SPX Gestao de Recursos Ltda Quant / Systematic

Location: Rio De Janeiro, Brazil

CIK: 0001589176 · Show all filings

Period: Q2 2015 (← Previous) (Next →)

Filing Date: Nov 16, 2018

Total Value: $340M (100.0% shares, 0.0% debt)

Holdings (33)

EWY ISHARES MSCI SOUTH KOREA CAPPED ETF 19.6%

Value $66.66M Shares 1,209,500 Share Price $55.11 Est. Cost/Share $55.44 Unrealized @ Report Date —

EEM ISHARES MSCI EMERGING MKTS ETF 14.0%

Value $47.75M Shares 1,205,201 Share Price $39.62 Est. Cost/Share $39.62 Unrealized @ Report Date —

KO COCACOLA COMPANY (THE) CMN 10.7%

Value $36.54M Shares 931,500 Share Price $39.23 * Est. Cost/Share $29.27 Unrealized @ Report Date -0.8%

XLY AMEX CONSUMER DISCRETIONARY SELECT SECTOR 'SPDR' FUND 7.5%

Value $25.39M Shares 332,000 Share Price $76.48 Est. Cost/Share $76.48 Unrealized @ Report Date —

FMX FOMENTO ECONOMICO MEXICANO SAB DE CV NEW SPONS ADR REPSTG UNIT 1 SER B SH FOMENTO ECONOMICO MEXICANO 5.5%

Value $18.83M Shares 211,365 Share Price $89.09 Est. Cost/Share $91.04 Unrealized @ Report Date —

BABA ALIBABA GROUP HOLDING LIMITED SPONSORED ADR CMN 5.2%

Value $17.61M Shares 214,025 Share Price $82.27 Est. Cost/Share $82.27 Unrealized @ Report Date —

BAC BANK OF AMERICA CORP CMN 3.1%

Value $10.72M Shares 630,000 Share Price $17.02 * Est. Cost/Share $12.90 Unrealized @ Report Date +1.8%

FXI iShares China LargeCap ETF 3.1%

Value $10.5M Shares 227,747 Share Price $46.10 Est. Cost/Share $46.10 Unrealized @ Report Date —

PAM PAMPA ENERGIA SA SPONSORED ADR CMN 2.9%

Value $9.835M Shares 712,215 Share Price $13.81 Est. Cost/Share $16.58 Unrealized @ Report Date —

— BANCOLOMBIA SA BANCOLOMBIA CO ADR 2.5%

Value $8.534M Shares 198,456 Share Price $43.00 Est. Cost/Share $43.00 Unrealized @ Report Date —

C CITIGROUP INC CMN 2.3%

Value $7.929M Shares 143,539 Share Price $55.24 * Est. Cost/Share $38.11 Unrealized @ Report Date +6.4%

TGS TRANSPORTADORA DE GAS DEL SUR SPONSORED ADR REP 5 CL B 2.2%

Value $7.647M Shares 1,691,676 Share Price $4.52 Est. Cost/Share $5.18 Unrealized @ Report Date —

MELI MERCADOLIBRE INC CMN 2.2%

Value $7.487M Shares 52,834 Share Price $141.71 Est. Cost/Share $140.22 Unrealized @ Report Date 0.0%

MGA MAGNA INTERNATIONAL INC CMN 1.8%

Value $6.282M Shares 112,000 Share Price $56.09 * Est. Cost/Share $40.93 Unrealized @ Report Date 0.0%

BSAC BANCO SANTANDERCHILE ADR CMN 1.7%

Value $5.954M Shares 294,052 Share Price $20.25 Est. Cost/Share $21.68 Unrealized @ Report Date —

JPM JPMORGAN CHASE CO CMN 1.7%

Value $5.76M Shares 85,000 Share Price $67.76 * Est. Cost/Share $42.08 Unrealized @ Report Date +16.8%

— DISCOVER FINANCIAL SERVICES CMN 1.3%

Value $4.494M Shares 78,000 Share Price $57.62 Est. Cost/Share $57.62 Unrealized @ Report Date —

ARCO ARCOS DORADOS HOLDINGS INC COM STK 1.3%

Value $4.352M Shares 827,289 Share Price $5.26 * Est. Cost/Share $4.97 Unrealized @ Report Date 0.0%

