SPX Gestao de Recursos Ltda Quant / Systematic

CIK: 0001589176 · Show all filings

Period: Q4 2017 (← Previous) (Next →)

Filing Date: Nov 8, 2018

Total Value ($000): $268,129 (100.0% shares, 0.0% debt)

Holdings (33)

XOM EXXON MOBIL CORP COM STK 15.3%

Value ($000) $41,033 Shares 490,593 Est. Cost $57.12 Unrealized 0.0%

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

Value ($000) $30,519 Shares 1,372,908 Est. Cost $14.84 Unrealized —

LOMA LOMA NGR ARG SCD 10.9%

Value ($000) $29,144 Shares 1,264,927 Est. Cost $23.04 Unrealized —

VALE VALE SA ADR 7.5%

Value ($000) $20,175 Shares 1,649,600 Est. Cost $10.33 Unrealized —

EWJ ISHARES MSCI JAPAN ETF 7.4%

Value ($000) $19,975 Shares 333,300 Est. Cost $59.93 Unrealized —

BBD BANCO BRADESCO SA BRAD ADR 5.0%

Value ($000) $13,413 Shares 1,309,872 Est. Cost $10.24 Unrealized —

PBR/A PETROLEO BRASILEIRO SA PETROBR ADR 3.4%

Value ($000) $9,190 Shares 934,880 Est. Cost $9.51 Unrealized —

— IRSA PROPIEDADES COMERCIALES S ADR 3.2%

Value ($000) $8,590 Shares 152,029 Est. Cost $56.50 Unrealized —

ALK ALASKA AIR GROUP INC COM STK 3.1%

Value ($000) $8,185 Shares 111,341 Est. Cost $67.65 Unrealized 0.0%

— DISCOVER FINANCIAL SERVICES 2.9%

Value ($000) $7,692 Shares 100,000 Est. Cost $76.92 Unrealized —

EMBJ EMBRAER S A ADR 2.8%

Value ($000) $7,560 Shares 315,913 Est. Cost $23.93 Unrealized —

LBRDK LIBERTY BROADBAND CORP ENGLEW COM STK 2.8%

Value ($000) $7,389 Shares 86,766 Est. Cost $83.34 Unrealized 0.0%

DVN DEVON ENERGY CORP COM STK 2.6%

Value ($000) $6,947 Shares 167,803 Est. Cost $26.85 Unrealized 0.0%

— COSAN LTD COM STK 2.5%

Value ($000) $6,591 Shares 679,510 Est. Cost $9.02 Unrealized —

GGB GERDAU SA COSG ADR 1.9%

Value ($000) $5,196 Shares 1,396,811 Est. Cost $3.60 Unrealized —

— RAYTHEON COMPANY COM 1.9%

Value ($000) $4,978 Shares 26,500 Est. Cost $187.85 Unrealized —

— COMPANHIA BRASILEIRA DE DISTRIBUIACAO 1.7%

Value ($000) $4,462 Shares 189,288 Est. Cost $23.57 Unrealized —

ITUB ITAU UNIBANCO HLDNG SA 1.3%

Value ($000) $3,603 Shares 277,159 Est. Cost $13.91 Unrealized —

— AETNA INC NEW COM STK 1.2%

Value ($000) $3,247 Shares 18,000 Est. Cost $180.39 Unrealized —

— AMERICA MOVIL SAB DE CV 1.2%

Value ($000) $3,239 Shares 188,846 Est. Cost $17.44 Unrealized —

— MARATHON OIL CORP COM STK 1.1%

Value ($000) $2,946 Shares 174,000 Est. Cost $16.93 Unrealized —

NSC NORFOLK SOUTHN CORP COM STK 1.1%

Value ($000) $2,898 Shares 20,000 Est. Cost $113.99 Unrealized 0.0%

HPE HWLT PCKRD ENTRP 1.1%

Value ($000) $2,872 Shares 200,000 Est. Cost $11.05 Unrealized 0.0%

— CALL NSC 100 @ 155 EXP 03162018 1.0%

Value ($000) $2,625 Shares 12,000 Est. Cost $218.75 Unrealized —

AMD ADVANCED MICRO DEVICES INC COM STK 1.0%

Value ($000) $2,570 Shares 250,000 Est. Cost $11.69 Unrealized 0.0%

— CALL UNP 100 @ 130 EXP 03162018 0.9%

Value ($000) $2,449 Shares 3,000 Est. Cost $816.33 Unrealized —

— AZUL SA 0.8%

Value ($000) $2,266 Shares 95,094 Est. Cost $27.45 Unrealized —

BSBR BANCO SANTANDER 0.8%

Value ($000) $2,088 Shares 215,925 Est. Cost $9.67 Unrealized —

