SPX Gestao de Recursos Ltda Quant / Systematic

CIK: 0001589176 · Show all filings

Period: Q2 2016 (← Previous) (Next →)

Filing Date: Nov 16, 2018

Total Value ($000): $193,461 (100.0% shares, 0.0% debt)

Holdings (21)

— PETROBRAS ENERGIA SA SPONSORED ADR CMN 17.0%

Value ($000) $32,958 Shares 5,248,030 Est. Cost $5.93 Unrealized —

YPF YPF SOCIEDAD ANONIMA SPONSORED ADR REPSTG CL D 16.9%

Value ($000) $32,732 Shares 1,704,774 Est. Cost $15.78 Unrealized —

TGS TRANSPORTADORA DE GAS DEL SUR SPONSORED ADR REP 5 CL B 13.3%

Value ($000) $25,709 Shares 3,808,651 Est. Cost $5.60 Unrealized —

PAM PAMPA ENERGIA SA GDR REG S 7.8%

Value ($000) $15,063 Shares 550,947 Est. Cost $21.44 Unrealized —

FMX FOMENTO ECONOMICO MEXICANO SAB DE CV NEW SPONS ADR REPSTG UNIT 1 SER B SH FOMENTO ECONOMICO MEXICANO 7.4%

Value ($000) $14,411 Shares 155,810 Est. Cost $93.22 Unrealized —

— CORPBANCA SPONSORED ADR CMN 6.5%

Value ($000) $12,573 Shares 984,533 Est. Cost $12.77 Unrealized —

— COSAN LIMITED CMN CLASS A 4.0%

Value ($000) $7,662 Shares 1,176,983 Est. Cost $4.92 Unrealized —

TV GRUPO TELEVISA SA ADR 3.8%

Value ($000) $7,291 Shares 280,000 Est. Cost $26.04 Unrealized —

EEM ISHARES MSCI EMERGING MARKETS ETF 3.4%

Value ($000) $6,528 Shares 190,000 Est. Cost $34.36 Unrealized —

— SPDR SP OIL GAS EXPLRTN PR ETF ETF 3.1%

Value ($000) $5,998 Shares 172,302 Est. Cost $34.81 Unrealized —

EFA ISH MSI EAFE ETF 2.8%

Value ($000) $5,482 Shares 98,200 Est. Cost $55.82 Unrealized —

— BUNGE LTD COM STK 2.4%

Value ($000) $4,674 Shares 79,011 Est. Cost $59.16 Unrealized —

GGB GERDAU SA COSG ADR 2.3%

Value ($000) $4,459 Shares 2,450,000 Est. Cost $1.82 Unrealized —

EDN EMPRESA DISTRIBUIDORA Y COMERCIAL NORTE 2.0%

Value ($000) $3,872 Shares 221,140 Est. Cost $17.51 Unrealized —

— CALL EWZ 100 @ 30 EXP 12162016 1.6%

Value ($000) $3,025 Shares 10,050 Est. Cost $301.00 Unrealized —

PBR PETROLEO BRASIL 1.2%

Value ($000) $2,268 Shares 316,775 Est. Cost $7.16 Unrealized —

AGRO ADECOAGRO SA 1.1%

Value ($000) $2,152 Shares 196,169 Est. Cost $10.80 Unrealized -9.5%

— PUT SPY 100 @ 210 EXP 12162016 1.0%

Value ($000) $1,991 Shares 2,000 Est. Cost $995.50 Unrealized —

PRU PRUDENTIAL FINL INC INTERNOTES COM STK 0.9%

Value ($000) $1,726 Shares 24,190 Est. Cost $52.99 Unrealized -7.6%

PBR/A PETROLEO BRASILEIRO SA PETROBR ADR 0.8%

Value ($000) $1,452 Shares 250,000 Est. Cost $5.81 Unrealized —

EWZ ISHARES MSCI BRAZIL ETF 0.7%

Value ($000) $1,435 Shares 47,568 Est. Cost $30.17 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	PETROBRAS ENERGIA SA SPONSORED ADR CMN	5,248,030	$32,958	17.0%	$5.93	—	COM	71646J109
YPF	YPF SOCIEDAD ANONIMA SPONSORED ADR REPSTG CL D	1,704,774	$32,732	16.9%	$15.78	—	COM	984245100
TGS	TRANSPORTADORA DE GAS DEL SUR SPONSORED ADR REP 5 CL B	3,808,651	$25,709	13.3%	$5.60	—	COM	893870204
PAM	PAMPA ENERGIA SA GDR REG S	550,947	$15,063	7.8%	$21.44	—	SPONS ADR LVL I	697660207
FMX	FOMENTO ECONOMICO MEXICANO SAB DE CV NEW SPONS ADR REPSTG UNIT 1 SER B SH FOMENTO ECONOMICO MEXICANO	155,810	$14,411	7.4%	$93.22	—	COM	344419106
—	CORPBANCA SPONSORED ADR CMN	984,533	$12,573	6.5%	$12.77	—	COM	45033E105
—	COSAN LIMITED CMN CLASS A	1,176,983	$7,662	4.0%	$4.92	—	COM	G25343107
TV	GRUPO TELEVISA SA ADR	280,000	$7,291	3.8%	$26.04	—	ADR	40049J206
EEM	ISHARES MSCI EMERGING MARKETS ETF	190,000	$6,528	3.4%	$34.36	—	ETF	464287234
—	SPDR SP OIL GAS EXPLRTN PR ETF ETF	172,302	$5,998	3.1%	$34.81	—	ETF	78464A730
EFA	ISH MSI EAFE ETF	98,200	$5,482	2.8%	$55.82	—	ETF	464287465
—	BUNGE LTD COM STK	79,011	$4,674	2.4%	$59.16	—	COM	G16962105
GGB	GERDAU SA COSG ADR	2,450,000	$4,459	2.3%	$1.82	—	ADR	373737105
EDN	EMPRESA DISTRIBUIDORA Y COMERCIAL NORTE	221,140	$3,872	2.0%	$17.51	—	SPON ADR	29244A102
—	CALL EWZ 100 @ 30 EXP 12162016	10,050	$3,025	1.6%	$301.00	—	CALL	99OS5QDK5
PBR	PETROLEO BRASIL	316,775	$2,268	1.2%	$7.16	—	SP ADR NON VTG	71654V408
AGRO	ADECOAGRO SA	196,169	$2,152	1.1%	$10.80	-9.5%	COM	L00849106
—	PUT SPY 100 @ 210 EXP 12162016	2,000	$1,991	1.0%	$995.50	—	PUT	99OJRD8F7
PRU	PRUDENTIAL FINL INC INTERNOTES COM STK	24,190	$1,726	0.9%	$52.99	-7.6%	COM	744320102
PBR/A	PETROLEO BRASILEIRO SA PETROBR ADR	250,000	$1,452	0.8%	$5.81	—	ADR	71654V101
EWZ	ISHARES MSCI BRAZIL ETF	47,568	$1,435	0.7%	$30.17	—	ETF	464286400