USB US BANCORP CMN 1.0%

Value $3.472M Shares 80,000 Share Price $43.40 * Est. Cost/Share $29.91 Unrealized @ Report Date 0.0%

ASHR DEUTSCHE XTRACKERS HARVEST CSI 300 CHINA ASHARES ETF 1.0%

Value $3.313M Shares 72,000 Share Price $46.01 Est. Cost/Share $46.01 Unrealized @ Report Date —

COF CAPITAL ONE FINANCIAL CORP CMN 0.9%

Value $3.079M Shares 35,000 Share Price $87.97 * Est. Cost/Share $63.77 Unrealized @ Report Date +8.6%

— PUT VALE 100 @ 6 EXP 09182015 0.9%

Value $3.075M Shares 50,000 Share Price $61.50 Est. Cost/Share $61.50 Unrealized @ Report Date —

— CALL YPF 100 @ 35 EXP 01152016 0.8%

Value $2.854M Shares 30,040 Share Price $95.01 Est. Cost/Share $95.01 Unrealized @ Report Date —

— PUT EEM 100 @ 41 EXP 07022015 0.8%

Value $2.783M Shares 19,736 Share Price $141.01 Est. Cost/Share $141.01 Unrealized @ Report Date —

KEY KEYCORP CMN 0.8%

Value $2.726M Shares 181,500 Share Price $15.02 * Est. Cost/Share $8.79 Unrealized @ Report Date +9.7%

BUD ANHEUSERBUSCH INBEV SA SPONSORED ADR CMN 0.8%

Value $2.667M Shares 22,100 Share Price $120.68 Est. Cost/Share $120.68 Unrealized @ Report Date —

— CORPBANCA ADR 0.8%

Value $2.637M Shares 159,725 Share Price $16.51 Est. Cost/Share $16.51 Unrealized @ Report Date —

VALE VALE SA ADR 0.8%

Value $2.567M Shares 435,800 Share Price $5.89 Est. Cost/Share $5.89 Unrealized @ Report Date —

WFC WELLS FARGO CO (NEW) CMN 0.7%

Value $2.531M Shares 45,000 Share Price $56.24 * Est. Cost/Share $41.38 Unrealized @ Report Date 0.0%

BCH BANCO DE CHILE SPONSORED ADR CMN 0.6%

Value $1.951M Shares 29,832 Share Price $65.40 Est. Cost/Share $67.07 Unrealized @ Report Date —

STT STATE STREET CORPORATION (NEW) CMN 0.6%

Value $1.925M Shares 25,000 Share Price $77.00 * Est. Cost/Share $57.63 Unrealized @ Report Date 0.0%

— COSAN LIMITED CMN CLASS A 0.5%

Value $1.584M Shares 257,084 Share Price $6.16 Est. Cost/Share $13.42 Unrealized @ Report Date —