— CALL UNP 100 @ 125 EXP 03162018 0.6%

Value ($000) $1,716 Shares 1,470 Est. Cost $1167.35 Unrealized —

CX CEMEX SAB DE CV ADR 0.4%

Value ($000) $1,206 Shares 160,808 Est. Cost $7.50 Unrealized —

PEP PEPSICO INC COM STK 0.4%

Value ($000) $1,199 Shares 10,000 Est. Cost $88.99 Unrealized 0.0%

TV GRUPO TELEVISA SA ADR 0.4%

Value ($000) $1,158 Shares 62,000 Est. Cost $18.68 Unrealized —

CHTR CHARTER COMMUNICATIONS INC CL A COM STK 0.4%

Value ($000) $1,008 Shares 3,000 Est. Cost $339.74 Unrealized 0.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
XOM	EXXON MOBIL CORP COM STK	490,593	$41,033	15.3%	$57.12	0.0%	COM	30231G102
TGS	TRANSPORTADORA DE GAS DEL SUR SPONSORED ADR REP 5 CL B	1,372,908	$30,519	11.4%	$14.84	—	COM	893870204
LOMA	LOMA NGR ARG SCD	1,264,927	$29,144	10.9%	$23.04	—	SPONSORED ADS	54150E104
VALE	VALE SA ADR	1,649,600	$20,175	7.5%	$10.33	—	ADR	91912E105
EWJ	ISHARES MSCI JAPAN ETF	333,300	$19,975	7.4%	$59.93	—	ETF	46434G822
BBD	BANCO BRADESCO SA BRAD ADR	1,309,872	$13,413	5.0%	$10.24	—	ADR	059460303
PBR/A	PETROLEO BRASILEIRO SA PETROBR ADR	934,880	$9,190	3.4%	$9.51	—	ADR	71654V101
—	IRSA PROPIEDADES COMERCIALES S ADR	152,029	$8,590	3.2%	$56.50	—	ADR	463588103
ALK	ALASKA AIR GROUP INC COM STK	111,341	$8,185	3.1%	$67.65	0.0%	COM	011659109
—	DISCOVER FINANCIAL SERVICES	100,000	$7,692	2.9%	$76.92	—	COM	254709108
EMBJ	EMBRAER S A ADR	315,913	$7,560	2.8%	$23.93	—	ADR	29082A107
LBRDK	LIBERTY BROADBAND CORP ENGLEW COM STK	86,766	$7,389	2.8%	$83.34	0.0%	COM SER C	530307305
DVN	DEVON ENERGY CORP COM STK	167,803	$6,947	2.6%	$26.85	0.0%	COM	25179M103
—	COSAN LTD COM STK	679,510	$6,591	2.5%	$9.02	—	ADR	G25343107
GGB	GERDAU SA COSG ADR	1,396,811	$5,196	1.9%	$3.60	—	ADR	373737105
—	RAYTHEON COMPANY COM	26,500	$4,978	1.9%	$187.85	—	COM	755111507
—	COMPANHIA BRASILEIRA DE DISTRIBUIACAO	189,288	$4,462	1.7%	$23.57	—	ADR	20440T201
ITUB	ITAU UNIBANCO HLDNG SA	277,159	$3,603	1.3%	$13.91	—	ADR	465562106
—	AETNA INC NEW COM STK	18,000	$3,247	1.2%	$180.39	—	COM	00817Y108
—	AMERICA MOVIL SAB DE CV	188,846	$3,239	1.2%	$17.44	—	SPON ADR L SHS	02364W105
—	MARATHON OIL CORP COM STK	174,000	$2,946	1.1%	$16.93	—	COM	565849106
NSC	NORFOLK SOUTHN CORP COM STK	20,000	$2,898	1.1%	$113.99	0.0%	COM	655844108
HPE	HWLT PCKRD ENTRP	200,000	$2,872	1.1%	$11.05	0.0%	COM	42824C109
—	CALL NSC 100 @ 155 EXP 03162018	12,000	$2,625	1.0%	$218.75	—	CALL	99OVZLQ22
AMD	ADVANCED MICRO DEVICES INC COM STK	250,000	$2,570	1.0%	$11.69	0.0%	COM	007903107
—	CALL UNP 100 @ 130 EXP 03162018	3,000	$2,449	0.9%	$816.33	—	CALL	99OVZYXF7
—	AZUL SA	95,094	$2,266	0.8%	$27.45	—	ADR	05501U106
BSBR	BANCO SANTANDER	215,925	$2,088	0.8%	$9.67	—	ADS REP 1 UNIT	05967A107
—	CALL UNP 100 @ 125 EXP 03162018	1,470	$1,716	0.6%	$1167.35	—	CALL	99OVZYXD2
CX	CEMEX SAB DE CV ADR	160,808	$1,206	0.4%	$7.50	—	ADR	151290889
PEP	PEPSICO INC COM STK	10,000	$1,199	0.4%	$88.99	0.0%	COM	713448108
TV	GRUPO TELEVISA SA ADR	62,000	$1,158	0.4%	$18.68	—	ADR	40049J206
CHTR	CHARTER COMMUNICATIONS INC CL A COM STK	3,000	$1,008	0.4%	$339.74	0.0%	CL A	16119P108