SPX Gestao de Recursos Ltda Quant / Systematic

CIK: 0001589176 · Show all filings

Period: Q1 2018 (← Previous) (Next →)

Filing Date: Nov 9, 2018

Total Value ($000): $184,928 (100.0% shares, 0.0% debt)

Holdings (26)

PEP PEPSICO INC COM STK 11.5%

Value ($000) $21,240 Shares 194,598 Est. Cost $89.24 Unrealized +0.0%

VALE VALE SA ADR 8.2%

Value ($000) $15,243 Shares 1,198,323 Est. Cost $10.33 Unrealized —

LOMA LOMA NGR ARG SCD 8.1%

Value ($000) $15,039 Shares 705,390 Est. Cost $23.04 Unrealized —

— FIBRIA CELULOSE SASPON ADR 6.8%

Value ($000) $12,656 Shares 649,042 Est. Cost $19.50 Unrealized —

BMA BANCO MACRO BANSUD S A SPON ADR B 6.3%

Value ($000) $11,625 Shares 107,672 Est. Cost $107.97 Unrealized —

TGS TRANSPORTADORA DE GAS DEL SUR SPONSORED ADR REP 5 CL B 5.5%

Value ($000) $10,216 Shares 502,249 Est. Cost $14.84 Unrealized —

BBD BANCO BRADESCO SA BRAD ADR 5.3%

Value ($000) $9,766 Shares 822,055 Est. Cost $10.24 Unrealized —

EWZ ISHARES MSCI BRAZIL ETF 5.3%

Value ($000) $9,710 Shares 216,356 Est. Cost $44.88 Unrealized —

UNP UNION PACIFIC CORP COM STK 5.2%

Value ($000) $9,540 Shares 70,965 Est. Cost $113.06 Unrealized 0.0%

— IRSA PROPIEDADES COMERCIALES S ADR 4.3%

Value ($000) $7,876 Shares 177,000 Est. Cost $54.81 Unrealized —

CEPU CENTRAL PUERTO 4.2%

Value ($000) $7,776 Shares 457,432 Est. Cost $17.00 Unrealized —

— ROYAL DUTCH SHELL PLC ADR 3.8%

Value ($000) $6,955 Shares 109,000 Est. Cost $63.81 Unrealized —

PBR PETROLEO BRASIL 3.7%

Value ($000) $6,923 Shares 489,625 Est. Cost $14.14 Unrealized —

GGB GERDAU SA COSG ADR 3.4%

Value ($000) $6,338 Shares 1,360,000 Est. Cost $3.60 Unrealized —

SBS CIA SANEAMENTO BASICO DO ESTAD ADR 3.1%

Value ($000) $5,674 Shares 535,746 Est. Cost $10.59 Unrealized —

NSC NORFOLK SOUTHN CORP COM STK 3.0%

Value ($000) $5,486 Shares 40,400 Est. Cost $118.37 Unrealized +3.6%

ITUB ITAU UNIBANCO HLDNG SA 2.7%

Value ($000) $5,006 Shares 320,877 Est. Cost $14.14 Unrealized —

CIG CIA ENERGETICA DE MINAS GERAIS ADR 2.2%

Value ($000) $4,092 Shares 1,586,014 Est. Cost $2.58 Unrealized —

ABEV COMPANHIA DE BEBIDAS DAS AMERICAS AMBEV 1.3%

Value ($000) $2,431 Shares 334,386 Est. Cost $7.27 Unrealized —

— ADR TIM PARTICIPACOES SA COM STK 1.1%

Value ($000) $2,059 Shares 95,000 Est. Cost $21.67 Unrealized —

— PUT EEM 100 @ 47 EXP 04202018 1.1%

Value ($000) $1,963 Shares 30,000 Est. Cost $65.43 Unrealized —

TV GRUPO TELEVISA SA ADR 1.0%

