRUPO FINANCIERO GALICIA S A	72,228	$1,672	0.6%	$23.15	—	SP ADR 10 SH B	399909100
HON	HONEYWELL INTL INC	15,191	$1,585	0.6%	$70.20	+4.0%	COM	438516106
AAPL	APPLE INC	12,626	$1,571	0.6%	$25.64	+4.7%	COM	037833100
PPG	PPG INDS INC	6,951	$1,568	0.6%	$85.21	+10.8%	COM	693506107
V	VISA INC	23,903	$1,563	0.6%	$61.28	0.0%	COM CL A	92826C839
DIS	DISNEY WALT CO	14,559	$1,527	0.6%	$81.30	+13.0%	COM DISNEY	254687106
—	PRICELINE GRP INC	1,262	$1,469	0.5%	$1164.03	—	COM NEW	741503403
YPF	YPF SOCIEDAD ANONIMA	41,552	$1,141	0.4%	$26.47	—	SPON ADR CL D	984245100
—	GOOGLE INC	1,880	$1,043	0.4%	$554.79	—	CL A	38259P508
EDN	EMPRESA DIST Y COMERCIAL NOR	64,419	$1,041	0.4%	$15.03	—	SPON ADR	29244A102
—	BBVA BANCO FRANCES S A	38,762	$792	0.3%	$13.79	—	SPONSORED ADR	07329M100
BMA	BANCO MACRO SA	13,411	$767	0.3%	$43.74	—	SPON ADR B	05961W105
PAM	PAMPA ENERGIA S A	42,900	$758	0.3%	$17.67	—	SPONS ADR LVL I	697660207
TEO	TELECOM ARGENTINA S A	30,100	$684	0.3%	$20.87	—	SPON ADR REP B	879273209
—	GOOGLE INC	1,127	$618	0.2%	$526.29	—	CL C	38259P706
PBR	PETROLEO BRASILEIRO SA PETRO	100,000	$601	0.2%	$6.01	—	SPONSORED ADR	71654V408