— KINDRED HEALTHCARE INC CMN 0.3%

Value $1.014M Shares 49,970 Share Price $20.29 Est. Cost/Share $20.29 Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
EWY	ISHARES MSCI SOUTH KOREA CAPPED ETF	1,209,500	$66.66M	19.6%	$55.11	$55.44	—	ETF	464286772
EEM	ISHARES MSCI EMERGING MKTS ETF	1,205,201	$47.75M	14.0%	$39.62	$39.62	—	ETF	464287234
KO	COCACOLA COMPANY (THE) CMN	931,500	$36.54M	10.7%	$39.23 *	$29.27	-0.8%	COM	191216100
XLY	AMEX CONSUMER DISCRETIONARY SELECT SECTOR 'SPDR' FUND	332,000	$25.39M	7.5%	$76.48	$76.48	—	ETF	81369Y407
FMX	FOMENTO ECONOMICO MEXICANO SAB DE CV NEW SPONS ADR REPSTG UNIT 1 SER B SH FOMENTO ECONOMICO MEXICANO	211,365	$18.83M	5.5%	$89.09	$91.04	—	COM	344419106
BABA	ALIBABA GROUP HOLDING LIMITED SPONSORED ADR CMN	214,025	$17.61M	5.2%	$82.27	$82.27	—	COM	01609W102
BAC	BANK OF AMERICA CORP CMN	630,000	$10.72M	3.1%	$17.02 *	$12.90	+1.8%	COM	060505104
FXI	iShares China LargeCap ETF	227,747	$10.5M	3.1%	$46.10	$46.10	—	ETF	464287184
PAM	PAMPA ENERGIA SA SPONSORED ADR CMN	712,215	$9.835M	2.9%	$13.81	$16.58	—	COM	697660207
—	BANCOLOMBIA SA BANCOLOMBIA CO ADR	198,456	$8.534M	2.5%	$43.00	$43.00	—	ADR	05968L102
C	CITIGROUP INC CMN	143,539	$7.929M	2.3%	$55.24 *	$38.11	+6.4%	COM	172967424
TGS	TRANSPORTADORA DE GAS DEL SUR SPONSORED ADR REP 5 CL B	1,691,676	$7.647M	2.2%	$4.52	$5.18	—	COM	893870204
MELI	MERCADOLIBRE INC CMN	52,834	$7.487M	2.2%	$141.71	$140.22	0.0%	COM	58733R102
MGA	MAGNA INTERNATIONAL INC CMN	112,000	$6.282M	1.8%	$56.09 *	$40.93	0.0%	COM	559222401
BSAC	BANCO SANTANDERCHILE ADR CMN	294,052	$5.954M	1.7%	$20.25	$21.68	—	COM	05965X109
JPM	JPMORGAN CHASE CO CMN	85,000	$5.76M	1.7%	$67.76 *	$42.08	+16.8%	COM	46625H100
—	DISCOVER FINANCIAL SERVICES CMN	78,000	$4.494M	1.3%	$57.62	$57.62	—	COM	254709108
ARCO	ARCOS DORADOS HOLDINGS INC COM STK	827,289	$4.352M	1.3%	$5.26 *	$4.97	0.0%	SHS CLASS -A -	G0457F107
USB	US BANCORP CMN	80,000	$3.472M	1.0%	$43.40 *	$29.91	0.0%	COM	902973304
ASHR	DEUTSCHE XTRACKERS HARVEST CSI 300 CHINA ASHARES ETF	72,000	$3.313M	1.0%	$46.01	$46.01	—	ETF	233051879
COF	CAPITAL ONE FINANCIAL CORP CMN	35,000	$3.079M	0.9%	$87.97 *	$63.77	+8.6%	COM	14040H105
—	PUT VALE 100 @ 6 EXP 09182015	50,000	$3.075M	0.9%	$61.50	$61.50	—	PUT	99OMRYCC6
—	CALL YPF 100 @ 35 EXP 01152016	30,040	$2.854M	0.8%	$95.01	$95.01	—	CALL	99AYTHCN6
—	PUT EEM 100 @ 41 EXP 07022015	19,736	$2.783M	0.8%	$141.01	$141.01	—	PUT	99ONX5PJ1
KEY	KEYCORP CMN	181,500	$2.726M	0.8%	$15.02 *	$8.79	+9.7%	COM	493267108
BUD	ANHEUSERBUSCH INBEV SA SPONSORED ADR CMN	22,100	$2.667M	0.8%	$120.68	$120.68	—	COM	03524A108
—	CORPBANCA ADR	159,725	$2.637M	0.8%	$16.51	$16.51	—	ADR	21987A209
VALE	VALE SA ADR	435,800	$2.567M	0.8%	$5.89	$5.89	—	COM	91912E105
WFC	WELLS FARGO CO (NEW) CMN	45,000	$2.531M	0.7%	$56.24 *	$41.38	0.0%	COM	949746101
BCH	BANCO DE CHILE SPONSORED ADR CMN	29,832	$1.951M	0.6%	$65.40	$67.07	—	COM	059520106
STT	STATE STREET CORPORATION (NEW) CMN	25,000	$1.925M	0.6%	$77.00 *	$57.63	0.0%	COM	857477103
—	COSAN LIMITED CMN CLASS A	257,084	$1.584M	0.5%	$6.16	$13.42	—	COM	G25343107
—	KINDRED HEALTHCARE INC CMN	49,970	$1.014M	0.3%	$20.29	$20.29	—	COM	494580103