SPX Gestao de Recursos Ltda Quant / Systematic

Location: Rio De Janeiro, Brazil

CIK: 0001589176 · Show all filings

Period: Q4 2017 (← Previous) (Next →)

Filing Date: Nov 8, 2018

Total Value: $268M (100.0% shares, 0.0% debt)

Holdings (33)

XOM EXXON MOBIL CORP COM STK 15.3%

Value $41.03M Shares 490,593 Share Price $83.64 * Est. Cost/Share $57.12 Unrealized @ Report Date 0.0%

TGS TRANSPORTADORA DE GAS DEL SUR SPONSORED ADR REP 5 CL B 11.4%

Value $30.52M Shares 1,372,908 Share Price $22.23 Est. Cost/Share $14.84 Unrealized @ Report Date —

LOMA LOMA NGR ARG SCD 10.9%

Value $29.14M Shares 1,264,927 Share Price $23.04 Est. Cost/Share $23.04 Unrealized @ Report Date —

VALE VALE SA ADR 7.5%

Value $20.18M Shares 1,649,600 Share Price $12.23 Est. Cost/Share $10.33 Unrealized @ Report Date —

EWJ ISHARES MSCI JAPAN ETF 7.4%

Value $19.98M Shares 333,300 Share Price $59.93 Est. Cost/Share $59.93 Unrealized @ Report Date —

BBD BANCO BRADESCO SA BRAD ADR 5.0%

Value $13.41M Shares 1,309,872 Share Price $10.24 Est. Cost/Share $10.24 Unrealized @ Report Date —

PBR/A PETROLEO BRASILEIRO SA PETROBR ADR 3.4%

Value $9.19M Shares 934,880 Share Price $9.83 Est. Cost/Share $9.51 Unrealized @ Report Date —

— IRSA PROPIEDADES COMERCIALES S ADR 3.2%

Value $8.59M Shares 152,029 Share Price $56.50 Est. Cost/Share $56.50 Unrealized @ Report Date —

ALK ALASKA AIR GROUP INC COM STK 3.1%

Value $8.185M Shares 111,341 Share Price $73.51 * Est. Cost/Share $67.65 Unrealized @ Report Date 0.0%

— DISCOVER FINANCIAL SERVICES 2.9%

Value $7.692M Shares 100,000 Share Price $76.92 Est. Cost/Share $76.92 Unrealized @ Report Date —

EMBJ EMBRAER S A ADR 2.8%

Value $7.56M Shares 315,913 Share Price $23.93 Est. Cost/Share $23.93 Unrealized @ Report Date —

LBRDK LIBERTY BROADBAND CORP ENGLEW COM STK 2.8%

Value $7.389M Shares 86,766 Share Price $85.16 * Est. Cost/Share $83.34 Unrealized @ Report Date 0.0%

DVN DEVON ENERGY CORP COM STK 2.6%

Value $6.947M Shares 167,803 Share Price $41.40 * Est. Cost/Share $26.85 Unrealized @ Report Date 0.0%

— COSAN LTD COM STK 2.5%

Value $6.591M Shares 679,510 Share Price $9.70 Est. Cost/Share $9.02 Unrealized @ Report Date —

GGB GERDAU SA COSG ADR 1.9%

Value $5.196M Shares 1,396,811 Share Price $3.72 Est. Cost/Share $3.60 Unrealized @ Report Date —

— RAYTHEON COMPANY COM 1.9%

Value $4.978M Shares 26,500 Share Price $187.85 Est. Cost/Share $187.85 Unrealized @ Report Date —

— COMPANHIA BRASILEIRA DE DISTRIBUIACAO 1.7%

Value $4.462M Shares 189,288 Share Price $23.57 Est. Cost/Share $23.57 Unrealized @ Report Date —

ITUB ITAU UNIBANCO HLDNG SA 1.3%

Value $3.603M Shares 277,159 Share Price $13.00 Est. Cost/Share $13.91 Unrealized @ Report Date —

