JGP Global Gestao de Recursos Ltda. Quant / Systematic

Location: Rio De Janeiro, Brazil

CIK: 0001536562 · Show all filings

Period: Q2 2016 (← Previous) (Next →)

Filing Date: Aug 12, 2016

Total Value: $520M (100.0% shares, 0.0% debt)

Holdings (35)

SPY SPDR S&P 500 ETF TR 86.7%

Value $450M Shares 2,150,000 Share Price $209.47 Est. Cost/Share — Unrealized @ Report Date —

NKE NIKE INC 2.4%

Value $12.45M Shares 225,447 Share Price $55.20 * Est. Cost/Share $50.39 Unrealized @ Report Date -3.1%

VFC V F CORP 1.8%

Value $9.471M Shares 154,022 Share Price $61.49 * Est. Cost/Share $59.14 Unrealized @ Report Date -2.1%

GOOG ALPHABET INC 1.4%

Value $7.439M Shares 10,748 Share Price $692.13 * Est. Cost/Share $35.64 Unrealized @ Report Date -3.6%

EWZ ISHARES 0.6%

Value $3.018M Shares 100,000 Share Price $30.18 Est. Cost/Share — Unrealized @ Report Date —

BUD ANHEUSER BUSCH INBEV SA/NV 0.5%

Value $2.559M Shares 19,430 Share Price $131.70 Est. Cost/Share $119.80 Unrealized @ Report Date +9.9%

KHC KRAFT HEINZ CO 0.5%

Value $2.477M Shares 27,997 Share Price $88.47 * Est. Cost/Share $47.48 Unrealized @ Report Date +21.9%

EEM ISHARES TR 0.5%

Value $2.405M Shares 70,000 Share Price $34.36 Est. Cost/Share — Unrealized @ Report Date —

— CELGENE CORP 0.5%

Value $2.381M Shares 24,142 Share Price $98.62 Est. Cost/Share $99.79 Unrealized @ Report Date —

GILD GILEAD SCIENCES INC 0.4%

Value $2.239M Shares 26,841 Share Price $83.42 * Est. Cost/Share $71.33 Unrealized @ Report Date -16.9%

CVS CVS HEALTH CORP 0.4%

Value $2.195M Shares 22,928 Share Price $95.73 * Est. Cost/Share $72.95 Unrealized @ Report Date -1.8%

— AETNA INC NEW 0.4%

Value $1.918M Shares 15,705 Share Price $122.13 Est. Cost/Share $109.19 Unrealized @ Report Date —

— ALEXION PHARMACEUTICALS INC 0.3%

Value $1.666M Shares 14,270 Share Price $116.75 Est. Cost/Share $151.35 Unrealized @ Report Date —

BIIB BIOGEN INC 0.3%

Value $1.426M Shares 5,899 Share Price $241.74 Est. Cost/Share $330.23 Unrealized @ Report Date -26.8%

LLY LILLY ELI & CO 0.3%

Value $1.34M Shares 17,019 Share Price $78.74 * Est. Cost/Share $63.99 Unrealized @ Report Date +5.1%

— ALLERGAN PLC 0.2%

Value $1.229M Shares 5,317 Share Price $231.15 Est. Cost/Share $304.90 Unrealized @ Report Date —

TMO THERMO FISHER SCIENTIFIC INC 0.2%

Value $1.164M Shares 7,877 Share Price $147.77 * Est. Cost/Share $132.54 Unrealized @ Report Date +8.6%

— PRICELINE GRP INC 0.2%

Value $1.161M Shares 930 Share Price $1248.39 Est. Cost/Share $1185.93 Unrealized @ Report Date —

ABBV ABBVIE INC 0.2%

Value $1.159M Shares 18,728 Share Price $61.89 * Est. Cost/Share $38.10 Unrealized @ Report Date +9.4%

SPY SPDR S&P 500 ETF TR 0.2%

Value $1.047M Shares 5,000 Share Price $209.40 Est. Cost/Share — Unrealized @ Report Date —

CRI CARTER INC 0.2%

Value $979K Shares 9,197 Share Price $106.45 * Est. Cost/Share $75.47 Unrealized @ Report Date +9.1%

AMGN AMGEN INC 0.2%

Value $966K Shares 6,349 Share Price $152.15 * Est. Cost/Share $111.47 Unrealized @ Report Date +2.8%

BMY BRISTOL MYERS SQUIBB CO 0.2%

Value $919K Shares 12,497 Share Price $73.54 * Est. Cost/Share $45.77 Unrealized @ Report Date +15.4%

MCO MOODYS CORP 0.2%

Value $834K Shares 8,895 Share Price $93.76 * Est. Cost/Share $90.19 Unrealized @ Report Date -5.1%

BMRN BIOMARIN PHARMACEUTICAL INC 0.2%

Value $803K Shares 10,317 Share Price $77.83 Est. Cost/Share $82.37 Unrealized @ Report Date -5.6%

HD HOME DEPOT INC 0.2%

Value $797K Shares 6,245 Share Price $127.62 * Est. Cost/Share $83.29 Unrealized @ Report Date +22.1%

V VISA INC 0.1%

Value $762K Shares 10,276 Share Price $74.15 * Est. Cost/Share $65.86 Unrealized @ Report Date +5.4%

QSR RESTAURANT BRANDS INTL INC 0.1%

Value $656K Shares 15,764 Share Price $41.61 Est. Cost/Share $36.12 Unrealized @ Report Date +15.2%

AAPL APPLE INC 0.1%

Value $653K Shares 6,835 Share Price $95.54 * Est. Cost/Share $25.82 Unrealized @ Report Date -15.5%

