JGP Global Gestao de Recursos Ltda. Quant / Systematic

CIK: 0001536562 · Show all filings

Period: Q1 2016 (← Previous) (Next →)

Filing Date: May 12, 2016

Total Value ($000): $238,819 (100.0% shares, 0.0% debt)

Holdings (33)

SPY SPDR S&P 500 ETF TR 77.5%

Value ($000) $184,968 Shares 900,000 Est. Cost — Unrealized —

EWZ ISHARES 5.9%

Value ($000) $14,131 Shares 537,300 Est. Cost — Unrealized —

GOOG ALPHABET INC 1.1%

Value ($000) $2,587 Shares 3,473 Est. Cost $35.61 Unrealized -0.2%

SPY SPDR S&P 500 ETF TR 1.1%

Value ($000) $2,569 Shares 12,500 Est. Cost — Unrealized —

— ALLERGAN PLC 1.0%

Value ($000) $2,390 Shares 8,917 Est. Cost $304.90 Unrealized —

KHC KRAFT HEINZ CO 0.9%

Value ($000) $2,199 Shares 27,997 Est. Cost $47.48 Unrealized +1.8%

BIIB BIOGEN INC 0.9%

Value ($000) $2,092 Shares 8,036 Est. Cost $330.23 Unrealized -20.0%

GILD GILEAD SCIENCES INC 0.9%

Value ($000) $2,083 Shares 22,675 Est. Cost $72.90 Unrealized -12.9%

— CELGENE CORP 0.8%

Value ($000) $1,961 Shares 19,597 Est. Cost $100.07 Unrealized —

— ALEXION PHARMACEUTICALS INC 0.7%

Value ($000) $1,784 Shares 12,815 Est. Cost $155.28 Unrealized —

CVS CVS HEALTH CORP 0.7%

Value ($000) $1,758 Shares 16,951 Est. Cost $72.40 Unrealized 0.0%

— AETNA INC NEW 0.7%

Value ($000) $1,744 Shares 15,526 Est. Cost $109.04 Unrealized —

BUD ANHEUSER BUSCH INBEV SA/NV 0.7%

Value ($000) $1,583 Shares 12,700 Est. Cost $116.38 Unrealized —

HD HOME DEPOT INC 0.6%

Value ($000) $1,458 Shares 10,928 Est. Cost $83.29 Unrealized +18.1%

AAPL APPLE INC 0.6%

Value ($000) $1,354 Shares 12,419 Est. Cost $25.82 Unrealized -12.7%

BRK/B BERKSHIRE HATHAWAY INC DEL 0.5%

Value ($000) $1,194 Shares 8,418 Est. Cost $132.58 Unrealized 0.0%

— PRICELINE GRP INC 0.5%

Value ($000) $1,114 Shares 864 Est. Cost $1181.16 Unrealized —

MCO MOODYS CORP 0.5%

Value ($000) $1,090 Shares 11,286 Est. Cost $90.19 Unrealized -9.5%

V VISA INC 0.4%

Value ($000) $1,070 Shares 13,992 Est. Cost $65.86 Unrealized +2.9%

CRI CARTER INC 0.4%

Value ($000) $1,064 Shares 10,095 Est. Cost $75.47 Unrealized -2.4%

LLY LILLY ELI & CO 0.4%

Value ($000) $1,041 Shares 14,458 Est. Cost $63.98 Unrealized 0.0%

— WALGREENS BOOTS ALLIANCE INC 0.4%

Value ($000) $926 Shares 10,993 Est. Cost $84.24 Unrealized —

TMO THERMO FISHER SCIENTIFIC INC 0.4%

Value ($000) $925 Shares 6,534 Est. Cost $130.26 Unrealized 0.0%

AMGN AMGEN INC 0.4%

Value ($000) $842 Shares 5,619 Est. Cost $110.79 Unrealized 0.0%

ABBV ABBVIE INC 0.3%

Value ($000) $797 Shares 13,950 Est. Cost $37.12 Unrealized 0.0%

BMY BRISTOL MYERS SQUIBB CO 0.3%

Value ($000) $662 Shares 10,366 Est. Cost $44.80 Unrealized 0.0%

QSR RESTAURANT BRANDS INTL INC 0.3%

Value ($000) $628 Shares 16,182 Est. Cost $36.12 Unrealized -3.7%

