SPX Gestao de Recursos Ltda Quant / Systematic

CIK: 0001589176 · Show all filings

Period: Q3 2014 (← Previous) (Next →)

Filing Date: Nov 16, 2018

Total Value ($000): $180,353 (100.0% shares, 0.0% debt)

Holdings (29)

— COSAN LIMITED CMN CLASS A 14.3%

Value ($000) $25,733 Shares 2,391,493 Est. Cost $15.35 Unrealized —

CX CEMEX, SAB DE CV SPONSORED ADR CMN 10.9%

Value ($000) $19,698 Shares 1,510,623 Est. Cost $13.04 Unrealized —

PBR/A PETROLEO BRASILEIRO SA SPON ADR 9.1%

Value ($000) $16,389 Shares 1,100,700 Est. Cost $14.89 Unrealized —

BBD BANCO BRADESCO SA ADR CMN 6.0%

Value ($000) $10,780 Shares 756,490 Est. Cost $14.12 Unrealized —

— OI SA SPONSORED ADR CMN 5.4%

Value ($000) $9,711 Shares 13,122,255 Est. Cost $0.83 Unrealized —

PRU PRUDENTIAL FINANCIAL INC CMN 5.4%

Value ($000) $9,673 Shares 110,000 Est. Cost $54.95 Unrealized 0.0%

C CITIGROUP INC CMN 5.0%

Value ($000) $8,954 Shares 172,791 Est. Cost $36.49 Unrealized +2.5%

IP INTERNATIONAL PAPER CO CMN 4.7%

Value ($000) $8,526 Shares 178,584 Est. Cost $27.05 Unrealized +5.8%

TV GRUPO TELEVISA, SA GDS REP 5 CPO'S REP 1 L SHARE, 1 A SHARE AND 1 D SHARE 4.5%

Value ($000) $8,085 Shares 238,644 Est. Cost $33.88 Unrealized —

— BRF SA SPONSORED ADR CMN 3.4%

Value ($000) $6,176 Shares 259,592 Est. Cost $20.67 Unrealized —

XLI INDUSTRIAL SELECT SECTOR SPDR 'SPDR' 3.4%

Value ($000) $6,059 Shares 114,000 Est. Cost $52.08 Unrealized —

VALE VALE SA ADR 3.2%

Value ($000) $5,782 Shares 525,134 Est. Cost $11.01 Unrealized —

BBVA BANCO BILBAO VIZCAYA S A ADR SPONSORED ADR CMN USD03296 3.2%

Value ($000) $5,711 Shares 475,885 Est. Cost $12.38 Unrealized —

ABEV AMBEV S A SPONSORED ADR CMN 2.6%

Value ($000) $4,762 Shares 727,016 Est. Cost $7.11 Unrealized —

COF CAPITAL ONE FINANCIAL CORP CMN 2.3%

Value ($000) $4,081 Shares 50,000 Est. Cost $52.99 Unrealized +25.7%

— DISCOVER FINANCIAL SERVICES CMN 2.1%

Value ($000) $3,735 Shares 58,000 Est. Cost $50.82 Unrealized —

JPM JPMORGAN CHASE CO CMN 2.0%

Value ($000) $3,632 Shares 60,300 Est. Cost $38.58 Unrealized +11.8%

— VALE SA ADR SERIES A 1.9%

Value ($000) $3,492 Shares 359,674 Est. Cost $9.71 Unrealized —

— PETROBRAS ENERGIA SA SPONSORED ADR CMN 1.7%

Value ($000) $3,106 Shares 474,932 Est. Cost $6.54 Unrealized —

— SPDR SP OIL GAS EQPT SVCS ETF ETF 1.3%

Value ($000) $2,407 Shares 59,913 Est. Cost $49.29 Unrealized —

— GENERAL ELECTRIC CO CMN 1.2%

Value ($000) $2,176 Shares 84,916 Est. Cost $26.80 Unrealized —

BAC BANK OF AMERICA CORP CMN 1.2%

Value ($000) $2,106 Shares 123,500 Est. Cost $11.60 Unrealized +8.4%

EMBJ EMBRAER S A ADR 1.1%

Value ($000) $1,961 Shares 50,000 Est. Cost $36.44 Unrealized —

AAXJ ISHARES MSCI ALLCOUNTRY ASIA EXJAPAN ETF 0.8%

Value ($000) $1,533 Shares 25,000 Est. Cost $62.70 Unrealized —

