JGP Global Gestao de Recursos Ltda. Quant / Systematic

Name: JGP Global Gestao de Recursos Ltda. Q2 2017 13F Filing | 13F Explorer
Creator: JGP Global Gestao de Recursos Ltda.
Published: 2017-08-04

Location: Rio De Janeiro, Brazil

CIK: 0001536562 · Show all filings

Period: Q2 2017 (← Previous) (Next →)

Filing Date: Aug 4, 2017

Total Value: $75.4M (100.0% shares, 0.0% debt)

Holdings (15)

— POWERSHARES QQQ TRUST SERIES 1 32.9%

Value $24.77M Shares 180,000 Share Price $137.64 Est. Cost/Share — Unrealized @ Report Date —

SPY SPDR S&P 500 ETF TRUST 32.1%

Value $24.18M Shares 100,000 Share Price $241.80 Est. Cost/Share — Unrealized @ Report Date —

EEM ISHARES MSCI EMERGING MARKETS ETF 19.2%

Value $14.49M Shares 350,000 Share Price $41.39 Est. Cost/Share — Unrealized @ Report Date —

INCY INCYTE CORP 3.9%

Value $2.934M Shares 23,300 Share Price $125.92 Est. Cost/Share $105.86 Unrealized @ Report Date +18.9%

BMRN BIOMARIN PHARMACEUTICALS INC 2.3%

Value $1.75M Shares 19,264 Share Price $90.84 Est. Cost/Share $85.05 Unrealized @ Report Date +6.8%

— CELGENE CORP 2.0%

Value $1.472M Shares 11,333 Share Price $129.89 Est. Cost/Share $99.79 Unrealized @ Report Date —

UNH UNITEDHEALTH GROUP INC 1.9%

Value $1.456M Shares 7,850 Share Price $185.48 * Est. Cost/Share $121.60 Unrealized @ Report Date +33.2%

— ALEXION PHARMACEUTICALS IN 1.7%

Value $1.307M Shares 10,743 Share Price $121.66 Est. Cost/Share $145.42 Unrealized @ Report Date —

— SEATTLE GENETICS INC 1.3%

Value $1.016M Shares 19,634 Share Price $51.75 Est. Cost/Share $52.15 Unrealized @ Report Date —

LLY LILLY ELI & CO 0.7%

Value $529K Shares 6,426 Share Price $82.32 * Est. Cost/Share $63.99 Unrealized @ Report Date +12.7%

REGN REGENERON PHARMACEUTICALS 0.6%

Value $472K Shares 961 Share Price $491.16 Est. Cost/Share $398.98 Unrealized @ Report Date +22.4%

VRTX VERTEX PHARMACEUTICALS INC 0.5%

Value $348K Shares 2,697 Share Price $129.03 Est. Cost/Share $89.66 Unrealized @ Report Date +43.7%

— TESARIO INC 0.4%

Value $321K Shares 2,294 Share Price $139.93 Est. Cost/Share $142.07 Unrealized @ Report Date —

NBIX NEUROCRINE BIOSCIENCES INC 0.4%

Value $271K Shares 5,890 Share Price $46.01 Est. Cost/Share $44.87 Unrealized @ Report Date +2.5%

EWZ ISHARES MSCI BRAZIL CAPPED IND 0.1%

Value $79,000 Shares 2,300 Share Price $34.35 Est. Cost/Share — Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
—	POWERSHARES QQQ TRUST SERIES 1	180,000	$24.77M	32.9%	$137.64	—	—	Put	73935A104
SPY	SPDR S&P 500 ETF TRUST	100,000	$24.18M	32.1%	$241.80	—	—	Put	78462F103
EEM	ISHARES MSCI EMERGING MARKETS ETF	350,000	$14.49M	19.2%	$41.39	—	—	Put	464287234
INCY	INCYTE CORP	23,300	$2.934M	3.9%	$125.92	$105.86	+18.9%	COMMON STOCK	45337C102
BMRN	BIOMARIN PHARMACEUTICALS INC	19,264	$1.75M	2.3%	$90.84	$85.05	+6.8%	COMMON STOCK	09061G101
—	CELGENE CORP	11,333	$1.472M	2.0%	$129.89	$99.79	—	COMMON STOCK	151020104
UNH	UNITEDHEALTH GROUP INC	7,850	$1.456M	1.9%	$185.48 *	$121.60	+33.2%	COMMON STOCK	91324P102
—	ALEXION PHARMACEUTICALS IN	10,743	$1.307M	1.7%	$121.66	$145.42	—	COMMON STOCK	015351109
—	SEATTLE GENETICS INC	19,634	$1.016M	1.3%	$51.75	$52.15	—	COMMON STOCK	812578102
LLY	LILLY ELI & CO	6,426	$529K	0.7%	$82.32 *	$63.99	+12.7%	COMMON STOCK	532457108
REGN	REGENERON PHARMACEUTICALS	961	$472K	0.6%	$491.16	$398.98	+22.4%	COMMON STOCK	75886F107
VRTX	VERTEX PHARMACEUTICALS INC	2,697	$348K	0.5%	$129.03	$89.66	+43.7%	COMMON STOCK	92532F100
—	TESARIO INC	2,294	$321K	0.4%	$139.93	$142.07	—	COMMON STOCK	881569107
NBIX	NEUROCRINE BIOSCIENCES INC	5,890	$271K	0.4%	$46.01	$44.87	+2.5%	COMMON STOCK	64125C109
EWZ	ISHARES MSCI BRAZIL CAPPED IND	2,300	$79,000	0.1%	$34.35	—	—	Call	464286400