VRTX VERTEX PHARMACEUTICALS INC 0.1%

Value $622K Shares 7,231 Share Price $86.02 Est. Cost/Share $89.66 Unrealized @ Report Date -4.1%

REGN REGENERON PHARMACEUTICALS 0.1%

Value $584K Shares 1,672 Share Price $349.28 Est. Cost/Share $409.30 Unrealized @ Report Date -15.1%

— WALGREENS BOOTS ALLIANCE INC 0.1%

Value $548K Shares 6,581 Share Price $83.27 Est. Cost/Share $84.24 Unrealized @ Report Date —

ROST ROSS STORES INC 0.1%

Value $525K Shares 9,260 Share Price $56.70 * Est. Cost/Share $50.36 Unrealized @ Report Date +2.5%

MDLZ MONDELEZ INTL INC 0.1%

Value $487K Shares 10,700 Share Price $45.51 * Est. Cost/Share $34.83 Unrealized @ Report Date +4.9%

— L BRANDS INC 0.1%

Value $473K Shares 7,047 Share Price $67.12 Est. Cost/Share $67.12 Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	2,150,000	$450M	86.7%	$209.47	—	—	Put	78462F103
NKE	NIKE INC	225,447	$12.45M	2.4%	$55.20 *	$50.39	-3.1%	CL B	654106103
VFC	V F CORP	154,022	$9.471M	1.8%	$61.49 *	$59.14	-2.1%	COM	918204108
GOOG	ALPHABET INC	10,748	$7.439M	1.4%	$692.13 *	$35.64	-3.6%	CAP STK CL C	02079K107
EWZ	ISHARES	100,000	$3.018M	0.6%	$30.18	—	—	Call	464286400
BUD	ANHEUSER BUSCH INBEV SA/NV	19,430	$2.559M	0.5%	$131.70	$119.80	+9.9%	SPONSORED ADR	03524A108
KHC	KRAFT HEINZ CO	27,997	$2.477M	0.5%	$88.47 *	$47.48	+21.9%	COM	500754106
EEM	ISHARES TR	70,000	$2.405M	0.5%	$34.36	—	—	Call	464287234
—	CELGENE CORP	24,142	$2.381M	0.5%	$98.62	$99.79	—	COM	151020104
GILD	GILEAD SCIENCES INC	26,841	$2.239M	0.4%	$83.42 *	$71.33	-16.9%	COM	375558103
CVS	CVS HEALTH CORP	22,928	$2.195M	0.4%	$95.73 *	$72.95	-1.8%	COM	126650100
—	AETNA INC NEW	15,705	$1.918M	0.4%	$122.13	$109.19	—	COM	00817Y108
—	ALEXION PHARMACEUTICALS INC	14,270	$1.666M	0.3%	$116.75	$151.35	—	COM	015351109
BIIB	BIOGEN INC	5,899	$1.426M	0.3%	$241.74	$330.23	-26.8%	COM	09062X103
LLY	LILLY ELI & CO	17,019	$1.34M	0.3%	$78.74 *	$63.99	+5.1%	COM	532457108
—	ALLERGAN PLC	5,317	$1.229M	0.2%	$231.15	$304.90	—	SHS	G0177J108
TMO	THERMO FISHER SCIENTIFIC INC	7,877	$1.164M	0.2%	$147.77 *	$132.54	+8.6%	COM	883556102
—	PRICELINE GRP INC	930	$1.161M	0.2%	$1248.39	$1185.93	—	COM NEW	741503403
ABBV	ABBVIE INC	18,728	$1.159M	0.2%	$61.89 *	$38.10	+9.4%	COM	00287Y109
SPY	SPDR S&P 500 ETF TR	5,000	$1.047M	0.2%	$209.40	—	—	Call	78462F103
CRI	CARTER INC	9,197	$979K	0.2%	$106.45 *	$75.47	+9.1%	COM	146229109
AMGN	AMGEN INC	6,349	$966K	0.2%	$152.15 *	$111.47	+2.8%	COM	031162100
BMY	BRISTOL MYERS SQUIBB CO	12,497	$919K	0.2%	$73.54 *	$45.77	+15.4%	COM	110122108
MCO	MOODYS CORP	8,895	$834K	0.2%	$93.76 *	$90.19	-5.1%	COM	615369105
BMRN	BIOMARIN PHARMACEUTICAL INC	10,317	$803K	0.2%	$77.83	$82.37	-5.6%	COM	09061G101
HD	HOME DEPOT INC	6,245	$797K	0.2%	$127.62 *	$83.29	+22.1%	COM	437076102
V	VISA INC	10,276	$762K	0.1%	$74.15 *	$65.86	+5.4%	COM CL A	92826C839
QSR	RESTAURANT BRANDS INTL INC	15,764	$656K	0.1%	$41.61	$36.12	+15.2%	COM	76131D103
AAPL	APPLE INC	6,835	$653K	0.1%	$95.54 *	$25.82	-15.5%	COM	037833100
VRTX	VERTEX PHARMACEUTICALS INC	7,231	$622K	0.1%	$86.02	$89.66	-4.1%	COM	92532F100
REGN	REGENERON PHARMACEUTICALS	1,672	$584K	0.1%	$349.28	$409.30	-15.1%	COM	75886F107
—	WALGREENS BOOTS ALLIANCE INC	6,581	$548K	0.1%	$83.27	$84.24	—	COM	931427108
ROST	ROSS STORES INC	9,260	$525K	0.1%	$56.70 *	$50.36	+2.5%	COM	778296103
MDLZ	MONDELEZ INTL INC	10,700	$487K	0.1%	$45.51 *	$34.83	+4.9%	CL A	609207105
—	L BRANDS INC	7,047	$473K	0.1%	$67.12	$67.12	—	COM	501797104