JGP Global Gestao de Recursos Ltda. Quant / Systematic

Location: Rio De Janeiro, Brazil

CIK: 0001536562 · Show all filings

Period: Q3 2016 (← Previous) (Next →)

Filing Date: Nov 9, 2016

Total Value: $1.032B (100.0% shares, 0.0% debt)

Holdings (37)

SPY SPDR S&P 500 ETF TR 94.7%

Value $978M Shares 4,520,000 Share Price $216.30 Est. Cost/Share — Unrealized @ Report Date —

CRI CARTER INC 1.3%

Value $13.58M Shares 156,605 Share Price $86.71 * Est. Cost/Share $77.56 Unrealized @ Report Date -13.3%

VFC V F CORP 0.7%

Value $7.511M Shares 134,000 Share Price $56.05 * Est. Cost/Share $59.14 Unrealized @ Report Date -10.8%

KHC KRAFT HEINZ CO 0.2%

Value $2.506M Shares 27,997 Share Price $89.51 * Est. Cost/Share $47.48 Unrealized @ Report Date +24.1%

BUD ANHEUSER BUSCH INBEV SA/NV 0.2%

Value $2.406M Shares 18,312 Share Price $131.39 Est. Cost/Share $119.80 Unrealized @ Report Date +9.7%

GOOG ALPHABET INC 0.2%

Value $2.159M Shares 2,777 Share Price $777.46 * Est. Cost/Share $35.64 Unrealized @ Report Date +8.2%

GILD GILEAD SCIENCES INC 0.2%

Value $2.05M Shares 25,908 Share Price $79.13 * Est. Cost/Share $71.33 Unrealized @ Report Date -20.7%

— CELGENE CORP 0.2%

Value $1.909M Shares 18,261 Share Price $104.54 Est. Cost/Share $99.79 Unrealized @ Report Date —

CVS CVS HEALTH CORP 0.2%

Value $1.853M Shares 20,817 Share Price $89.01 * Est. Cost/Share $72.95 Unrealized @ Report Date -8.3%

— ALEXION PHARMACEUTICALS INC 0.2%

Value $1.59M Shares 12,979 Share Price $122.51 Est. Cost/Share $151.35 Unrealized @ Report Date —

TMO THERMO FISHER SCIENTIFIC INC 0.1%

Value $1.52M Shares 9,553 Share Price $159.11 * Est. Cost/Share $135.62 Unrealized @ Report Date +14.3%

UNH UNITEDHEALTH GROUP INC 0.1%

Value $1.495M Shares 10,677 Share Price $140.02 * Est. Cost/Share $120.51 Unrealized @ Report Date +0.3%

— ALLERGAN PLC 0.1%

Value $1.214M Shares 5,273 Share Price $230.23 Est. Cost/Share $304.90 Unrealized @ Report Date —

LLY LILLY ELI & CO 0.1%

Value $1.136M Shares 14,154 Share Price $80.26 * Est. Cost/Share $63.99 Unrealized @ Report Date +7.8%

BIIB BIOGEN INC 0.1%

Value $1.102M Shares 3,520 Share Price $313.07 Est. Cost/Share $330.23 Unrealized @ Report Date -5.2%

ABBV ABBVIE INC 0.1%

Value $1.001M Shares 15,875 Share Price $63.06 * Est. Cost/Share $38.10 Unrealized @ Report Date +12.4%

BMRN BIOMARIN PHARMACEUTICAL INC 0.1%

Value $967K Shares 10,448 Share Price $92.55 Est. Cost/Share $82.52 Unrealized @ Report Date +12.1%

HCA HCA HOLDINGS INC 0.1%

Value $943K Shares 12,468 Share Price $75.63 * Est. Cost/Share $71.18 Unrealized @ Report Date -1.2%

REGN REGENERON PHARMACEUTICALS 0.1%

Value $922K Shares 2,294 Share Price $401.92 Est. Cost/Share $406.49 Unrealized @ Report Date -1.6%

— PRICELINE GRP INC 0.1%

Value $714K Shares 485 Share Price $1472.16 Est. Cost/Share $1185.93 Unrealized @ Report Date —

