JGP Global Gestao de Recursos Ltda. Quant / Systematic

Location: Rio De Janeiro, Brazil

CIK: 0001536562 · Show all filings

Period: Q1 2016 (← Previous) (Next →)

Filing Date: May 12, 2016

Total Value: $239M (100.0% shares, 0.0% debt)

Holdings (33)

SPY SPDR S&P 500 ETF TR 77.5%

Value $185M Shares 900,000 Share Price $205.52 Est. Cost/Share — Unrealized @ Report Date —

EWZ ISHARES 5.9%

Value $14.13M Shares 537,300 Share Price $26.30 Est. Cost/Share — Unrealized @ Report Date —

GOOG ALPHABET INC 1.1%

Value $2.587M Shares 3,473 Share Price $744.89 * Est. Cost/Share $35.61 Unrealized @ Report Date +3.8%

SPY SPDR S&P 500 ETF TR 1.1%

Value $2.569M Shares 12,500 Share Price $205.52 Est. Cost/Share — Unrealized @ Report Date —

— ALLERGAN PLC 1.0%

Value $2.39M Shares 8,917 Share Price $268.03 Est. Cost/Share $304.90 Unrealized @ Report Date —

KHC KRAFT HEINZ CO 0.9%

Value $2.199M Shares 27,997 Share Price $78.54 * Est. Cost/Share $47.48 Unrealized @ Report Date +7.5%

BIIB BIOGEN INC 0.9%

Value $2.092M Shares 8,036 Share Price $260.33 Est. Cost/Share $330.23 Unrealized @ Report Date -21.2%

GILD GILEAD SCIENCES INC 0.9%

Value $2.083M Shares 22,675 Share Price $91.86 * Est. Cost/Share $72.90 Unrealized @ Report Date -11.0%

— CELGENE CORP 0.8%

Value $1.961M Shares 19,597 Share Price $100.07 Est. Cost/Share $100.07 Unrealized @ Report Date —

— ALEXION PHARMACEUTICALS INC 0.7%

Value $1.784M Shares 12,815 Share Price $139.21 Est. Cost/Share $155.28 Unrealized @ Report Date —

CVS CVS HEALTH CORP 0.7%

Value $1.758M Shares 16,951 Share Price $103.71 * Est. Cost/Share $72.40 Unrealized @ Report Date +6.8%

— AETNA INC NEW 0.7%

Value $1.744M Shares 15,526 Share Price $112.33 Est. Cost/Share $109.04 Unrealized @ Report Date —

BUD ANHEUSER BUSCH INBEV SA/NV 0.7%

Value $1.583M Shares 12,700 Share Price $124.65 Est. Cost/Share $116.56 Unrealized @ Report Date +6.9%

HD HOME DEPOT INC 0.6%

Value $1.458M Shares 10,928 Share Price $133.42 * Est. Cost/Share $83.29 Unrealized @ Report Date +26.9%

AAPL APPLE INC 0.6%

Value $1.354M Shares 12,419 Share Price $109.03 * Est. Cost/Share $25.82 Unrealized @ Report Date -4.3%

BRK/B BERKSHIRE HATHAWAY INC DEL 0.5%

Value $1.194M Shares 8,418 Share Price $141.84 Est. Cost/Share $132.58 Unrealized @ Report Date +7.0%

— PRICELINE GRP INC 0.5%

Value $1.114M Shares 864 Share Price $1289.35 Est. Cost/Share $1181.16 Unrealized @ Report Date —

MCO MOODYS CORP 0.5%

Value $1.09M Shares 11,286 Share Price $96.58 * Est. Cost/Share $90.19 Unrealized @ Report Date -2.6%

V VISA INC 0.4%

Value $1.07M Shares 13,992 Share Price $76.47 * Est. Cost/Share $65.86 Unrealized @ Report Date +8.5%

CRI CARTER INC 0.4%

Value $1.064M Shares 10,095 Share Price $105.40 * Est. Cost/Share $75.47 Unrealized @ Report Date +7.6%

LLY LILLY ELI & CO 0.4%

Value $1.041M Shares 14,458 Share Price $72.00 * Est. Cost/Share $63.98 Unrealized @ Report Date -4.5%

— WALGREENS BOOTS ALLIANCE INC 0.4%

Value $926K Shares 10,993 Share Price $84.24 Est. Cost/Share $84.24 Unrealized @ Report Date —

TMO THERMO FISHER SCIENTIFIC INC 0.4%

Value $925K Shares 6,534 Share Price $141.57 * Est. Cost/Share $130.26 Unrealized @ Report Date +5.7%

AMGN AMGEN INC 0.4%

Value $842K Shares 5,619 Share Price $149.85 * Est. Cost/Share $110.79 Unrealized @ Report Date +1.2%

ABBV ABBVIE INC 0.3%

Value $797K Shares 13,950 Share Price $57.13 * Est. Cost/Share $37.12 Unrealized @ Report Date +2.6%

BMY BRISTOL MYERS SQUIBB CO 0.3%

Value $662K Shares 10,366 Share Price $63.86 * Est. Cost/Share $44.80 Unrealized @ Report Date +1.9%

QSR RESTAURANT BRANDS INTL INC 0.3%

Value $628K Shares 16,182 Share Price $38.81 Est. Cost/Share $36.12 Unrealized @ Report Date +7.5%

BMRN BIOMARIN PHARMACEUTICAL INC 0.3%

Value $615K Shares 7,457 Share Price $82.47 Est. Cost/Share $81.36 Unrealized @ Report Date +1.4%

