SPX Gestao de Recursos Ltda Quant / Systematic

CIK: 0001589176 · Show all filings

Period: Q3 2017 (← Previous) (Next →)

Filing Date: Nov 9, 2018

Total Value ($000): $392,058 (100.0% shares, 0.0% debt)

Holdings (22)

SPY SPDR SP 500 ETF TRUST 27.9%

Value ($000) $109,273 Shares 434,954 Est. Cost $241.80 Unrealized —

VALE VALE SA ADR 15.3%

Value ($000) $60,009 Shares 5,959,224 Est. Cost $10.33 Unrealized —

TGS TRANSPORTADORA DE GAS DEL SUR SPONSORED ADR REP 5 CL B 9.7%

Value ($000) $38,175 Shares 1,879,633 Est. Cost $14.84 Unrealized —

JPM JPMORGAN CHASE CO 9.6%

Value ($000) $37,591 Shares 393,586 Est. Cost $73.66 Unrealized 0.0%

BAC BANK OF AMERICA CORP COM STK 8.3%

Value ($000) $32,490 Shares 1,282,172 Est. Cost $19.96 Unrealized 0.0%

XLE ENERGY SELECT SECTOR SPDR 6.2%

Value ($000) $24,324 Shares 355,195 Est. Cost $68.48 Unrealized —

— AZUL SA 3.9%

Value ($000) $15,219 Shares 554,440 Est. Cost $27.45 Unrealized —

ABEV COMPANHIA DE BEBIDAS DAS AMERICAS AMBEV 3.8%

Value ($000) $14,854 Shares 2,254,003 Est. Cost $6.00 Unrealized —

ITUB ITAU UNIBANCO HLDNG SA 3.2%

Value ($000) $12,451 Shares 908,868 Est. Cost $13.91 Unrealized —

LUV SOUTHWEST AIRLINES CO COM STK 3.0%

Value ($000) $11,600 Shares 207,221 Est. Cost $50.59 Unrealized 0.0%

DAL DELTA AIRLINES INC 2.2%

Value ($000) $8,789 Shares 182,275 Est. Cost $45.29 Unrealized 0.0%

C CITIGROUP INC COM STK 2.0%

Value ($000) $7,969 Shares 109,557 Est. Cost $51.91 Unrealized 0.0%

ELV ANTHEM INC COM STK 1.2%

Value ($000) $4,515 Shares 23,777 Est. Cost $160.37 Unrealized +6.3%

PBR/A PETROLEO BRASILEIRO SA PETROBR ADR 0.9%

Value ($000) $3,667 Shares 379,597 Est. Cost $9.04 Unrealized —

HUM HUMANA INC COM STK 0.5%

Value ($000) $2,095 Shares 8,600 Est. Cost $228.34 Unrealized 0.0%

GGB GERDAU SA COSG ADR 0.5%

Value ($000) $1,968 Shares 573,901 Est. Cost $3.43 Unrealized —

— AMERICA MOVIL SAB DE CV 0.4%

Value ($000) $1,605 Shares 90,400 Est. Cost $17.75 Unrealized —

— COSAN LIMITED CMN CLASS A 0.3%

Value ($000) $1,138 Shares 139,989 Est. Cost $6.40 Unrealized —

EWZ ISHARES MSCI BRAZIL ETF 0.3%

Value ($000) $1,132 Shares 27,152 Est. Cost $41.69 Unrealized —

— BRF BRASIL FOODS SA ADR 0.3%

Value ($000) $1,083 Shares 75,122 Est. Cost $14.42 Unrealized —

— PUT EWJ 100 @ 52 EXP 12152017 0.3%

Value ($000) $1,075 Shares 50,000 Est. Cost $21.50 Unrealized —

PBR PETROLEO BRASIL 0.3%

Value ($000) $1,036 Shares 103,212 Est. Cost $10.04 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR SP 500 ETF TRUST	434,954	$109,273	27.9%	$241.80	—	ETF	78462F103
VALE	VALE SA ADR	5,959,224	$60,009	15.3%	$10.33	—	ADR	91912E105
TGS	TRANSPORTADORA DE GAS DEL SUR SPONSORED ADR REP 5 CL B	1,879,633	$38,175	9.7%	$14.84	—	COM	893870204
JPM	JPMORGAN CHASE CO	393,586	$37,591	9.6%	$73.66	0.0%	COM	46625H100
BAC	BANK OF AMERICA CORP COM STK	1,282,172	$32,490	8.3%	$19.96	0.0%	COM	060505104
XLE	ENERGY SELECT SECTOR SPDR	355,195	$24,324	6.2%	$68.48	—	ETF	81369Y506
—	AZUL SA	554,440	$15,219	3.9%	$27.45	—	SPONSR ADR PFD	05501U106
ABEV	COMPANHIA DE BEBIDAS DAS AMERICAS AMBEV	2,254,003	$14,854	3.8%	$6.00	—	SPONSORED ADR	02319V103
ITUB	ITAU UNIBANCO HLDNG SA	908,868	$12,451	3.2%	$13.91	—	SPON ADR REP PFD	465562106
LUV	SOUTHWEST AIRLINES CO COM STK	207,221	$11,600	3.0%	$50.59	0.0%	COM	844741108
DAL	DELTA AIRLINES INC	182,275	$8,789	2.2%	$45.29	0.0%	COM NEW	247361702
C	CITIGROUP INC COM STK	109,557	$7,969	2.0%	$51.91	0.0%	COM NEW	172967424
ELV	ANTHEM INC COM STK	23,777	$4,515	1.2%	$160.37	+6.3%	COM	036752103
PBR/A	PETROLEO BRASILEIRO SA PETROBR ADR	379,597	$3,667	0.9%	$9.04	—	ADR	71654V101
HUM	HUMANA INC COM STK	8,600	$2,095	0.5%	$228.34	0.0%	COM	444859102
GGB	GERDAU SA COSG ADR	573,901	$1,968	0.5%	$3.43	—	ADR	373737105
—	AMERICA MOVIL SAB DE CV	90,400	$1,605	0.4%	$17.75	—	SPON ADR L SHS	02364W105
—	COSAN LIMITED CMN CLASS A	139,989	$1,138	0.3%	$6.40	—	COM	G25343107
EWZ	ISHARES MSCI BRAZIL ETF	27,152	$1,132	0.3%	$41.69	—	ETF	464286400
—	BRF BRASIL FOODS SA ADR	75,122	$1,083	0.3%	$14.42	—	ADR	10552T107
—	PUT EWJ 100 @ 52 EXP 12152017	50,000	$1,075	0.3%	$21.50	—	PUT	99OVJ76W7
PBR	PETROLEO BRASIL	103,212	$1,036	0.3%	$10.04	—	SPONSORED ADR	71654V408