— DOMTAR CORPORATION CMN CLASS 0.8%

Value ($000) $1,391 Shares 39,594 Est. Cost $42.86 Unrealized —

KO CALLKO @ 45 EXP 01172015 0.7%

Value ($000) $1,244 Shares 25,389 Est. Cost $28.86 Unrealized 0.0%

EWZ PUTEWZ @ 39 EXP 11222014 0.7%

Value ($000) $1,244 Shares 12,500 Est. Cost $46.89 Unrealized —

BAK BRASKEM SA ADR CMN 0.6%

Value ($000) $1,138 Shares 86,420 Est. Cost $13.17 Unrealized —

— ROCKTENN CO CL A CMN CLASS A 0.6%

Value ($000) $1,068 Shares 22,443 Est. Cost $47.59 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	COSAN LIMITED CMN CLASS A	2,391,493	$25,733	14.3%	$15.35	—	COM	G25343107
CX	CEMEX, SAB DE CV SPONSORED ADR CMN	1,510,623	$19,698	10.9%	$13.04	—	COM	151290889
PBR/A	PETROLEO BRASILEIRO SA SPON ADR	1,100,700	$16,389	9.1%	$14.89	—	COM	71654V101
BBD	BANCO BRADESCO SA ADR CMN	756,490	$10,780	6.0%	$14.12	—	COM	059460303
—	OI SA SPONSORED ADR CMN	13,122,255	$9,711	5.4%	$0.83	—	COM	670851104
PRU	PRUDENTIAL FINANCIAL INC CMN	110,000	$9,673	5.4%	$54.95	0.0%	COM	744320102
C	CITIGROUP INC CMN	172,791	$8,954	5.0%	$36.49	+2.5%	COM	172967424
IP	INTERNATIONAL PAPER CO CMN	178,584	$8,526	4.7%	$27.05	+5.8%	COM	460146103
TV	GRUPO TELEVISA, SA GDS REP 5 CPO'S REP 1 L SHARE, 1 A SHARE AND 1 D SHARE	238,644	$8,085	4.5%	$33.88	—	COM	40049J206
—	BRF SA SPONSORED ADR CMN	259,592	$6,176	3.4%	$20.67	—	COM	10552T107
XLI	INDUSTRIAL SELECT SECTOR SPDR 'SPDR'	114,000	$6,059	3.4%	$52.08	—	ETF	81369Y704
VALE	VALE SA ADR	525,134	$5,782	3.2%	$11.01	—	COM	91912E105
BBVA	BANCO BILBAO VIZCAYA S A ADR SPONSORED ADR CMN USD03296	475,885	$5,711	3.2%	$12.38	—	COM	05946K101
ABEV	AMBEV S A SPONSORED ADR CMN	727,016	$4,762	2.6%	$7.11	—	COM	02319V103
COF	CAPITAL ONE FINANCIAL CORP CMN	50,000	$4,081	2.3%	$52.99	+25.7%	COM	14040H105
—	DISCOVER FINANCIAL SERVICES CMN	58,000	$3,735	2.1%	$50.82	—	COM	254709108
JPM	JPMORGAN CHASE CO CMN	60,300	$3,632	2.0%	$38.58	+11.8%	COM	46625H100
—	VALE SA ADR SERIES A	359,674	$3,492	1.9%	$9.71	—	COM	91912E204
—	PETROBRAS ENERGIA SA SPONSORED ADR CMN	474,932	$3,106	1.7%	$6.54	—	COM	71646J109
—	SPDR SP OIL GAS EQPT SVCS ETF ETF	59,913	$2,407	1.3%	$49.29	—	ETF	78464A748
—	GENERAL ELECTRIC CO CMN	84,916	$2,176	1.2%	$26.80	—	COM	369604103
BAC	BANK OF AMERICA CORP CMN	123,500	$2,106	1.2%	$11.60	+8.4%	COM	060505104
EMBJ	EMBRAER S A ADR	50,000	$1,961	1.1%	$36.44	—	ADR	29082A107
AAXJ	ISHARES MSCI ALLCOUNTRY ASIA EXJAPAN ETF	25,000	$1,533	0.8%	$62.70	—	ETF	464288182
—	DOMTAR CORPORATION CMN CLASS	39,594	$1,391	0.8%	$42.86	—	COM	257559203
KO	CALLKO @ 45 EXP 01172015	25,389	$1,244	0.7%	$28.86	0.0%	CALL	191216100
EWZ	PUTEWZ @ 39 EXP 11222014	12,500	$1,244	0.7%	$46.89	—	PUT	464286400
BAK	BRASKEM SA ADR CMN	86,420	$1,138	0.6%	$13.17	—	COM	105532105
—	ROCKTENN CO CL A CMN CLASS A	22,443	$1,068	0.6%	$47.59	—	COM	772739207