SPX Gestao de Recursos Ltda Quant / Systematic

CIK: 0001589176 · Show all filings

Period: Q3 2016 (← Previous) (Next →)

Filing Date: Nov 16, 2018

Total Value ($000): $186,321 (100.0% shares, 0.0% debt)

Holdings (22)

— PETROBRAS ENERGIA SA SPONSORED ADR CMN 23.0%

Value ($000) $42,919 Shares 6,522,586 Est. Cost $6.05 Unrealized —

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

Value ($000) $35,727 Shares 5,230,952 Est. Cost $5.94 Unrealized —

— COSAN LIMITED CMN CLASS A 13.3%

Value ($000) $24,698 Shares 3,454,360 Est. Cost $6.39 Unrealized —

— CORPBANCA SPONSORED ADR CMN 8.3%

Value ($000) $15,528 Shares 1,165,767 Est. Cost $12.86 Unrealized —

— AMERICA MOVIL SAB DE CV 6.7%

Value ($000) $12,572 Shares 1,098,910 Est. Cost $11.44 Unrealized —

QUAL ISH MSCI USA QTY 4.2%

Value ($000) $7,755 Shares 114,900 Est. Cost $67.49 Unrealized —

EDN EMPRESA DISTRIBUIDORA Y COMERCIAL NORTE 4.0%

Value ($000) $7,407 Shares 374,112 Est. Cost $18.45 Unrealized —

XLE ENERGY SELECT SECTOR SPDR 3.8%

Value ($000) $7,061 Shares 100,000 Est. Cost $70.61 Unrealized —

EMBJ EMBRAER S A ADR 2.6%

Value ($000) $4,774 Shares 276,577 Est. Cost $17.26 Unrealized —

— CALL EWZ 100 @ 30 EXP 12162016 2.4%

Value ($000) $4,548 Shares 10,050 Est. Cost $301.00 Unrealized —

PAM PAMPA ENERGIA SA GDR REG S 1.6%

Value ($000) $3,028 Shares 93,450 Est. Cost $21.44 Unrealized —

TEO TELECOM ARGENTINA SA ADR 1.6%

Value ($000) $2,928 Shares 160,000 Est. Cost $18.30 Unrealized —

VALE VALE SA ADR 1.5%

Value ($000) $2,749 Shares 499,762 Est. Cost $5.50 Unrealized —

KOF COCA COLA FEMSA SAB DE CV ADR 1.4%

Value ($000) $2,534 Shares 33,793 Est. Cost $74.99 Unrealized —

— PUT SPY 100 @ 205 EXP 11182016 1.1%

Value ($000) $2,035 Shares 13,475 Est. Cost $151.02 Unrealized —

EWW ISHARES MSCI MEXICO ETF 1.1%

Value ($000) $1,972 Shares 40,680 Est. Cost $48.48 Unrealized —

— CALL FXI 100 @ 36 EXP 11182016 0.9%

Value ($000) $1,670 Shares 6,550 Est. Cost $254.96 Unrealized —

EEM ISHARES MSCI EMERGING MARKETS ETF 0.8%

Value ($000) $1,562 Shares 41,700 Est. Cost $34.36 Unrealized —

— PUT SPY 100 @ 210 EXP 12162016 0.8%

Value ($000) $1,496 Shares 4,000 Est. Cost $684.75 Unrealized —

— IRSA PROPIEDADES COMERCIALES S ADR 0.7%

Value ($000) $1,220 Shares 27,836 Est. Cost $43.83 Unrealized —

— PUT FXI 100 @ 36 EXP 11182016 0.6%

Value ($000) $1,118 Shares 21,089 Est. Cost $53.01 Unrealized —

— PUT EEM 100 @ 35 EXP 01202017 0.5%

Value ($000) $1,020 Shares 10,000 Est. Cost $102.00 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	PETROBRAS ENERGIA SA SPONSORED ADR CMN	6,522,586	$42,919	23.0%	$6.05	—	COM	71646J109
TGS	TRANSPORTADORA DE GAS DEL SUR SPONSORED ADR REP 5 CL B	5,230,952	$35,727	19.2%	$5.94	—	COM	893870204
—	COSAN LIMITED CMN CLASS A	3,454,360	$24,698	13.3%	$6.39	—	COM	G25343107
—	CORPBANCA SPONSORED ADR CMN	1,165,767	$15,528	8.3%	$12.86	—	COM	45033E105
—	AMERICA MOVIL SAB DE CV	1,098,910	$12,572	6.7%	$11.44	—	SPON ADR L SHS	02364W105
QUAL	ISH MSCI USA QTY	114,900	$7,755	4.2%	$67.49	—	ETF	46432F339
EDN	EMPRESA DISTRIBUIDORA Y COMERCIAL NORTE	374,112	$7,407	4.0%	$18.45	—	SPON ADR	29244A102
XLE	ENERGY SELECT SECTOR SPDR	100,000	$7,061	3.8%	$70.61	—	ETF	81369Y506
EMBJ	EMBRAER S A ADR	276,577	$4,774	2.6%	$17.26	—	ADR	29082A107
—	CALL EWZ 100 @ 30 EXP 12162016	10,050	$4,548	2.4%	$301.00	—	CALL	99OS5QDK5
PAM	PAMPA ENERGIA SA GDR REG S	93,450	$3,028	1.6%	$21.44	—	SPONS ADR LVL I	697660207
TEO	TELECOM ARGENTINA SA ADR	160,000	$2,928	1.6%	$18.30	—	ADR	879273209
VALE	VALE SA ADR	499,762	$2,749	1.5%	$5.50	—	ADR	91912E105
KOF	COCA COLA FEMSA SAB DE CV ADR	33,793	$2,534	1.4%	$74.99	—	ADR	191241108
—	PUT SPY 100 @ 205 EXP 11182016	13,475	$2,035	1.1%	$151.02	—	PUT	99A86GNJ7
EWW	ISHARES MSCI MEXICO ETF	40,680	$1,972	1.1%	$48.48	—	ETF	464286822
—	CALL FXI 100 @ 36 EXP 11182016	6,550	$1,670	0.9%	$254.96	—	CALL	99OR926Y4
EEM	ISHARES MSCI EMERGING MARKETS ETF	41,700	$1,562	0.8%	$34.36	—	ETF	464287234
—	PUT SPY 100 @ 210 EXP 12162016	4,000	$1,496	0.8%	$684.75	—	PUT	99OJRD8F7
—	IRSA PROPIEDADES COMERCIALES S ADR	27,836	$1,220	0.7%	$43.83	—	ADR	463588103
—	PUT FXI 100 @ 36 EXP 11182016	21,089	$1,118	0.6%	$53.01	—	PUT	99OR92921
—	PUT EEM 100 @ 35 EXP 01202017	10,000	$1,020	0.5%	$102.00	—	PUT	99OM52W95