AMGN AMGEN INC 0.1%

Value $640K Shares 3,834 Share Price $166.93 * Est. Cost/Share $111.47 Unrealized @ Report Date +13.3%

MCO MOODYS CORP 0.1%

Value $606K Shares 5,592 Share Price $108.37 * Est. Cost/Share $90.19 Unrealized @ Report Date +10.0%

V VISA INC 0.1%

Value $587K Shares 7,092 Share Price $82.77 * Est. Cost/Share $65.86 Unrealized @ Report Date +17.7%

— WALGREENS BOOTS ALLIANCE INC 0.1%

Value $537K Shares 6,664 Share Price $80.58 Est. Cost/Share $84.19 Unrealized @ Report Date —

HD HOME DEPOT INC 0.1%

Value $527K Shares 4,092 Share Price $128.79 * Est. Cost/Share $83.29 Unrealized @ Report Date +23.7%

AAPL APPLE INC 0.0%

Value $492K Shares 4,355 Share Price $112.97 * Est. Cost/Share $25.82 Unrealized @ Report Date +0.4%

QSR RESTAURANT BRANDS INTL INC 0.0%

Value $485K Shares 10,879 Share Price $44.58 Est. Cost/Share $36.12 Unrealized @ Report Date +23.4%

NKE NIKE INC 0.0%

Value $474K Shares 8,995 Share Price $52.70 * Est. Cost/Share $50.39 Unrealized @ Report Date -7.3%

MDLZ MONDELEZ INTL INC 0.0%

Value $470K Shares 10,700 Share Price $43.93 * Est. Cost/Share $34.83 Unrealized @ Report Date +1.6%

VRTX VERTEX PHARMACEUTICALS INC 0.0%

Value $458K Shares 5,250 Share Price $87.24 Est. Cost/Share $89.66 Unrealized @ Report Date -2.7%

BMY BRISTOL MYERS SQUIBB CO 0.0%

Value $447K Shares 8,294 Share Price $53.89 * Est. Cost/Share $45.77 Unrealized @ Report Date -15.4%

INCY INCYTE CORP 0.0%

Value $427K Shares 4,529 Share Price $94.28 Est. Cost/Share $84.26 Unrealized @ Report Date +11.9%

ROST ROSS STORES INC 0.0%

Value $411K Shares 6,391 Share Price $64.31 * Est. Cost/Share $50.36 Unrealized @ Report Date +16.6%

ACAD ACADIA PHARMACEUTICALS INC 0.0%

Value $372K Shares 11,696 Share Price $31.81 Est. Cost/Share $33.90 Unrealized @ Report Date -6.2%

— L BRANDS INC 0.0%

Value $344K Shares 4,864 Share Price $70.72 Est. Cost/Share $67.12 Unrealized @ Report Date —

SBUX STARBUCKS CORP 0.0%

Value $302K Shares 5,586 Share Price $54.06 * Est. Cost/Share $45.85 Unrealized @ Report Date -3.1%

