SPX Gestao de Recursos Ltda Quant / Systematic

Location: Rio De Janeiro, Brazil

CIK: 0001589176 · Show all filings

Period: Q3 2017 (← Previous) (Next →)

Filing Date: Nov 9, 2018

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

Holdings (22)

SPY SPDR SP 500 ETF TRUST 27.9%

Value $109M Shares 434,954 Share Price $251.23 Est. Cost/Share $241.80 Unrealized @ Report Date —

VALE VALE SA ADR 15.3%

Value $60.01M Shares 5,959,224 Share Price $10.07 Est. Cost/Share $10.33 Unrealized @ Report Date —

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

Value $38.17M Shares 1,879,633 Share Price $20.31 Est. Cost/Share $14.84 Unrealized @ Report Date —

JPM JPMORGAN CHASE CO 9.6%

Value $37.59M Shares 393,586 Share Price $95.51 * Est. Cost/Share $73.66 Unrealized @ Report Date 0.0%

BAC BANK OF AMERICA CORP COM STK 8.3%

Value $32.49M Shares 1,282,172 Share Price $25.34 * Est. Cost/Share $19.96 Unrealized @ Report Date 0.0%

XLE ENERGY SELECT SECTOR SPDR 6.2%

Value $24.32M Shares 355,195 Share Price $68.48 Est. Cost/Share $68.48 Unrealized @ Report Date —

— AZUL SA 3.9%

Value $15.22M Shares 554,440 Share Price $27.45 Est. Cost/Share $27.45 Unrealized @ Report Date —

ABEV COMPANHIA DE BEBIDAS DAS AMERICAS AMBEV 3.8%

Value $14.85M Shares 2,254,003 Share Price $6.59 Est. Cost/Share $6.00 Unrealized @ Report Date —

ITUB ITAU UNIBANCO HLDNG SA 3.2%

Value $12.45M Shares 908,868 Share Price $13.70 Est. Cost/Share $13.91 Unrealized @ Report Date —

LUV SOUTHWEST AIRLINES CO COM STK 3.0%

Value $11.6M Shares 207,221 Share Price $55.98 * Est. Cost/Share $50.59 Unrealized @ Report Date 0.0%

DAL DELTA AIRLINES INC 2.2%

Value $8.789M Shares 182,275 Share Price $48.22 * Est. Cost/Share $45.29 Unrealized @ Report Date 0.0%

C CITIGROUP INC COM STK 2.0%

Value $7.969M Shares 109,557 Share Price $72.74 * Est. Cost/Share $51.91 Unrealized @ Report Date 0.0%

ELV ANTHEM INC COM STK 1.2%

Value $4.515M Shares 23,777 Share Price $189.89 * Est. Cost/Share $160.37 Unrealized @ Report Date +6.3%

PBR/A PETROLEO BRASILEIRO SA PETROBR ADR 0.9%

Value $3.667M Shares 379,597 Share Price $9.66 Est. Cost/Share $9.04 Unrealized @ Report Date —

HUM HUMANA INC COM STK 0.5%

Value $2.095M Shares 8,600 Share Price $243.60 * Est. Cost/Share $228.34 Unrealized @ Report Date 0.0%

GGB GERDAU SA COSG ADR 0.5%

Value $1.968M Shares 573,901 Share Price $3.43 Est. Cost/Share $3.43 Unrealized @ Report Date —

— AMERICA MOVIL SAB DE CV 0.4%

Value $1.605M Shares 90,400 Share Price $17.75 Est. Cost/Share $17.75 Unrealized @ Report Date —

— COSAN LIMITED CMN CLASS A 0.3%

Value $1.138M Shares 139,989 Share Price $8.13 Est. Cost/Share $6.40 Unrealized @ Report Date —

EWZ ISHARES MSCI BRAZIL ETF 0.3%

Value $1.132M Shares 27,152 Share Price $41.69 Est. Cost/Share $41.69 Unrealized @ Report Date —

