JGP Global Gestao de Recursos Ltda. Quant / Systematic

CIK: 0001536562 · Show all filings

Period: Q2 2016 (← Previous) (Next →)

Filing Date: Aug 12, 2016

Total Value ($000): $519,718 (100.0% shares, 0.0% debt)

Holdings (35)

SPY SPDR S&P 500 ETF TR 86.7%

Value ($000) $450,371 Shares 2,150,000 Est. Cost — Unrealized —

NKE NIKE INC 2.4%

Value ($000) $12,445 Shares 225,447 Est. Cost $50.39 Unrealized -0.2%

VFC V F CORP 1.8%

Value ($000) $9,471 Shares 154,022 Est. Cost $59.14 Unrealized 0.0%

GOOG ALPHABET INC 1.4%

Value ($000) $7,439 Shares 10,748 Est. Cost $35.64 Unrealized +0.0%

EWZ ISHARES 0.6%

Value ($000) $3,018 Shares 100,000 Est. Cost — Unrealized —

BUD ANHEUSER BUSCH INBEV SA/NV 0.5%

Value ($000) $2,559 Shares 19,430 Est. Cost $121.69 Unrealized —

KHC KRAFT HEINZ CO 0.5%

Value ($000) $2,477 Shares 27,997 Est. Cost $47.48 Unrealized +12.9%

EEM ISHARES TR 0.5%

Value ($000) $2,405 Shares 70,000 Est. Cost — Unrealized —

— CELGENE CORP 0.5%

Value ($000) $2,381 Shares 24,142 Est. Cost $99.79 Unrealized —

GILD GILEAD SCIENCES INC 0.4%

Value ($000) $2,239 Shares 26,841 Est. Cost $71.33 Unrealized -12.0%

CVS CVS HEALTH CORP 0.4%

Value ($000) $2,195 Shares 22,928 Est. Cost $72.95 Unrealized +2.1%

— AETNA INC NEW 0.4%

Value ($000) $1,918 Shares 15,705 Est. Cost $109.19 Unrealized —

— ALEXION PHARMACEUTICALS INC 0.3%

Value ($000) $1,666 Shares 14,270 Est. Cost $151.35 Unrealized —

BIIB BIOGEN INC 0.3%

Value ($000) $1,426 Shares 5,899 Est. Cost $330.23 Unrealized -20.2%

LLY LILLY ELI & CO 0.3%

Value ($000) $1,340 Shares 17,019 Est. Cost $63.99 Unrealized +0.2%

— ALLERGAN PLC 0.2%

Value ($000) $1,229 Shares 5,317 Est. Cost $304.90 Unrealized —

TMO THERMO FISHER SCIENTIFIC INC 0.2%

Value ($000) $1,164 Shares 7,877 Est. Cost $132.54 Unrealized +8.4%

— PRICELINE GRP INC 0.2%

Value ($000) $1,161 Shares 930 Est. Cost $1185.93 Unrealized —

ABBV ABBVIE INC 0.2%

Value ($000) $1,159 Shares 18,728 Est. Cost $38.10 Unrealized +7.5%

SPY SPDR S&P 500 ETF TR 0.2%

Value ($000) $1,047 Shares 5,000 Est. Cost — Unrealized —

CRI CARTER INC 0.2%

Value ($000) $979 Shares 9,197 Est. Cost $75.47 Unrealized +5.5%

AMGN AMGEN INC 0.2%

Value ($000) $966 Shares 6,349 Est. Cost $111.47 Unrealized +4.7%

BMY BRISTOL MYERS SQUIBB CO 0.2%

Value ($000) $919 Shares 12,497 Est. Cost $45.77 Unrealized +10.3%

MCO MOODYS CORP 0.2%

Value ($000) $834 Shares 8,895 Est. Cost $90.19 Unrealized -2.3%

BMRN BIOMARIN PHARMACEUTICAL INC 0.2%

Value ($000) $803 Shares 10,317 Est. Cost $82.37 Unrealized +3.2%

HD HOME DEPOT INC 0.2%

Value ($000) $797 Shares 6,245 Est. Cost $83.29 Unrealized +26.0%

V VISA INC 0.1%

Value ($000) $762 Shares 10,276 Est. Cost $65.86 Unrealized +11.2%

QSR RESTAURANT BRANDS INTL INC 0.1%

Value ($000) $656 Shares 15,764 Est. Cost $36.12 Unrealized +14.5%

AAPL APPLE INC 0.1%

Value ($000) $653 Shares 6,835 Est. Cost $25.82 Unrealized -12.4%

