JGP Global Gestao de Recursos Ltda. Quant / Systematic

CIK: 0001536562 · Show all filings

Period: Q3 2016 (← Previous) (Next →)

Filing Date: Nov 9, 2016

Total Value ($000): $1,032,071 (100.0% shares, 0.0% debt)

Holdings (37)

SPY SPDR S&P 500 ETF TR 94.7%

Value ($000) $977,676 Shares 4,520,000 Est. Cost — Unrealized —

CRI CARTER INC 1.3%

Value ($000) $13,579 Shares 156,605 Est. Cost $77.56 Unrealized +0.2%

VFC V F CORP 0.7%

Value ($000) $7,511 Shares 134,000 Est. Cost $59.14 Unrealized -2.4%

KHC KRAFT HEINZ CO 0.2%

Value ($000) $2,506 Shares 27,997 Est. Cost $47.48 Unrealized +22.2%

BUD ANHEUSER BUSCH INBEV SA/NV 0.2%

Value ($000) $2,406 Shares 18,312 Est. Cost $121.69 Unrealized —

GOOG ALPHABET INC 0.2%

Value ($000) $2,159 Shares 2,777 Est. Cost $35.64 Unrealized +5.8%

GILD GILEAD SCIENCES INC 0.2%

Value ($000) $2,050 Shares 25,908 Est. Cost $71.33 Unrealized -19.0%

— CELGENE CORP 0.2%

Value ($000) $1,909 Shares 18,261 Est. Cost $99.79 Unrealized —

CVS CVS HEALTH CORP 0.2%

Value ($000) $1,853 Shares 20,817 Est. Cost $72.95 Unrealized -2.8%

— ALEXION PHARMACEUTICALS INC 0.2%

Value ($000) $1,590 Shares 12,979 Est. Cost $151.35 Unrealized —

TMO THERMO FISHER SCIENTIFIC INC 0.1%

Value ($000) $1,520 Shares 9,553 Est. Cost $135.62 Unrealized +10.7%

UNH UNITEDHEALTH GROUP INC 0.1%

Value ($000) $1,495 Shares 10,677 Est. Cost $120.51 Unrealized 0.0%

— ALLERGAN PLC 0.1%

Value ($000) $1,214 Shares 5,273 Est. Cost $304.90 Unrealized —

LLY LILLY ELI & CO 0.1%

Value ($000) $1,136 Shares 14,154 Est. Cost $63.99 Unrealized +7.2%

BIIB BIOGEN INC 0.1%

Value ($000) $1,102 Shares 3,520 Est. Cost $330.23 Unrealized -10.3%

ABBV ABBVIE INC 0.1%

Value ($000) $1,001 Shares 15,875 Est. Cost $38.10 Unrealized +15.3%

BMRN BIOMARIN PHARMACEUTICAL INC 0.1%

Value ($000) $967 Shares 10,448 Est. Cost $82.52 Unrealized +14.1%

HCA HCA HOLDINGS INC 0.1%

Value ($000) $943 Shares 12,468 Est. Cost $71.18 Unrealized 0.0%

REGN REGENERON PHARMACEUTICALS 0.1%

Value ($000) $922 Shares 2,294 Est. Cost $406.49 Unrealized -1.9%

— PRICELINE GRP INC 0.1%

Value ($000) $714 Shares 485 Est. Cost $1185.93 Unrealized —

AMGN AMGEN INC 0.1%

Value ($000) $640 Shares 3,834 Est. Cost $111.47 Unrealized +14.6%

MCO MOODYS CORP 0.1%

Value ($000) $606 Shares 5,592 Est. Cost $90.19 Unrealized +6.7%

V VISA INC 0.1%

Value ($000) $587 Shares 7,092 Est. Cost $65.86 Unrealized +13.9%

— WALGREENS BOOTS ALLIANCE INC 0.1%

Value ($000) $537 Shares 6,664 Est. Cost $84.19 Unrealized —

HD HOME DEPOT INC 0.1%

Value ($000) $527 Shares 4,092 Est. Cost $83.29 Unrealized +27.7%

AAPL APPLE INC 0.0%

Value ($000) $492 Shares 4,355 Est. Cost $25.82 Unrealized -6.1%

QSR RESTAURANT BRANDS INTL INC 0.0%

Value ($000) $485 Shares 10,879 Est. Cost $36.12 Unrealized +25.6%

NKE NIKE INC 0.0%

Value ($000) $474 Shares 8,995 Est. Cost $50.39 Unrealized -0.8%

MDLZ MONDELEZ INTL INC 0.0%

Value ($000) $470 Shares 10,700 Est. Cost $34.83 Unrealized +1.1%

VRTX VERTEX PHARMACEUTICALS INC 0.0%

Value ($000) $458 Shares 5,250 Est. Cost $89.66 Unrealized +5.4%

BMY BRISTOL MYERS SQUIBB CO 0.0%