Value ($000) $1,883 Shares 118,000 Est. Cost $17.39 Unrealized —

BSBR BANCO SANTANDER 0.9%

Value ($000) $1,693 Shares 140,825 Est. Cost $9.67 Unrealized —

CX CEMEX SAB DE CV ADR 0.9%

Value ($000) $1,658 Shares 250,500 Est. Cost $7.18 Unrealized —

SID COMPANHIA SIDERURGICA NACIONAL ADR 0.6%

Value ($000) $1,051 Shares 399,767 Est. Cost $2.63 Unrealized —

CPA COPA HOLDINGS SA COM STK 0.6%

Value ($000) $1,029 Shares 8,000 Est. Cost $106.41 Unrealized 0.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
PEP	PEPSICO INC COM STK	194,598	$21,240	11.5%	$89.24	+0.0%	COM	713448108
VALE	VALE SA ADR	1,198,323	$15,243	8.2%	$10.33	—	ADR	91912E105
LOMA	LOMA NGR ARG SCD	705,390	$15,039	8.1%	$23.04	—	SPONSORED ADS	54150E104
—	FIBRIA CELULOSE SASPON ADR	649,042	$12,656	6.8%	$19.50	—	ADR	31573A109
BMA	BANCO MACRO BANSUD S A SPON ADR B	107,672	$11,625	6.3%	$107.97	—	SPON ADR B	05961W105
TGS	TRANSPORTADORA DE GAS DEL SUR SPONSORED ADR REP 5 CL B	502,249	$10,216	5.5%	$14.84	—	COM	893870204
BBD	BANCO BRADESCO SA BRAD ADR	822,055	$9,766	5.3%	$10.24	—	ADR	059460303
EWZ	ISHARES MSCI BRAZIL ETF	216,356	$9,710	5.3%	$44.88	—	ETF	464286400
UNP	UNION PACIFIC CORP COM STK	70,965	$9,540	5.2%	$113.06	0.0%	COM	907818108
—	IRSA PROPIEDADES COMERCIALES S ADR	177,000	$7,876	4.3%	$54.81	—	ADR	463588103
CEPU	CENTRAL PUERTO	457,432	$7,776	4.2%	$17.00	—	SPONSORED ADR	155038201
—	ROYAL DUTCH SHELL PLC ADR	109,000	$6,955	3.8%	$63.81	—	ADR	780259206
PBR	PETROLEO BRASIL	489,625	$6,923	3.7%	$14.14	—	ADR	71654V408
GGB	GERDAU SA COSG ADR	1,360,000	$6,338	3.4%	$3.60	—	ADR	373737105
SBS	CIA SANEAMENTO BASICO DO ESTAD ADR	535,746	$5,674	3.1%	$10.59	—	ADR	20441A102
NSC	NORFOLK SOUTHN CORP COM STK	40,400	$5,486	3.0%	$118.37	+3.6%	COM	655844108
ITUB	ITAU UNIBANCO HLDNG SA	320,877	$5,006	2.7%	$14.14	—	ADR	465562106
CIG	CIA ENERGETICA DE MINAS GERAIS ADR	1,586,014	$4,092	2.2%	$2.58	—	ADR	204409601
ABEV	COMPANHIA DE BEBIDAS DAS AMERICAS AMBEV	334,386	$2,431	1.3%	$7.27	—	SPONSORED ADR	02319V103
—	ADR TIM PARTICIPACOES SA COM STK	95,000	$2,059	1.1%	$21.67	—	COM	88706P205
—	PUT EEM 100 @ 47 EXP 04202018	30,000	$1,963	1.1%	$65.43	—	PUT	99OXHFF64
TV	GRUPO TELEVISA SA ADR	118,000	$1,883	1.0%	$17.39	—	ADR	40049J206
BSBR	BANCO SANTANDER	140,825	$1,693	0.9%	$9.67	—	ADS REP 1 UNIT	05967A107
CX	CEMEX SAB DE CV ADR	250,500	$1,658	0.9%	$7.18	—	ADR	151290889
SID	COMPANHIA SIDERURGICA NACIONAL ADR	399,767	$1,051	0.6%	$2.63	—	ADR	20440W105
CPA	COPA HOLDINGS SA COM STK	8,000	$1,029	0.6%	$106.41	0.0%	COM	P31076105