— BRF BRASIL FOODS SA ADR 0.3%

Value $1.083M Shares 75,122 Share Price $14.42 Est. Cost/Share $14.42 Unrealized @ Report Date —

— PUT EWJ 100 @ 52 EXP 12152017 0.3%

Value $1.075M Shares 50,000 Share Price $21.50 Est. Cost/Share $21.50 Unrealized @ Report Date —

PBR PETROLEO BRASIL 0.3%

Value $1.036M Shares 103,212 Share Price $10.04 Est. Cost/Share $10.04 Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
SPY	SPDR SP 500 ETF TRUST	434,954	$109M	27.9%	$251.23	$241.80	—	ETF	78462F103
VALE	VALE SA ADR	5,959,224	$60.01M	15.3%	$10.07	$10.33	—	ADR	91912E105
TGS	TRANSPORTADORA DE GAS DEL SUR SPONSORED ADR REP 5 CL B	1,879,633	$38.17M	9.7%	$20.31	$14.84	—	COM	893870204
JPM	JPMORGAN CHASE CO	393,586	$37.59M	9.6%	$95.51 *	$73.66	0.0%	COM	46625H100
BAC	BANK OF AMERICA CORP COM STK	1,282,172	$32.49M	8.3%	$25.34 *	$19.96	0.0%	COM	060505104
XLE	ENERGY SELECT SECTOR SPDR	355,195	$24.32M	6.2%	$68.48	$68.48	—	ETF	81369Y506
—	AZUL SA	554,440	$15.22M	3.9%	$27.45	$27.45	—	SPONSR ADR PFD	05501U106
ABEV	COMPANHIA DE BEBIDAS DAS AMERICAS AMBEV	2,254,003	$14.85M	3.8%	$6.59	$6.00	—	SPONSORED ADR	02319V103
ITUB	ITAU UNIBANCO HLDNG SA	908,868	$12.45M	3.2%	$13.70	$13.91	—	SPON ADR REP PFD	465562106
LUV	SOUTHWEST AIRLINES CO COM STK	207,221	$11.6M	3.0%	$55.98 *	$50.59	0.0%	COM	844741108
DAL	DELTA AIRLINES INC	182,275	$8.789M	2.2%	$48.22 *	$45.29	0.0%	COM NEW	247361702
C	CITIGROUP INC COM STK	109,557	$7.969M	2.0%	$72.74 *	$51.91	0.0%	COM NEW	172967424
ELV	ANTHEM INC COM STK	23,777	$4.515M	1.2%	$189.89 *	$160.37	+6.3%	COM	036752103
PBR/A	PETROLEO BRASILEIRO SA PETROBR ADR	379,597	$3.667M	0.9%	$9.66	$9.04	—	ADR	71654V101
HUM	HUMANA INC COM STK	8,600	$2.095M	0.5%	$243.60 *	$228.34	0.0%	COM	444859102
GGB	GERDAU SA COSG ADR	573,901	$1.968M	0.5%	$3.43	$3.43	—	ADR	373737105
—	AMERICA MOVIL SAB DE CV	90,400	$1.605M	0.4%	$17.75	$17.75	—	SPON ADR L SHS	02364W105
—	COSAN LIMITED CMN CLASS A	139,989	$1.138M	0.3%	$8.13	$6.40	—	COM	G25343107
EWZ	ISHARES MSCI BRAZIL ETF	27,152	$1.132M	0.3%	$41.69	$41.69	—	ETF	464286400
—	BRF BRASIL FOODS SA ADR	75,122	$1.083M	0.3%	$14.42	$14.42	—	ADR	10552T107
—	PUT EWJ 100 @ 52 EXP 12152017	50,000	$1.075M	0.3%	$21.50	$21.50	—	PUT	99OVJ76W7
PBR	PETROLEO BRASIL	103,212	$1.036M	0.3%	$10.04	$10.04	—	SPONSORED ADR	71654V408