— AETNA INC NEW COM STK 1.2%

Value $3.247M Shares 18,000 Share Price $180.39 Est. Cost/Share $180.39 Unrealized @ Report Date —

— AMERICA MOVIL SAB DE CV 1.2%

Value $3.239M Shares 188,846 Share Price $17.15 Est. Cost/Share $17.44 Unrealized @ Report Date —

— MARATHON OIL CORP COM STK 1.1%

Value $2.946M Shares 174,000 Share Price $16.93 Est. Cost/Share $16.93 Unrealized @ Report Date —

NSC NORFOLK SOUTHN CORP COM STK 1.1%

Value $2.898M Shares 20,000 Share Price $144.90 * Est. Cost/Share $113.99 Unrealized @ Report Date 0.0%

HPE HWLT PCKRD ENTRP 1.1%

Value $2.872M Shares 200,000 Share Price $14.36 * Est. Cost/Share $11.05 Unrealized @ Report Date 0.0%

— CALL NSC 100 @ 155 EXP 03162018 1.0%

Value $2.625M Shares 12,000 Share Price $218.75 Est. Cost/Share $218.75 Unrealized @ Report Date —

AMD ADVANCED MICRO DEVICES INC COM STK 1.0%

Value $2.57M Shares 250,000 Share Price $10.28 * Est. Cost/Share $11.69 Unrealized @ Report Date 0.0%

— CALL UNP 100 @ 130 EXP 03162018 0.9%

Value $2.449M Shares 3,000 Share Price $816.33 Est. Cost/Share $816.33 Unrealized @ Report Date —

— AZUL SA 0.8%

Value $2.266M Shares 95,094 Share Price $23.83 Est. Cost/Share $27.45 Unrealized @ Report Date —

BSBR BANCO SANTANDER 0.8%

Value $2.088M Shares 215,925 Share Price $9.67 Est. Cost/Share $9.67 Unrealized @ Report Date —

— CALL UNP 100 @ 125 EXP 03162018 0.6%

Value $1.716M Shares 1,470 Share Price $1167.35 Est. Cost/Share $1167.35 Unrealized @ Report Date —

CX CEMEX SAB DE CV ADR 0.4%

Value $1.206M Shares 160,808 Share Price $7.50 Est. Cost/Share $7.50 Unrealized @ Report Date —

PEP PEPSICO INC COM STK 0.4%

Value $1.199M Shares 10,000 Share Price $119.90 * Est. Cost/Share $88.99 Unrealized @ Report Date 0.0%

TV GRUPO TELEVISA SA ADR 0.4%

Value $1.158M Shares 62,000 Share Price $18.68 Est. Cost/Share $18.68 Unrealized @ Report Date —

CHTR CHARTER COMMUNICATIONS INC CL A COM STK 0.4%

Value $1.008M Shares 3,000 Share Price $336.00 Est. Cost/Share $339.74 Unrealized @ Report Date 0.0%

