JGP Global Gestao de Recursos Ltda. Quant / Systematic

Location: Rio De Janeiro, Brazil

CIK: 0001536562 · Show all filings

Period: Q3 2015 (← Previous) (Next →)

Filing Date: Nov 4, 2015

Total Value: $182M (100.0% shares, 0.0% debt)

Holdings (26)

SPY SPDR S&P 500 ETF TR 21.0%

Value $38.33M Shares 200,000 Share Price $191.63 Est. Cost/Share — Unrealized @ Report Date —

— GOOGLE INC 12.7%

Value $23.15M Shares 38,052 Share Price $608.43 Est. Cost/Share $597.31 Unrealized @ Report Date —

VFC V F CORP 10.3%

Value $18.81M Shares 275,725 Share Price $68.21 * Est. Cost/Share $66.82 Unrealized @ Report Date -3.9%

CRI CARTER INC 9.6%

Value $17.46M Shares 192,671 Share Price $90.64 * Est. Cost/Share $75.47 Unrealized @ Report Date -8.0%

V VISA INC 9.4%

Value $17.07M Shares 245,044 Share Price $69.66 * Est. Cost/Share $65.86 Unrealized @ Report Date -1.6%

BIIB BIOGEN INC 9.3%

Value $16.89M Shares 57,898 Share Price $291.81 Est. Cost/Share $330.23 Unrealized @ Report Date -11.6%

— VALE S A 7.2%

Value $13.06M Shares 3,899,380 Share Price $3.35 Est. Cost/Share $3.35 Unrealized @ Report Date —

EWZ ISHARES 4.0%

Value $7.219M Shares 328,900 Share Price $21.95 Est. Cost/Share $26.67 Unrealized @ Report Date -17.7%

EWZ ISHARES 2.2%

Value $4.081M Shares 185,938 Share Price $21.95 Est. Cost/Share $26.67 Unrealized @ Report Date -17.7%

HD HOME DEPOT INC 1.1%

Value $2.061M Shares 17,845 Share Price $115.49 * Est. Cost/Share $82.27 Unrealized @ Report Date +10.1%

— L BRANDS INC 1.1%

Value $1.98M Shares 21,971 Share Price $90.12 Est. Cost/Share $86.64 Unrealized @ Report Date —

— PRICELINE GRP INC 1.1%

Value $1.972M Shares 1,594 Share Price $1237.14 Est. Cost/Share $1175.50 Unrealized @ Report Date —

— SHIRE PLC 1.0%

Value $1.789M Shares 8,715 Share Price $205.28 Est. Cost/Share $212.73 Unrealized @ Report Date —

— ALLERGAN PLC 1.0%

Value $1.785M Shares 6,566 Share Price $271.86 Est. Cost/Share $271.86 Unrealized @ Report Date —

EFX EQUIFAX INC 1.0%

Value $1.753M Shares 18,036 Share Price $97.19 * Est. Cost/Share $90.00 Unrealized @ Report Date -2.0%

MCO MOODYS CORP 1.0%

Value $1.736M Shares 17,680 Share Price $98.19 * Est. Cost/Share $87.13 Unrealized @ Report Date +1.7%

KHC KRAFT HEINZ CO 0.9%

Value $1.681M Shares 23,824 Share Price $70.56 * Est. Cost/Share $47.82 Unrealized @ Report Date -6.4%

EEM ISHARES TR 0.9%

Value $1.639M Shares 50,000 Share Price $32.78 Est. Cost/Share $35.32 Unrealized @ Report Date -7.2%

WFC WELLS FARGO & CO NEW 0.9%

Value $1.636M Shares 31,851 Share Price $51.36 * Est. Cost/Share $39.85 Unrealized @ Report Date -3.5%

AAPL APPLE INC 0.9%

Value $1.634M Shares 14,813 Share Price $110.31 * Est. Cost/Share $25.84 Unrealized @ Report Date -4.2%

DIS DISNEY WALT CO 0.9%

Value $1.57M Shares 15,358 Share Price $102.23 * Est. Cost/Share $82.43 Unrealized @ Report Date +13.5%

BUD ANHEUSER BUSCH INBEV SA/NV 0.7%

Value $1.35M Shares 12,700 Share Price $106.30 Est. Cost/Share $116.56 Unrealized @ Report Date -8.8%

