JGP Global Gestao de Recursos Ltda. Quant / Systematic

CIK: 0001536562 · Show all filings

Period: Q2 2015 (← Previous) (Next →)

Filing Date: Aug 6, 2015

Total Value ($000): $428,161 (100.0% shares, 0.0% debt)

Holdings (23)

SPY SPDR S&P 500 ETF TR 67.3%

Value ($000) $288,190 Shares 1,400,000 Est. Cost — Unrealized —

VFC V F CORP 10.2%

Value ($000) $43,461 Shares 623,185 Est. Cost $66.82 Unrealized +1.2%

— MARKET VECTORS ETF TR 6.4%

Value ($000) $27,285 Shares 500,000 Est. Cost — Unrealized —

BUD ANHEUSER BUSCH INBEV SA/NV 5.6%

Value ($000) $24,134 Shares 200,000 Est. Cost $116.38 Unrealized —

— GOOGLE INC 2.8%

Value ($000) $12,098 Shares 22,402 Est. Cost $541.28 Unrealized —

BUD ANHEUSER BUSCH INBEV SA/NV 1.0%

Value ($000) $4,429 Shares 36,700 Est. Cost $116.38 Unrealized —

— GOOGLE INC 0.6%

Value ($000) $2,545 Shares 4,889 Est. Cost $521.88 Unrealized —

MCO MOODYS CORP 0.5%

Value ($000) $1,927 Shares 17,846 Est. Cost $87.13 Unrealized +11.0%

CRI CARTER INC 0.4%

Value ($000) $1,916 Shares 18,029 Est. Cost $64.18 Unrealized +19.3%

— TIME WARNER INC 0.4%

Value ($000) $1,887 Shares 21,593 Est. Cost $84.62 Unrealized —

WFC WELLS FARGO & CO NEW 0.4%

Value ($000) $1,813 Shares 32,234 Est. Cost $39.85 Unrealized +3.8%

USB US BANCORP DEL 0.4%

Value ($000) $1,803 Shares 41,548 Est. Cost $29.80 Unrealized +0.4%

— SHIRE PLC 0.4%

Value ($000) $1,786 Shares 7,395 Est. Cost $214.06 Unrealized —

HD HOME DEPOT INC 0.4%

Value ($000) $1,775 Shares 15,969 Est. Cost $81.31 Unrealized +7.1%

DIS DISNEY WALT CO 0.4%

Value ($000) $1,769 Shares 15,502 Est. Cost $82.43 Unrealized +21.3%

V VISA INC 0.4%

Value ($000) $1,711 Shares 25,474 Est. Cost $61.38 Unrealized +2.5%

PPG PPG INDS INC 0.4%

Value ($000) $1,689 Shares 14,726 Est. Cost $90.06 Unrealized +4.8%

AAPL APPLE INC 0.4%

Value ($000) $1,671 Shares 13,324 Est. Cost $25.79 Unrealized +10.7%

HON HONEYWELL INTL INC 0.4%

Value ($000) $1,647 Shares 16,153 Est. Cost $70.47 Unrealized +6.1%

— PRICELINE GRP INC 0.4%

Value ($000) $1,534 Shares 1,332 Est. Cost $1163.38 Unrealized —

— L BRANDS INC 0.3%

Value ($000) $1,493 Shares 17,414 Est. Cost $85.74 Unrealized —

RIO RIO TINTO PLC 0.3%

Value ($000) $1,236 Shares 30,000 Est. Cost $46.06 Unrealized —

EPC EDGEWELL PERS CARE CO 0.1%

Value ($000) $362 Shares 3,714 Est. Cost $93.45 Unrealized 0.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	1,400,000	$288,190	67.3%	—	—	Put	78462F103
VFC	V F CORP	623,185	$43,461	10.2%	$66.82	+1.2%	COM	918204108
—	MARKET VECTORS ETF TR	500,000	$27,285	6.4%	—	—	Put	57060U233
BUD	ANHEUSER BUSCH INBEV SA/NV	200,000	$24,134	5.6%	$116.38	—	Call	03524A108
—	GOOGLE INC	22,402	$12,098	2.8%	$541.28	—	CL A	38259P508
BUD	ANHEUSER BUSCH INBEV SA/NV	36,700	$4,429	1.0%	$116.38	—	SPONSORED ADR	03524A108
—	GOOGLE INC	4,889	$2,545	0.6%	$521.88	—	CL C	38259P706
MCO	MOODYS CORP	17,846	$1,927	0.5%	$87.13	+11.0%	COM	615369105
CRI	CARTER INC	18,029	$1,916	0.4%	$64.18	+19.3%	COM	146229109
—	TIME WARNER INC	21,593	$1,887	0.4%	$84.62	—	COM NEW	887317303
WFC	WELLS FARGO & CO NEW	32,234	$1,813	0.4%	$39.85	+3.8%	COM	949746101
USB	US BANCORP DEL	41,548	$1,803	0.4%	$29.80	+0.4%	COM NEW	902973304
—	SHIRE PLC	7,395	$1,786	0.4%	$214.06	—	SPONSORED ADR	82481R106
HD	HOME DEPOT INC	15,969	$1,775	0.4%	$81.31	+7.1%	COM	437076102
DIS	DISNEY WALT CO	15,502	$1,769	0.4%	$82.43	+21.3%	COM DISNEY	254687106
V	VISA INC	25,474	$1,711	0.4%	$61.38	+2.5%	COM CL A	92826C839
PPG	PPG INDS INC	14,726	$1,689	0.4%	$90.06	+4.8%	COM	693506107
AAPL	APPLE INC	13,324	$1,671	0.4%	$25.79	+10.7%	COM	037833100
HON	HONEYWELL INTL INC	16,153	$1,647	0.4%	$70.47	+6.1%	COM	438516106
—	PRICELINE GRP INC	1,332	$1,534	0.4%	$1163.38	—	COM NEW	741503403
—	L BRANDS INC	17,414	$1,493	0.3%	$85.74	—	COM	501797104
RIO	RIO TINTO PLC	30,000	$1,236	0.3%	$46.06	—	SPONSORED ADR	767204100
EPC	EDGEWELL PERS CARE CO	3,714	$362	0.1%	$93.45	0.0%	COM	28035Q102