Value ($000) $447 Shares 8,294 Est. Cost $45.77 Unrealized +0.8%

INCY INCYTE CORP 0.0%

Value ($000) $427 Shares 4,529 Est. Cost $84.26 Unrealized 0.0%

ROST ROSS STORES INC 0.0%

Value ($000) $411 Shares 6,391 Est. Cost $50.36 Unrealized +11.3%

ACAD ACADIA PHARMACEUTICALS INC 0.0%

Value ($000) $372 Shares 11,696 Est. Cost $33.90 Unrealized 0.0%

— L BRANDS INC 0.0%

Value ($000) $344 Shares 4,864 Est. Cost $67.12 Unrealized —

SBUX STARBUCKS CORP 0.0%

Value ($000) $302 Shares 5,586 Est. Cost $45.85 Unrealized 0.0%

— SEATTLE GENETICS INC 0.0%

Value ($000) $239 Shares 4,432 Est. Cost $53.93 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	4,520,000	$977,676	94.7%	—	—	Put	78462F103
CRI	CARTER INC	156,605	$13,579	1.3%	$77.56	+0.2%	COM	146229109
VFC	V F CORP	134,000	$7,511	0.7%	$59.14	-2.4%	COM	918204108
KHC	KRAFT HEINZ CO	27,997	$2,506	0.2%	$47.48	+22.2%	COM	500754106
BUD	ANHEUSER BUSCH INBEV SA/NV	18,312	$2,406	0.2%	$121.69	—	SPONSORED ADR	03524A108
GOOG	ALPHABET INC	2,777	$2,159	0.2%	$35.64	+5.8%	CAP STK CL C	02079K107
GILD	GILEAD SCIENCES INC	25,908	$2,050	0.2%	$71.33	-19.0%	COM	375558103
—	CELGENE CORP	18,261	$1,909	0.2%	$99.79	—	COM	151020104
CVS	CVS HEALTH CORP	20,817	$1,853	0.2%	$72.95	-2.8%	COM	126650100
—	ALEXION PHARMACEUTICALS INC	12,979	$1,590	0.2%	$151.35	—	COM	015351109
TMO	THERMO FISHER SCIENTIFIC INC	9,553	$1,520	0.1%	$135.62	+10.7%	COM	883556102
UNH	UNITEDHEALTH GROUP INC	10,677	$1,495	0.1%	$120.51	0.0%	COM	91324P102
—	ALLERGAN PLC	5,273	$1,214	0.1%	$304.90	—	SHS	G0177J108
LLY	LILLY ELI & CO	14,154	$1,136	0.1%	$63.99	+7.2%	COM	532457108
BIIB	BIOGEN INC	3,520	$1,102	0.1%	$330.23	-10.3%	COM	09062X103
ABBV	ABBVIE INC	15,875	$1,001	0.1%	$38.10	+15.3%	COM	00287Y109
BMRN	BIOMARIN PHARMACEUTICAL INC	10,448	$967	0.1%	$82.52	+14.1%	COM	09061G101
HCA	HCA HOLDINGS INC	12,468	$943	0.1%	$71.18	0.0%	COM	40412C101
REGN	REGENERON PHARMACEUTICALS	2,294	$922	0.1%	$406.49	-1.9%	COM	75886F107
—	PRICELINE GRP INC	485	$714	0.1%	$1185.93	—	COM NEW	741503403
AMGN	AMGEN INC	3,834	$640	0.1%	$111.47	+14.6%	COM	031162100
MCO	MOODYS CORP	5,592	$606	0.1%	$90.19	+6.7%	COM	615369105
V	VISA INC	7,092	$587	0.1%	$65.86	+13.9%	COM CL A	92826C839
—	WALGREENS BOOTS ALLIANCE INC	6,664	$537	0.1%	$84.19	—	COM	931427108
HD	HOME DEPOT INC	4,092	$527	0.1%	$83.29	+27.7%	COM	437076102
AAPL	APPLE INC	4,355	$492	0.0%	$25.82	-6.1%	COM	037833100
QSR	RESTAURANT BRANDS INTL INC	10,879	$485	0.0%	$36.12	+25.6%	COM	76131D103
NKE	NIKE INC	8,995	$474	0.0%	$50.39	-0.8%	CL B	654106103
MDLZ	MONDELEZ INTL INC	10,700	$470	0.0%	$34.83	+1.1%	CL A	609207105
VRTX	VERTEX PHARMACEUTICALS INC	5,250	$458	0.0%	$89.66	+5.4%	COM	92532F100
BMY	BRISTOL MYERS SQUIBB CO	8,294	$447	0.0%	$45.77	+0.8%	COM	110122108
INCY	INCYTE CORP	4,529	$427	0.0%	$84.26	0.0%	COM	45337C102
ROST	ROSS STORES INC	6,391	$411	0.0%	$50.36	+11.3%	COM	778296103
ACAD	ACADIA PHARMACEUTICALS INC	11,696	$372	0.0%	$33.90	0.0%	COM	004225108
—	L BRANDS INC	4,864	$344	0.0%	$67.12	—	COM	501797104
SBUX	STARBUCKS CORP	5,586	$302	0.0%	$45.85	0.0%	COM	855244109
—	SEATTLE GENETICS INC	4,432	$239	0.0%	$53.93	—	COM	812578102