USB US BANCORP DEL 0.7%

Value $1.329M Shares 32,397 Share Price $41.02 * Est. Cost/Share $29.80 Unrealized @ Report Date -4.7%

PBR PETROLEO BRASILEIRO SA PETRO 0.7%

Value $1.305M Shares 300,000 Share Price $4.35 Est. Cost/Share $6.10 Unrealized @ Report Date -28.7%

— VALEANT PHARMACEUTICALS INTL 0.4%

Value $751K Shares 4,212 Share Price $178.30 Est. Cost/Share $178.30 Unrealized @ Report Date —

EDN EMPRESA DIST Y COMERCIAL NOR 0.1%

Value $130K Shares 10,200 Share Price $12.75 Est. Cost/Share $13.15 Unrealized @ Report Date -2.7%

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	200,000	$38.33M	21.0%	$191.63	—	—	Put	78462F103
—	GOOGLE INC	38,052	$23.15M	12.7%	$608.43	$597.31	—	CL C	38259P706
VFC	V F CORP	275,725	$18.81M	10.3%	$68.21 *	$66.82	-3.9%	COM	918204108
CRI	CARTER INC	192,671	$17.46M	9.6%	$90.64 *	$75.47	-8.0%	COM	146229109
V	VISA INC	245,044	$17.07M	9.4%	$69.66 *	$65.86	-1.6%	COM CL A	92826C839
BIIB	BIOGEN INC	57,898	$16.89M	9.3%	$291.81	$330.23	-11.6%	COM	09062X103
—	VALE S A	3,899,380	$13.06M	7.2%	$3.35	$3.35	—	ADR REPSTG PFD	91912E204
EWZ	ISHARES	328,900	$7.219M	4.0%	$21.95	$26.67	-17.7%	Put	464286400
EWZ	ISHARES	185,938	$4.081M	2.2%	$21.95	$26.67	-17.7%	MSCI BRZ CAP ETF	464286400
HD	HOME DEPOT INC	17,845	$2.061M	1.1%	$115.49 *	$82.27	+10.1%	COM	437076102
—	L BRANDS INC	21,971	$1.98M	1.1%	$90.12	$86.64	—	COM	501797104
—	PRICELINE GRP INC	1,594	$1.972M	1.1%	$1237.14	$1175.50	—	COM NEW	741503403
—	SHIRE PLC	8,715	$1.789M	1.0%	$205.28	$212.73	—	SPONSORED ADR	82481R106
—	ALLERGAN PLC	6,566	$1.785M	1.0%	$271.86	$271.86	—	SHS	G0177J108
EFX	EQUIFAX INC	18,036	$1.753M	1.0%	$97.19 *	$90.00	-2.0%	COM	294429105
MCO	MOODYS CORP	17,680	$1.736M	1.0%	$98.19 *	$87.13	+1.7%	COM	615369105
KHC	KRAFT HEINZ CO	23,824	$1.681M	0.9%	$70.56 *	$47.82	-6.4%	COM	500754106
EEM	ISHARES TR	50,000	$1.639M	0.9%	$32.78	$35.32	-7.2%	MSCI EMG MKT ETF	464287234
WFC	WELLS FARGO & CO NEW	31,851	$1.636M	0.9%	$51.36 *	$39.85	-3.5%	COM	949746101
AAPL	APPLE INC	14,813	$1.634M	0.9%	$110.31 *	$25.84	-4.2%	COM	037833100
DIS	DISNEY WALT CO	15,358	$1.57M	0.9%	$102.23 *	$82.43	+13.5%	COM DISNEY	254687106
BUD	ANHEUSER BUSCH INBEV SA/NV	12,700	$1.35M	0.7%	$106.30	$116.56	-8.8%	SPONSORED ADR	03524A108
USB	US BANCORP DEL	32,397	$1.329M	0.7%	$41.02 *	$29.80	-4.7%	COM NEW	902973304
PBR	PETROLEO BRASILEIRO SA PETRO	300,000	$1.305M	0.7%	$4.35	$6.10	-28.7%	SPONSORED ADR	71654V408
—	VALEANT PHARMACEUTICALS INTL	4,212	$751K	0.4%	$178.30	$178.30	—	COM	91911K102
EDN	EMPRESA DIST Y COMERCIAL NOR	10,200	$130K	0.1%	$12.75	$13.15	-2.7%	SPON ADR	29244A102