JGP Global Gestao de Recursos Ltda. Quant / Systematic

CIK: 0001536562 · Show all filings

Period: Q2 2017 (← Previous) (Next →)

Filing Date: Aug 4, 2017

Total Value ($000): $75,397 (100.0% shares, 0.0% debt)

Holdings (15)

— POWERSHARES QQQ TRUST SERIES 1 32.9%

Value ($000) $24,775 Shares 180,000 Est. Cost — Unrealized —

SPY SPDR S&P 500 ETF TRUST 32.1%

Value ($000) $24,180 Shares 100,000 Est. Cost — Unrealized —

EEM ISHARES MSCI EMERGING MARKETS ETF 19.2%

Value ($000) $14,487 Shares 350,000 Est. Cost — Unrealized —

INCY INCYTE CORP 3.9%

Value ($000) $2,934 Shares 23,300 Est. Cost $105.86 Unrealized +20.2%

BMRN BIOMARIN PHARMACEUTICALS INC 2.3%

Value ($000) $1,750 Shares 19,264 Est. Cost $85.05 Unrealized +7.0%

— CELGENE CORP 2.0%

Value ($000) $1,472 Shares 11,333 Est. Cost $99.79 Unrealized —

UNH UNITEDHEALTH GROUP INC 1.9%

Value ($000) $1,456 Shares 7,850 Est. Cost $121.60 Unrealized +25.6%

— ALEXION PHARMACEUTICALS IN 1.7%

Value ($000) $1,307 Shares 10,743 Est. Cost $145.42 Unrealized —

— SEATTLE GENETICS INC 1.3%

Value ($000) $1,016 Shares 19,634 Est. Cost $52.15 Unrealized —

LLY LILLY ELI & CO 0.7%

Value ($000) $529 Shares 6,426 Est. Cost $63.99 Unrealized +11.4%

REGN REGENERON PHARMACEUTICALS 0.6%

Value ($000) $472 Shares 961 Est. Cost $398.98 Unrealized +9.1%

VRTX VERTEX PHARMACEUTICALS INC 0.5%

Value ($000) $348 Shares 2,697 Est. Cost $89.66 Unrealized +34.3%

— TESARIO INC 0.4%

Value ($000) $321 Shares 2,294 Est. Cost $142.07 Unrealized —

NBIX NEUROCRINE BIOSCIENCES INC 0.4%

Value ($000) $271 Shares 5,890 Est. Cost $44.87 Unrealized +8.1%

EWZ ISHARES MSCI BRAZIL CAPPED IND 0.1%

Value ($000) $79 Shares 2,300 Est. Cost — Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	POWERSHARES QQQ TRUST SERIES 1	180,000	$24,775	32.9%	—	—	Put	73935A104
SPY	SPDR S&P 500 ETF TRUST	100,000	$24,180	32.1%	—	—	Put	78462F103
EEM	ISHARES MSCI EMERGING MARKETS ETF	350,000	$14,487	19.2%	—	—	Put	464287234
INCY	INCYTE CORP	23,300	$2,934	3.9%	$105.86	+20.2%	COMMON STOCK	45337C102
BMRN	BIOMARIN PHARMACEUTICALS INC	19,264	$1,750	2.3%	$85.05	+7.0%	COMMON STOCK	09061G101
—	CELGENE CORP	11,333	$1,472	2.0%	$99.79	—	COMMON STOCK	151020104
UNH	UNITEDHEALTH GROUP INC	7,850	$1,456	1.9%	$121.60	+25.6%	COMMON STOCK	91324P102
—	ALEXION PHARMACEUTICALS IN	10,743	$1,307	1.7%	$145.42	—	COMMON STOCK	015351109
—	SEATTLE GENETICS INC	19,634	$1,016	1.3%	$52.15	—	COMMON STOCK	812578102
LLY	LILLY ELI & CO	6,426	$529	0.7%	$63.99	+11.4%	COMMON STOCK	532457108
REGN	REGENERON PHARMACEUTICALS	961	$472	0.6%	$398.98	+9.1%	COMMON STOCK	75886F107
VRTX	VERTEX PHARMACEUTICALS INC	2,697	$348	0.5%	$89.66	+34.3%	COMMON STOCK	92532F100
—	TESARIO INC	2,294	$321	0.4%	$142.07	—	COMMON STOCK	881569107
NBIX	NEUROCRINE BIOSCIENCES INC	5,890	$271	0.4%	$44.87	+8.1%	COMMON STOCK	64125C109
EWZ	ISHARES MSCI BRAZIL CAPPED IND	2,300	$79	0.1%	—	—	Call	464286400