REGN REGENERON PHARMACEUTICALS 0.2%

Value $591K Shares 1,641 Share Price $360.15 Est. Cost/Share $409.79 Unrealized @ Report Date -12.5%

ROST ROSS STORES INC 0.2%

Value $555K Shares 9,587 Share Price $57.89 * Est. Cost/Share $50.36 Unrealized @ Report Date +4.5%

VRTX VERTEX PHARMACEUTICALS INC 0.2%

Value $463K Shares 5,820 Share Price $79.55 Est. Cost/Share $90.45 Unrealized @ Report Date -12.1%

NKE NIKE INC 0.2%

Value $369K Shares 5,999 Share Price $61.51 * Est. Cost/Share $53.20 Unrealized @ Report Date +2.0%

— INC RESH HLDGS INC 0.1%

Value $212K Shares 5,134 Share Price $41.29 Est. Cost/Share $41.29 Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	900,000	$185M	77.5%	$205.52	—	—	Put	78462F103
EWZ	ISHARES	537,300	$14.13M	5.9%	$26.30	—	—	Call	464286400
GOOG	ALPHABET INC	3,473	$2.587M	1.1%	$744.89 *	$35.61	+3.8%	CAP STK CL C	02079K107
SPY	SPDR S&P 500 ETF TR	12,500	$2.569M	1.1%	$205.52	—	—	Call	78462F103
—	ALLERGAN PLC	8,917	$2.39M	1.0%	$268.03	$304.90	—	SHS	G0177J108
KHC	KRAFT HEINZ CO	27,997	$2.199M	0.9%	$78.54 *	$47.48	+7.5%	COM	500754106
BIIB	BIOGEN INC	8,036	$2.092M	0.9%	$260.33	$330.23	-21.2%	COM	09062X103
GILD	GILEAD SCIENCES INC	22,675	$2.083M	0.9%	$91.86 *	$72.90	-11.0%	COM	375558103
—	CELGENE CORP	19,597	$1.961M	0.8%	$100.07	$100.07	—	COM	151020104
—	ALEXION PHARMACEUTICALS INC	12,815	$1.784M	0.7%	$139.21	$155.28	—	COM	015351109
CVS	CVS HEALTH CORP	16,951	$1.758M	0.7%	$103.71 *	$72.40	+6.8%	COM	126650100
—	AETNA INC NEW	15,526	$1.744M	0.7%	$112.33	$109.04	—	COM	00817Y108
BUD	ANHEUSER BUSCH INBEV SA/NV	12,700	$1.583M	0.7%	$124.65	$116.56	+6.9%	SPONSORED ADR	03524A108
HD	HOME DEPOT INC	10,928	$1.458M	0.6%	$133.42 *	$83.29	+26.9%	COM	437076102
AAPL	APPLE INC	12,419	$1.354M	0.6%	$109.03 *	$25.82	-4.3%	COM	037833100
BRK/B	BERKSHIRE HATHAWAY INC DEL	8,418	$1.194M	0.5%	$141.84	$132.58	+7.0%	CL B NEW	084670702
—	PRICELINE GRP INC	864	$1.114M	0.5%	$1289.35	$1181.16	—	COM NEW	741503403
MCO	MOODYS CORP	11,286	$1.09M	0.5%	$96.58 *	$90.19	-2.6%	COM	615369105
V	VISA INC	13,992	$1.07M	0.4%	$76.47 *	$65.86	+8.5%	COM CL A	92826C839
CRI	CARTER INC	10,095	$1.064M	0.4%	$105.40 *	$75.47	+7.6%	COM	146229109
LLY	LILLY ELI & CO	14,458	$1.041M	0.4%	$72.00 *	$63.98	-4.5%	COM	532457108
—	WALGREENS BOOTS ALLIANCE INC	10,993	$926K	0.4%	$84.24	$84.24	—	COM	931427108
TMO	THERMO FISHER SCIENTIFIC INC	6,534	$925K	0.4%	$141.57 *	$130.26	+5.7%	COM	883556102
AMGN	AMGEN INC	5,619	$842K	0.4%	$149.85 *	$110.79	+1.2%	COM	031162100
ABBV	ABBVIE INC	13,950	$797K	0.3%	$57.13 *	$37.12	+2.6%	COM	00287Y109
BMY	BRISTOL MYERS SQUIBB CO	10,366	$662K	0.3%	$63.86 *	$44.80	+1.9%	COM	110122108
QSR	RESTAURANT BRANDS INTL INC	16,182	$628K	0.3%	$38.81	$36.12	+7.5%	COM	76131D103
BMRN	BIOMARIN PHARMACEUTICAL INC	7,457	$615K	0.3%	$82.47	$81.36	+1.4%	COM	09061G101
REGN	REGENERON PHARMACEUTICALS	1,641	$591K	0.2%	$360.15	$409.79	-12.5%	COM	75886F107
ROST	ROSS STORES INC	9,587	$555K	0.2%	$57.89 *	$50.36	+4.5%	COM	778296103
VRTX	VERTEX PHARMACEUTICALS INC	5,820	$463K	0.2%	$79.55	$90.45	-12.1%	COM	92532F100
NKE	NIKE INC	5,999	$369K	0.2%	$61.51 *	$53.20	+2.0%	CL B	654106103
—	INC RESH HLDGS INC	5,134	$212K	0.1%	$41.29	$41.29	—	CL A	45329R109