VRTX VERTEX PHARMACEUTICALS INC 0.1%

Value ($000) $622 Shares 7,231 Est. Cost $89.66 Unrealized -3.6%

REGN REGENERON PHARMACEUTICALS 0.1%

Value ($000) $584 Shares 1,672 Est. Cost $409.30 Unrealized -6.4%

— WALGREENS BOOTS ALLIANCE INC 0.1%

Value ($000) $548 Shares 6,581 Est. Cost $84.24 Unrealized —

ROST ROSS STORES INC 0.1%

Value ($000) $525 Shares 9,260 Est. Cost $50.36 Unrealized +0.3%

MDLZ MONDELEZ INTL INC 0.1%

Value ($000) $487 Shares 10,700 Est. Cost $34.83 Unrealized 0.0%

— L BRANDS INC 0.1%

Value ($000) $473 Shares 7,047 Est. Cost $67.12 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	2,150,000	$450,371	86.7%	—	—	Put	78462F103
NKE	NIKE INC	225,447	$12,445	2.4%	$50.39	-0.2%	CL B	654106103
VFC	V F CORP	154,022	$9,471	1.8%	$59.14	0.0%	COM	918204108
GOOG	ALPHABET INC	10,748	$7,439	1.4%	$35.64	+0.0%	CAP STK CL C	02079K107
EWZ	ISHARES	100,000	$3,018	0.6%	—	—	Call	464286400
BUD	ANHEUSER BUSCH INBEV SA/NV	19,430	$2,559	0.5%	$121.69	—	SPONSORED ADR	03524A108
KHC	KRAFT HEINZ CO	27,997	$2,477	0.5%	$47.48	+12.9%	COM	500754106
EEM	ISHARES TR	70,000	$2,405	0.5%	—	—	Call	464287234
—	CELGENE CORP	24,142	$2,381	0.5%	$99.79	—	COM	151020104
GILD	GILEAD SCIENCES INC	26,841	$2,239	0.4%	$71.33	-12.0%	COM	375558103
CVS	CVS HEALTH CORP	22,928	$2,195	0.4%	$72.95	+2.1%	COM	126650100
—	AETNA INC NEW	15,705	$1,918	0.4%	$109.19	—	COM	00817Y108
—	ALEXION PHARMACEUTICALS INC	14,270	$1,666	0.3%	$151.35	—	COM	015351109
BIIB	BIOGEN INC	5,899	$1,426	0.3%	$330.23	-20.2%	COM	09062X103
LLY	LILLY ELI & CO	17,019	$1,340	0.3%	$63.99	+0.2%	COM	532457108
—	ALLERGAN PLC	5,317	$1,229	0.2%	$304.90	—	SHS	G0177J108
TMO	THERMO FISHER SCIENTIFIC INC	7,877	$1,164	0.2%	$132.54	+8.4%	COM	883556102
—	PRICELINE GRP INC	930	$1,161	0.2%	$1185.93	—	COM NEW	741503403
ABBV	ABBVIE INC	18,728	$1,159	0.2%	$38.10	+7.5%	COM	00287Y109
SPY	SPDR S&P 500 ETF TR	5,000	$1,047	0.2%	—	—	Call	78462F103
CRI	CARTER INC	9,197	$979	0.2%	$75.47	+5.5%	COM	146229109
AMGN	AMGEN INC	6,349	$966	0.2%	$111.47	+4.7%	COM	031162100
BMY	BRISTOL MYERS SQUIBB CO	12,497	$919	0.2%	$45.77	+10.3%	COM	110122108
MCO	MOODYS CORP	8,895	$834	0.2%	$90.19	-2.3%	COM	615369105
BMRN	BIOMARIN PHARMACEUTICAL INC	10,317	$803	0.2%	$82.37	+3.2%	COM	09061G101
HD	HOME DEPOT INC	6,245	$797	0.2%	$83.29	+26.0%	COM	437076102
V	VISA INC	10,276	$762	0.1%	$65.86	+11.2%	COM CL A	92826C839
QSR	RESTAURANT BRANDS INTL INC	15,764	$656	0.1%	$36.12	+14.5%	COM	76131D103
AAPL	APPLE INC	6,835	$653	0.1%	$25.82	-12.4%	COM	037833100
VRTX	VERTEX PHARMACEUTICALS INC	7,231	$622	0.1%	$89.66	-3.6%	COM	92532F100
REGN	REGENERON PHARMACEUTICALS	1,672	$584	0.1%	$409.30	-6.4%	COM	75886F107
—	WALGREENS BOOTS ALLIANCE INC	6,581	$548	0.1%	$84.24	—	COM	931427108
ROST	ROSS STORES INC	9,260	$525	0.1%	$50.36	+0.3%	COM	778296103
MDLZ	MONDELEZ INTL INC	10,700	$487	0.1%	$34.83	0.0%	CL A	609207105
—	L BRANDS INC	7,047	$473	0.1%	$67.12	—	COM	501797104