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
XOM	EXXON MOBIL CORP COM STK	490,593	$41.03M	15.3%	$83.64 *	$57.12	0.0%	COM	30231G102
TGS	TRANSPORTADORA DE GAS DEL SUR SPONSORED ADR REP 5 CL B	1,372,908	$30.52M	11.4%	$22.23	$14.84	—	COM	893870204
LOMA	LOMA NGR ARG SCD	1,264,927	$29.14M	10.9%	$23.04	$23.04	—	SPONSORED ADS	54150E104
VALE	VALE SA ADR	1,649,600	$20.18M	7.5%	$12.23	$10.33	—	ADR	91912E105
EWJ	ISHARES MSCI JAPAN ETF	333,300	$19.98M	7.4%	$59.93	$59.93	—	ETF	46434G822
BBD	BANCO BRADESCO SA BRAD ADR	1,309,872	$13.41M	5.0%	$10.24	$10.24	—	ADR	059460303
PBR/A	PETROLEO BRASILEIRO SA PETROBR ADR	934,880	$9.19M	3.4%	$9.83	$9.51	—	ADR	71654V101
—	IRSA PROPIEDADES COMERCIALES S ADR	152,029	$8.59M	3.2%	$56.50	$56.50	—	ADR	463588103
ALK	ALASKA AIR GROUP INC COM STK	111,341	$8.185M	3.1%	$73.51 *	$67.65	0.0%	COM	011659109
—	DISCOVER FINANCIAL SERVICES	100,000	$7.692M	2.9%	$76.92	$76.92	—	COM	254709108
EMBJ	EMBRAER S A ADR	315,913	$7.56M	2.8%	$23.93	$23.93	—	ADR	29082A107
LBRDK	LIBERTY BROADBAND CORP ENGLEW COM STK	86,766	$7.389M	2.8%	$85.16 *	$83.34	0.0%	COM SER C	530307305
DVN	DEVON ENERGY CORP COM STK	167,803	$6.947M	2.6%	$41.40 *	$26.85	0.0%	COM	25179M103
—	COSAN LTD COM STK	679,510	$6.591M	2.5%	$9.70	$9.02	—	ADR	G25343107
GGB	GERDAU SA COSG ADR	1,396,811	$5.196M	1.9%	$3.72	$3.60	—	ADR	373737105
—	RAYTHEON COMPANY COM	26,500	$4.978M	1.9%	$187.85	$187.85	—	COM	755111507
—	COMPANHIA BRASILEIRA DE DISTRIBUIACAO	189,288	$4.462M	1.7%	$23.57	$23.57	—	ADR	20440T201
ITUB	ITAU UNIBANCO HLDNG SA	277,159	$3.603M	1.3%	$13.00	$13.91	—	ADR	465562106
—	AETNA INC NEW COM STK	18,000	$3.247M	1.2%	$180.39	$180.39	—	COM	00817Y108
—	AMERICA MOVIL SAB DE CV	188,846	$3.239M	1.2%	$17.15	$17.44	—	SPON ADR L SHS	02364W105
—	MARATHON OIL CORP COM STK	174,000	$2.946M	1.1%	$16.93	$16.93	—	COM	565849106
NSC	NORFOLK SOUTHN CORP COM STK	20,000	$2.898M	1.1%	$144.90 *	$113.99	0.0%	COM	655844108
HPE	HWLT PCKRD ENTRP	200,000	$2.872M	1.1%	$14.36 *	$11.05	0.0%	COM	42824C109
—	CALL NSC 100 @ 155 EXP 03162018	12,000	$2.625M	1.0%	$218.75	$218.75	—	CALL	99OVZLQ22
AMD	ADVANCED MICRO DEVICES INC COM STK	250,000	$2.57M	1.0%	$10.28 *	$11.69	0.0%	COM	007903107
—	CALL UNP 100 @ 130 EXP 03162018	3,000	$2.449M	0.9%	$816.33	$816.33	—	CALL	99OVZYXF7
—	AZUL SA	95,094	$2.266M	0.8%	$23.83	$27.45	—	ADR	05501U106
BSBR	BANCO SANTANDER	215,925	$2.088M	0.8%	$9.67	$9.67	—	ADS REP 1 UNIT	05967A107
—	CALL UNP 100 @ 125 EXP 03162018	1,470	$1.716M	0.6%	$1167.35	$1167.35	—	CALL	99OVZYXD2
CX	CEMEX SAB DE CV ADR	160,808	$1.206M	0.4%	$7.50	$7.50	—	ADR	151290889
PEP	PEPSICO INC COM STK	10,000	$1.199M	0.4%	$119.90 *	$88.99	0.0%	COM	713448108
TV	GRUPO TELEVISA SA ADR	62,000	$1.158M	0.4%	$18.68	$18.68	—	ADR	40049J206
CHTR	CHARTER COMMUNICATIONS INC CL A COM STK	3,000	$1.008M	0.4%	$336.00	$339.74	0.0%	CL A	16119P108