SPX Gestao de Recursos Ltda Quant / Systematic

Location: Rio De Janeiro, Brazil

CIK: 0001589176 · Show all filings

Period: Q3 2016 (← Previous) (Next →)

Filing Date: Nov 16, 2018

Total Value: $186M (100.0% shares, 0.0% debt)

Holdings (22)

— PETROBRAS ENERGIA SA SPONSORED ADR CMN 23.0%

Value $42.92M Shares 6,522,586 Share Price $6.58 Est. Cost/Share $6.05 Unrealized @ Report Date —

TGS TRANSPORTADORA DE GAS DEL SUR SPONSORED ADR REP 5 CL B 19.2%

Value $35.73M Shares 5,230,952 Share Price $6.83 Est. Cost/Share $5.94 Unrealized @ Report Date —

— COSAN LIMITED CMN CLASS A 13.3%

Value $24.7M Shares 3,454,360 Share Price $7.15 Est. Cost/Share $6.39 Unrealized @ Report Date —

— CORPBANCA SPONSORED ADR CMN 8.3%

Value $15.53M Shares 1,165,767 Share Price $13.32 Est. Cost/Share $12.86 Unrealized @ Report Date —

— AMERICA MOVIL SAB DE CV 6.7%

Value $12.57M Shares 1,098,910 Share Price $11.44 Est. Cost/Share $11.44 Unrealized @ Report Date —

QUAL ISH MSCI USA QTY 4.2%

Value $7.755M Shares 114,900 Share Price $67.49 Est. Cost/Share $67.49 Unrealized @ Report Date —

EDN EMPRESA DISTRIBUIDORA Y COMERCIAL NORTE 4.0%

Value $7.407M Shares 374,112 Share Price $19.80 Est. Cost/Share $18.45 Unrealized @ Report Date —

XLE ENERGY SELECT SECTOR SPDR 3.8%

Value $7.061M Shares 100,000 Share Price $70.61 Est. Cost/Share $70.61 Unrealized @ Report Date —

EMBJ EMBRAER S A ADR 2.6%

Value $4.774M Shares 276,577 Share Price $17.26 Est. Cost/Share $17.26 Unrealized @ Report Date —

— CALL EWZ 100 @ 30 EXP 12162016 2.4%

Value $4.548M Shares 10,050 Share Price $452.54 Est. Cost/Share $301.00 Unrealized @ Report Date —

PAM PAMPA ENERGIA SA GDR REG S 1.6%

Value $3.028M Shares 93,450 Share Price $32.40 Est. Cost/Share $21.44 Unrealized @ Report Date —

TEO TELECOM ARGENTINA SA ADR 1.6%

Value $2.928M Shares 160,000 Share Price $18.30 Est. Cost/Share $18.30 Unrealized @ Report Date —

VALE VALE SA ADR 1.5%

Value $2.749M Shares 499,762 Share Price $5.50 Est. Cost/Share $5.50 Unrealized @ Report Date —

KOF COCA COLA FEMSA SAB DE CV ADR 1.4%

Value $2.534M Shares 33,793 Share Price $74.99 Est. Cost/Share $74.99 Unrealized @ Report Date —

— PUT SPY 100 @ 205 EXP 11182016 1.1%

Value $2.035M Shares 13,475 Share Price $151.02 Est. Cost/Share $151.02 Unrealized @ Report Date —

EWW ISHARES MSCI MEXICO ETF 1.1%

Value $1.972M Shares 40,680 Share Price $48.48 Est. Cost/Share $48.48 Unrealized @ Report Date —

— CALL FXI 100 @ 36 EXP 11182016 0.9%

Value $1.67M Shares 6,550 Share Price $254.96 Est. Cost/Share $254.96 Unrealized @ Report Date —

EEM ISHARES MSCI EMERGING MARKETS ETF 0.8%

Value $1.562M Shares 41,700 Share Price $37.46 Est. Cost/Share $34.36 Unrealized @ Report Date —

— PUT SPY 100 @ 210 EXP 12162016 0.8%

Value $1.496M Shares 4,000 Share Price $374.00 Est. Cost/Share $684.75 Unrealized @ Report Date —

