SPX Gestao de Recursos Ltda Quant / Systematic

Location: Rio De Janeiro, Brazil

CIK: 0001589176 · Show all filings

Period: Q2 2016 (← Previous) (Next →)

Filing Date: Nov 16, 2018

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

Holdings (21)

— PETROBRAS ENERGIA SA SPONSORED ADR CMN 17.0%

Value $32.96M Shares 5,248,030 Share Price $6.28 Est. Cost/Share $5.93 Unrealized @ Report Date —

YPF YPF SOCIEDAD ANONIMA SPONSORED ADR REPSTG CL D 16.9%

Value $32.73M Shares 1,704,774 Share Price $19.20 Est. Cost/Share $15.78 Unrealized @ Report Date —

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

Value $25.71M Shares 3,808,651 Share Price $6.75 Est. Cost/Share $5.60 Unrealized @ Report Date —

PAM PAMPA ENERGIA SA GDR REG S 7.8%

Value $15.06M Shares 550,947 Share Price $27.34 Est. Cost/Share $21.44 Unrealized @ Report Date —

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

Value $14.41M Shares 155,810 Share Price $92.49 Est. Cost/Share $93.22 Unrealized @ Report Date —

— CORPBANCA SPONSORED ADR CMN 6.5%

Value $12.57M Shares 984,533 Share Price $12.77 Est. Cost/Share $12.77 Unrealized @ Report Date —

— COSAN LIMITED CMN CLASS A 4.0%

Value $7.662M Shares 1,176,983 Share Price $6.51 Est. Cost/Share $4.92 Unrealized @ Report Date —

TV GRUPO TELEVISA SA ADR 3.8%

Value $7.291M Shares 280,000 Share Price $26.04 Est. Cost/Share $26.04 Unrealized @ Report Date —

EEM ISHARES MSCI EMERGING MARKETS ETF 3.4%

Value $6.528M Shares 190,000 Share Price $34.36 Est. Cost/Share $34.36 Unrealized @ Report Date —

— SPDR SP OIL GAS EXPLRTN PR ETF ETF 3.1%

Value $5.998M Shares 172,302 Share Price $34.81 Est. Cost/Share $34.81 Unrealized @ Report Date —

EFA ISH MSI EAFE ETF 2.8%

Value $5.482M Shares 98,200 Share Price $55.82 Est. Cost/Share $55.82 Unrealized @ Report Date —

— BUNGE LTD COM STK 2.4%

Value $4.674M Shares 79,011 Share Price $59.16 Est. Cost/Share $59.16 Unrealized @ Report Date —

GGB GERDAU SA COSG ADR 2.3%

Value $4.459M Shares 2,450,000 Share Price $1.82 Est. Cost/Share $1.82 Unrealized @ Report Date —

EDN EMPRESA DISTRIBUIDORA Y COMERCIAL NORTE 2.0%

Value $3.872M Shares 221,140 Share Price $17.51 Est. Cost/Share $17.51 Unrealized @ Report Date —

— CALL EWZ 100 @ 30 EXP 12162016 1.6%

Value $3.025M Shares 10,050 Share Price $301.00 Est. Cost/Share $301.00 Unrealized @ Report Date —

PBR PETROLEO BRASIL 1.2%

Value $2.268M Shares 316,775 Share Price $7.16 Est. Cost/Share $7.16 Unrealized @ Report Date —

AGRO ADECOAGRO SA 1.1%

Value $2.152M Shares 196,169 Share Price $10.97 * Est. Cost/Share $10.80 Unrealized @ Report Date -9.5%

— PUT SPY 100 @ 210 EXP 12162016 1.0%

Value $1.991M Shares 2,000 Share Price $995.50 Est. Cost/Share $995.50 Unrealized @ Report Date —

PRU PRUDENTIAL FINL INC INTERNOTES COM STK 0.9%

Value $1.726M Shares 24,190 Share Price $71.35 * Est. Cost/Share $52.99 Unrealized @ Report Date -7.6%

PBR/A PETROLEO BRASILEIRO SA PETROBR ADR 0.8%

Value $1.452M Shares 250,000 Share Price $5.81 Est. Cost/Share $5.81 Unrealized @ Report Date —

EWZ ISHARES MSCI BRAZIL ETF 0.7%

Value $1.435M Shares 47,568 Share Price $30.17 Est. Cost/Share $30.17 Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
—	PETROBRAS ENERGIA SA SPONSORED ADR CMN	5,248,030	$32.96M	17.0%	$6.28	$5.93	—	COM	71646J109
YPF	YPF SOCIEDAD ANONIMA SPONSORED ADR REPSTG CL D	1,704,774	$32.73M	16.9%	$19.20	$15.78	—	COM	984245100
TGS	TRANSPORTADORA DE GAS DEL SUR SPONSORED ADR REP 5 CL B	3,808,651	$25.71M	13.3%	$6.75	$5.60	—	COM	893870204
PAM	PAMPA ENERGIA SA GDR REG S	550,947	$15.06M	7.8%	$27.34	$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	$14.41M	7.4%	$92.49	$93.22	—	COM	344419106
—	CORPBANCA SPONSORED ADR CMN	984,533	$12.57M	6.5%	$12.77	$12.77	—	COM	45033E105
—	COSAN LIMITED CMN CLASS A	1,176,983	$7.662M	4.0%	$6.51	$4.92	—	COM	G25343107
TV	GRUPO TELEVISA SA ADR	280,000	$7.291M	3.8%	$26.04	$26.04	—	ADR	40049J206
EEM	ISHARES MSCI EMERGING MARKETS ETF	190,000	$6.528M	3.4%	$34.36	$34.36	—	ETF	464287234
—	SPDR SP OIL GAS EXPLRTN PR ETF ETF	172,302	$5.998M	3.1%	$34.81	$34.81	—	ETF	78464A730
EFA	ISH MSI EAFE ETF	98,200	$5.482M	2.8%	$55.82	$55.82	—	ETF	464287465
—	BUNGE LTD COM STK	79,011	$4.674M	2.4%	$59.16	$59.16	—	COM	G16962105
GGB	GERDAU SA COSG ADR	2,450,000	$4.459M	2.3%	$1.82	$1.82	—	ADR	373737105
EDN	EMPRESA DISTRIBUIDORA Y COMERCIAL NORTE	221,140	$3.872M	2.0%	$17.51	$17.51	—	SPON ADR	29244A102
—	CALL EWZ 100 @ 30 EXP 12162016	10,050	$3.025M	1.6%	$301.00	$301.00	—	CALL	99OS5QDK5
PBR	PETROLEO BRASIL	316,775	$2.268M	1.2%	$7.16	$7.16	—	SP ADR NON VTG	71654V408
AGRO	ADECOAGRO SA	196,169	$2.152M	1.1%	$10.97 *	$10.80	-9.5%	COM	L00849106
—	PUT SPY 100 @ 210 EXP 12162016	2,000	$1.991M	1.0%	$995.50	$995.50	—	PUT	99OJRD8F7
PRU	PRUDENTIAL FINL INC INTERNOTES COM STK	24,190	$1.726M	0.9%	$71.35 *	$52.99	-7.6%	COM	744320102
PBR/A	PETROLEO BRASILEIRO SA PETROBR ADR	250,000	$1.452M	0.8%	$5.81	$5.81	—	ADR	71654V101
EWZ	ISHARES MSCI BRAZIL ETF	47,568	$1.435M	0.7%	$30.17	$30.17	—	ETF	464286400