BMRN BIOMARIN PHARMACEUTICAL INC 0.3%

Value ($000) $615 Shares 7,457 Est. Cost $81.36 Unrealized 0.0%

REGN REGENERON PHARMACEUTICALS 0.2%

Value ($000) $591 Shares 1,641 Est. Cost $409.79 Unrealized 0.0%

ROST ROSS STORES INC 0.2%

Value ($000) $555 Shares 9,587 Est. Cost $50.36 Unrealized 0.0%

VRTX VERTEX PHARMACEUTICALS INC 0.2%

Value ($000) $463 Shares 5,820 Est. Cost $90.45 Unrealized 0.0%

NKE NIKE INC 0.2%

Value ($000) $369 Shares 5,999 Est. Cost $53.20 Unrealized 0.0%

— INC RESH HLDGS INC 0.1%

Value ($000) $212 Shares 5,134 Est. Cost $41.29 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	900,000	$184,968	77.5%	—	—	Put	78462F103
EWZ	ISHARES	537,300	$14,131	5.9%	—	—	Call	464286400
GOOG	ALPHABET INC	3,473	$2,587	1.1%	$35.61	-0.2%	CAP STK CL C	02079K107
SPY	SPDR S&P 500 ETF TR	12,500	$2,569	1.1%	—	—	Call	78462F103
—	ALLERGAN PLC	8,917	$2,390	1.0%	$304.90	—	SHS	G0177J108
KHC	KRAFT HEINZ CO	27,997	$2,199	0.9%	$47.48	+1.8%	COM	500754106
BIIB	BIOGEN INC	8,036	$2,092	0.9%	$330.23	-20.0%	COM	09062X103
GILD	GILEAD SCIENCES INC	22,675	$2,083	0.9%	$72.90	-12.9%	COM	375558103
—	CELGENE CORP	19,597	$1,961	0.8%	$100.07	—	COM	151020104
—	ALEXION PHARMACEUTICALS INC	12,815	$1,784	0.7%	$155.28	—	COM	015351109
CVS	CVS HEALTH CORP	16,951	$1,758	0.7%	$72.40	0.0%	COM	126650100
—	AETNA INC NEW	15,526	$1,744	0.7%	$109.04	—	COM	00817Y108
BUD	ANHEUSER BUSCH INBEV SA/NV	12,700	$1,583	0.7%	$116.38	—	SPONSORED ADR	03524A108
HD	HOME DEPOT INC	10,928	$1,458	0.6%	$83.29	+18.1%	COM	437076102
AAPL	APPLE INC	12,419	$1,354	0.6%	$25.82	-12.7%	COM	037833100
BRK/B	BERKSHIRE HATHAWAY INC DEL	8,418	$1,194	0.5%	$132.58	0.0%	CL B NEW	084670702
—	PRICELINE GRP INC	864	$1,114	0.5%	$1181.16	—	COM NEW	741503403
MCO	MOODYS CORP	11,286	$1,090	0.5%	$90.19	-9.5%	COM	615369105
V	VISA INC	13,992	$1,070	0.4%	$65.86	+2.9%	COM CL A	92826C839
CRI	CARTER INC	10,095	$1,064	0.4%	$75.47	-2.4%	COM	146229109
LLY	LILLY ELI & CO	14,458	$1,041	0.4%	$63.98	0.0%	COM	532457108
—	WALGREENS BOOTS ALLIANCE INC	10,993	$926	0.4%	$84.24	—	COM	931427108
TMO	THERMO FISHER SCIENTIFIC INC	6,534	$925	0.4%	$130.26	0.0%	COM	883556102
AMGN	AMGEN INC	5,619	$842	0.4%	$110.79	0.0%	COM	031162100
ABBV	ABBVIE INC	13,950	$797	0.3%	$37.12	0.0%	COM	00287Y109
BMY	BRISTOL MYERS SQUIBB CO	10,366	$662	0.3%	$44.80	0.0%	COM	110122108
QSR	RESTAURANT BRANDS INTL INC	16,182	$628	0.3%	$36.12	-3.7%	COM	76131D103
BMRN	BIOMARIN PHARMACEUTICAL INC	7,457	$615	0.3%	$81.36	0.0%	COM	09061G101
REGN	REGENERON PHARMACEUTICALS	1,641	$591	0.2%	$409.79	0.0%	COM	75886F107
ROST	ROSS STORES INC	9,587	$555	0.2%	$50.36	0.0%	COM	778296103
VRTX	VERTEX PHARMACEUTICALS INC	5,820	$463	0.2%	$90.45	0.0%	COM	92532F100
NKE	NIKE INC	5,999	$369	0.2%	$53.20	0.0%	CL B	654106103
—	INC RESH HLDGS INC	5,134	$212	0.1%	$41.29	—	CL A	45329R109