— IRSA PROPIEDADES COMERCIALES S ADR 0.7%

Value $1.22M Shares 27,836 Share Price $43.83 Est. Cost/Share $43.83 Unrealized @ Report Date —

— PUT FXI 100 @ 36 EXP 11182016 0.6%

Value $1.118M Shares 21,089 Share Price $53.01 Est. Cost/Share $53.01 Unrealized @ Report Date —

— PUT EEM 100 @ 35 EXP 01202017 0.5%

Value $1.02M Shares 10,000 Share Price $102.00 Est. Cost/Share $102.00 Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
—	PETROBRAS ENERGIA SA SPONSORED ADR CMN	6,522,586	$42.92M	23.0%	$6.58	$6.05	—	COM	71646J109
TGS	TRANSPORTADORA DE GAS DEL SUR SPONSORED ADR REP 5 CL B	5,230,952	$35.73M	19.2%	$6.83	$5.94	—	COM	893870204
—	COSAN LIMITED CMN CLASS A	3,454,360	$24.7M	13.3%	$7.15	$6.39	—	COM	G25343107
—	CORPBANCA SPONSORED ADR CMN	1,165,767	$15.53M	8.3%	$13.32	$12.86	—	COM	45033E105
—	AMERICA MOVIL SAB DE CV	1,098,910	$12.57M	6.7%	$11.44	$11.44	—	SPON ADR L SHS	02364W105
QUAL	ISH MSCI USA QTY	114,900	$7.755M	4.2%	$67.49	$67.49	—	ETF	46432F339
EDN	EMPRESA DISTRIBUIDORA Y COMERCIAL NORTE	374,112	$7.407M	4.0%	$19.80	$18.45	—	SPON ADR	29244A102
XLE	ENERGY SELECT SECTOR SPDR	100,000	$7.061M	3.8%	$70.61	$70.61	—	ETF	81369Y506
EMBJ	EMBRAER S A ADR	276,577	$4.774M	2.6%	$17.26	$17.26	—	ADR	29082A107
—	CALL EWZ 100 @ 30 EXP 12162016	10,050	$4.548M	2.4%	$452.54	$301.00	—	CALL	99OS5QDK5
PAM	PAMPA ENERGIA SA GDR REG S	93,450	$3.028M	1.6%	$32.40	$21.44	—	SPONS ADR LVL I	697660207
TEO	TELECOM ARGENTINA SA ADR	160,000	$2.928M	1.6%	$18.30	$18.30	—	ADR	879273209
VALE	VALE SA ADR	499,762	$2.749M	1.5%	$5.50	$5.50	—	ADR	91912E105
KOF	COCA COLA FEMSA SAB DE CV ADR	33,793	$2.534M	1.4%	$74.99	$74.99	—	ADR	191241108
—	PUT SPY 100 @ 205 EXP 11182016	13,475	$2.035M	1.1%	$151.02	$151.02	—	PUT	99A86GNJ7
EWW	ISHARES MSCI MEXICO ETF	40,680	$1.972M	1.1%	$48.48	$48.48	—	ETF	464286822
—	CALL FXI 100 @ 36 EXP 11182016	6,550	$1.67M	0.9%	$254.96	$254.96	—	CALL	99OR926Y4
EEM	ISHARES MSCI EMERGING MARKETS ETF	41,700	$1.562M	0.8%	$37.46	$34.36	—	ETF	464287234
—	PUT SPY 100 @ 210 EXP 12162016	4,000	$1.496M	0.8%	$374.00	$684.75	—	PUT	99OJRD8F7
—	IRSA PROPIEDADES COMERCIALES S ADR	27,836	$1.22M	0.7%	$43.83	$43.83	—	ADR	463588103
—	PUT FXI 100 @ 36 EXP 11182016	21,089	$1.118M	0.6%	$53.01	$53.01	—	PUT	99OR92921
—	PUT EEM 100 @ 35 EXP 01202017	10,000	$1.02M	0.5%	$102.00	$102.00	—	PUT	99OM52W95