— SEATTLE GENETICS INC 0.0%

Value $239K Shares 4,432 Share Price $53.93 Est. Cost/Share $53.93 Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	4,520,000	$978M	94.7%	$216.30	—	—	Put	78462F103
CRI	CARTER INC	156,605	$13.58M	1.3%	$86.71 *	$77.56	-13.3%	COM	146229109
VFC	V F CORP	134,000	$7.511M	0.7%	$56.05 *	$59.14	-10.8%	COM	918204108
KHC	KRAFT HEINZ CO	27,997	$2.506M	0.2%	$89.51 *	$47.48	+24.1%	COM	500754106
BUD	ANHEUSER BUSCH INBEV SA/NV	18,312	$2.406M	0.2%	$131.39	$119.80	+9.7%	SPONSORED ADR	03524A108
GOOG	ALPHABET INC	2,777	$2.159M	0.2%	$777.46 *	$35.64	+8.2%	CAP STK CL C	02079K107
GILD	GILEAD SCIENCES INC	25,908	$2.05M	0.2%	$79.13 *	$71.33	-20.7%	COM	375558103
—	CELGENE CORP	18,261	$1.909M	0.2%	$104.54	$99.79	—	COM	151020104
CVS	CVS HEALTH CORP	20,817	$1.853M	0.2%	$89.01 *	$72.95	-8.3%	COM	126650100
—	ALEXION PHARMACEUTICALS INC	12,979	$1.59M	0.2%	$122.51	$151.35	—	COM	015351109
TMO	THERMO FISHER SCIENTIFIC INC	9,553	$1.52M	0.1%	$159.11 *	$135.62	+14.3%	COM	883556102
UNH	UNITEDHEALTH GROUP INC	10,677	$1.495M	0.1%	$140.02 *	$120.51	+0.3%	COM	91324P102
—	ALLERGAN PLC	5,273	$1.214M	0.1%	$230.23	$304.90	—	SHS	G0177J108
LLY	LILLY ELI & CO	14,154	$1.136M	0.1%	$80.26 *	$63.99	+7.8%	COM	532457108
BIIB	BIOGEN INC	3,520	$1.102M	0.1%	$313.07	$330.23	-5.2%	COM	09062X103
ABBV	ABBVIE INC	15,875	$1.001M	0.1%	$63.06 *	$38.10	+12.4%	COM	00287Y109
BMRN	BIOMARIN PHARMACEUTICAL INC	10,448	$967K	0.1%	$92.55	$82.52	+12.1%	COM	09061G101
HCA	HCA HOLDINGS INC	12,468	$943K	0.1%	$75.63 *	$71.18	-1.2%	COM	40412C101
REGN	REGENERON PHARMACEUTICALS	2,294	$922K	0.1%	$401.92	$406.49	-1.6%	COM	75886F107
—	PRICELINE GRP INC	485	$714K	0.1%	$1472.16	$1185.93	—	COM NEW	741503403
AMGN	AMGEN INC	3,834	$640K	0.1%	$166.93 *	$111.47	+13.3%	COM	031162100
MCO	MOODYS CORP	5,592	$606K	0.1%	$108.37 *	$90.19	+10.0%	COM	615369105
V	VISA INC	7,092	$587K	0.1%	$82.77 *	$65.86	+17.7%	COM CL A	92826C839
—	WALGREENS BOOTS ALLIANCE INC	6,664	$537K	0.1%	$80.58	$84.19	—	COM	931427108
HD	HOME DEPOT INC	4,092	$527K	0.1%	$128.79 *	$83.29	+23.7%	COM	437076102
AAPL	APPLE INC	4,355	$492K	0.0%	$112.97 *	$25.82	+0.4%	COM	037833100
QSR	RESTAURANT BRANDS INTL INC	10,879	$485K	0.0%	$44.58	$36.12	+23.4%	COM	76131D103
NKE	NIKE INC	8,995	$474K	0.0%	$52.70 *	$50.39	-7.3%	CL B	654106103
MDLZ	MONDELEZ INTL INC	10,700	$470K	0.0%	$43.93 *	$34.83	+1.6%	CL A	609207105
VRTX	VERTEX PHARMACEUTICALS INC	5,250	$458K	0.0%	$87.24	$89.66	-2.7%	COM	92532F100
BMY	BRISTOL MYERS SQUIBB CO	8,294	$447K	0.0%	$53.89 *	$45.77	-15.4%	COM	110122108
INCY	INCYTE CORP	4,529	$427K	0.0%	$94.28	$84.26	+11.9%	COM	45337C102
ROST	ROSS STORES INC	6,391	$411K	0.0%	$64.31 *	$50.36	+16.6%	COM	778296103
ACAD	ACADIA PHARMACEUTICALS INC	11,696	$372K	0.0%	$31.81	$33.90	-6.2%	COM	004225108
—	L BRANDS INC	4,864	$344K	0.0%	$70.72	$67.12	—	COM	501797104
SBUX	STARBUCKS CORP	5,586	$302K	0.0%	$54.06 *	$45.85	-3.1%	COM	855244109
—	SEATTLE GENETICS INC	4,432	$239K	0.0%	$53.93	$53.93	—	COM	812578102