SPX Gestao de Recursos Ltda Quant / Systematic

Location: Rio De Janeiro, Brazil

CIK: 0001589176 · Show all filings

Period: Q2 2017 (← Previous) (Next →)

Filing Date: Nov 9, 2018

Total Value: $234M (100.0% shares, 0.0% debt)

Holdings (14)

SPY SPDR SP 500 ETF TRUST 57.3%

Value $134M Shares 554,214 Share Price $241.80 Est. Cost/Share $241.80 Unrealized @ Report Date —

TGS TRANSPORTADORA DE GAS DEL SUR SPONSORED ADR REP 5 CL B 20.1%

Value $47.07M Shares 2,833,919 Share Price $16.61 Est. Cost/Share $14.84 Unrealized @ Report Date —

PBR/A PETROLEO BRASILEIRO SA PETROBR ADR 5.2%

Value $12.22M Shares 1,637,854 Share Price $7.46 Est. Cost/Share $9.04 Unrealized @ Report Date —

— COSAN LIMITED CMN CLASS A 3.6%

Value $8.384M Shares 1,307,990 Share Price $6.41 Est. Cost/Share $6.40 Unrealized @ Report Date —

ELV ANTHEM INC COM STK 2.4%

Value $5.644M Shares 30,000 Share Price $188.13 * Est. Cost/Share $160.37 Unrealized @ Report Date 0.0%

ABEV COMPANHIA DE BEBIDAS DAS AMERICAS AMBEV 2.4%

Value $5.635M Shares 1,026,486 Share Price $5.49 Est. Cost/Share $5.30 Unrealized @ Report Date —

VALE VALE SA ADR 2.2%

Value $5.09M Shares 581,717 Share Price $8.75 Est. Cost/Share $12.72 Unrealized @ Report Date —

— PUT SPY 100 @ 243 EXP 07212017 1.7%

Value $3.996M Shares 20,600 Share Price $193.98 Est. Cost/Share $193.98 Unrealized @ Report Date —

OMAB GRUPO AEROPORTUARIO 1.3%

Value $3.15M Shares 65,385 Share Price $48.18 Est. Cost/Share $48.18 Unrealized @ Report Date —

BMA BANCO MACRO BANSUD S A SPON ADR B 0.9%

Value $2.103M Shares 22,810 Share Price $92.20 Est. Cost/Share $107.97 Unrealized @ Report Date —

— PUT EWZ 100 @ 33 EXP 09152017 0.8%

Value $1.958M Shares 15,000 Share Price $130.53 Est. Cost/Share $130.53 Unrealized @ Report Date —

— IRSA PROPIEDADES COMERCIALES S ADR 0.8%

Value $1.825M Shares 32,013 Share Price $57.01 Est. Cost/Share $44.46 Unrealized @ Report Date —

— PUT EEM 100 @ 41 EXP 09292017 0.7%

Value $1.609M Shares 14,300 Share Price $112.52 Est. Cost/Share $112.52 Unrealized @ Report Date —

ITUB ITAU UNIBANCO HLDNG SA 0.5%

Value $1.105M Shares 100,000 Share Price $11.05 Est. Cost/Share $15.60 Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
SPY	SPDR SP 500 ETF TRUST	554,214	$134M	57.3%	$241.80	$241.80	—	ETF	78462F103
TGS	TRANSPORTADORA DE GAS DEL SUR SPONSORED ADR REP 5 CL B	2,833,919	$47.07M	20.1%	$16.61	$14.84	—	COM	893870204
PBR/A	PETROLEO BRASILEIRO SA PETROBR ADR	1,637,854	$12.22M	5.2%	$7.46	$9.04	—	ADR	71654V101
—	COSAN LIMITED CMN CLASS A	1,307,990	$8.384M	3.6%	$6.41	$6.40	—	COM	G25343107
ELV	ANTHEM INC COM STK	30,000	$5.644M	2.4%	$188.13 *	$160.37	0.0%	COM	036752103
ABEV	COMPANHIA DE BEBIDAS DAS AMERICAS AMBEV	1,026,486	$5.635M	2.4%	$5.49	$5.30	—	ADR	02319V103
VALE	VALE SA ADR	581,717	$5.09M	2.2%	$8.75	$12.72	—	ADR	91912E105
—	PUT SPY 100 @ 243 EXP 07212017	20,600	$3.996M	1.7%	$193.98	$193.98	—	PUT	99OVGZ6D0
OMAB	GRUPO AEROPORTUARIO	65,385	$3.15M	1.3%	$48.18	$48.18	—	SPON ADR	400501102
BMA	BANCO MACRO BANSUD S A SPON ADR B	22,810	$2.103M	0.9%	$92.20	$107.97	—	SPON ADR B	05961W105
—	PUT EWZ 100 @ 33 EXP 09152017	15,000	$1.958M	0.8%	$130.53	$130.53	—	PUT	99OTXJC03
—	IRSA PROPIEDADES COMERCIALES S ADR	32,013	$1.825M	0.8%	$57.01	$44.46	—	ADR	463588103
—	PUT EEM 100 @ 41 EXP 09292017	14,300	$1.609M	0.7%	$112.52	$112.52	—	PUT	99V1GHHQ7
ITUB	ITAU UNIBANCO HLDNG SA	100,000	$1.105M	0.5%	$11.05	$15.60	—	ADR	465562106