SPX Gestao de Recursos Ltda Quant / Systematic

CIK: 0001589176 · Show all filings

Period: Q2 2017 (← Previous) (Next →)

Filing Date: Nov 9, 2018

Total Value ($000): $233,798 (100.0% shares, 0.0% debt)

Holdings (14)

SPY SPDR SP 500 ETF TRUST 57.3%

Value ($000) $134,009 Shares 554,214 Est. Cost $241.80 Unrealized —

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

Value ($000) $47,072 Shares 2,833,919 Est. Cost $14.84 Unrealized —

PBR/A PETROLEO BRASILEIRO SA PETROBR ADR 5.2%

Value ($000) $12,218 Shares 1,637,854 Est. Cost $9.04 Unrealized —

— COSAN LIMITED CMN CLASS A 3.6%

Value ($000) $8,384 Shares 1,307,990 Est. Cost $6.40 Unrealized —

ELV ANTHEM INC COM STK 2.4%

Value ($000) $5,644 Shares 30,000 Est. Cost $160.37 Unrealized 0.0%

ABEV COMPANHIA DE BEBIDAS DAS AMERICAS AMBEV 2.4%

Value ($000) $5,635 Shares 1,026,486 Est. Cost $5.30 Unrealized —

VALE VALE SA ADR 2.2%

Value ($000) $5,090 Shares 581,717 Est. Cost $12.72 Unrealized —

— PUT SPY 100 @ 243 EXP 07212017 1.7%

Value ($000) $3,996 Shares 20,600 Est. Cost $193.98 Unrealized —

OMAB GRUPO AEROPORTUARIO 1.3%

Value ($000) $3,150 Shares 65,385 Est. Cost $48.18 Unrealized —

BMA BANCO MACRO BANSUD S A SPON ADR B 0.9%

Value ($000) $2,103 Shares 22,810 Est. Cost $107.97 Unrealized —

— PUT EWZ 100 @ 33 EXP 09152017 0.8%

Value ($000) $1,958 Shares 15,000 Est. Cost $130.53 Unrealized —

— IRSA PROPIEDADES COMERCIALES S ADR 0.8%

Value ($000) $1,825 Shares 32,013 Est. Cost $44.46 Unrealized —

— PUT EEM 100 @ 41 EXP 09292017 0.7%

Value ($000) $1,609 Shares 14,300 Est. Cost $112.52 Unrealized —

ITUB ITAU UNIBANCO HLDNG SA 0.5%

Value ($000) $1,105 Shares 100,000 Est. Cost $15.60 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR SP 500 ETF TRUST	554,214	$134,009	57.3%	$241.80	—	ETF	78462F103
TGS	TRANSPORTADORA DE GAS DEL SUR SPONSORED ADR REP 5 CL B	2,833,919	$47,072	20.1%	$14.84	—	COM	893870204
PBR/A	PETROLEO BRASILEIRO SA PETROBR ADR	1,637,854	$12,218	5.2%	$9.04	—	ADR	71654V101
—	COSAN LIMITED CMN CLASS A	1,307,990	$8,384	3.6%	$6.40	—	COM	G25343107
ELV	ANTHEM INC COM STK	30,000	$5,644	2.4%	$160.37	0.0%	COM	036752103
ABEV	COMPANHIA DE BEBIDAS DAS AMERICAS AMBEV	1,026,486	$5,635	2.4%	$5.30	—	ADR	02319V103
VALE	VALE SA ADR	581,717	$5,090	2.2%	$12.72	—	ADR	91912E105
—	PUT SPY 100 @ 243 EXP 07212017	20,600	$3,996	1.7%	$193.98	—	PUT	99OVGZ6D0
OMAB	GRUPO AEROPORTUARIO	65,385	$3,150	1.3%	$48.18	—	SPON ADR	400501102
BMA	BANCO MACRO BANSUD S A SPON ADR B	22,810	$2,103	0.9%	$107.97	—	SPON ADR B	05961W105
—	PUT EWZ 100 @ 33 EXP 09152017	15,000	$1,958	0.8%	$130.53	—	PUT	99OTXJC03
—	IRSA PROPIEDADES COMERCIALES S ADR	32,013	$1,825	0.8%	$44.46	—	ADR	463588103
—	PUT EEM 100 @ 41 EXP 09292017	14,300	$1,609	0.7%	$112.52	—	PUT	99V1GHHQ7
ITUB	ITAU UNIBANCO HLDNG SA	100,000	$1,105	0.5%	$15.60	—	ADR	465562106