SPX Gestao de Recursos Ltda Quant / Systematic

Location: Rio De Janeiro, Brazil

CIK: 0001589176 · Show all filings

Period: Q3 2014 (← Previous) (Next →)

Filing Date: Nov 16, 2018

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

Holdings (29)

— COSAN LIMITED CMN CLASS A 14.3%

Value $25.73M Shares 2,391,493 Share Price $10.76 Est. Cost/Share $15.35 Unrealized @ Report Date —

CX CEMEX, SAB DE CV SPONSORED ADR CMN 10.9%

Value $19.7M Shares 1,510,623 Share Price $13.04 Est. Cost/Share $13.04 Unrealized @ Report Date —

PBR/A PETROLEO BRASILEIRO SA SPON ADR 9.1%

Value $16.39M Shares 1,100,700 Share Price $14.89 Est. Cost/Share $14.89 Unrealized @ Report Date —

BBD BANCO BRADESCO SA ADR CMN 6.0%

Value $10.78M Shares 756,490 Share Price $14.25 Est. Cost/Share $14.12 Unrealized @ Report Date —

— OI SA SPONSORED ADR CMN 5.4%

Value $9.711M Shares 13,122,255 Share Price $0.74 Est. Cost/Share $0.83 Unrealized @ Report Date —

PRU PRUDENTIAL FINANCIAL INC CMN 5.4%

Value $9.673M Shares 110,000 Share Price $87.94 * Est. Cost/Share $54.95 Unrealized @ Report Date 0.0%

C CITIGROUP INC CMN 5.0%

Value $8.954M Shares 172,791 Share Price $51.82 * Est. Cost/Share $36.49 Unrealized @ Report Date +2.5%

IP INTERNATIONAL PAPER CO CMN 4.7%

Value $8.526M Shares 178,584 Share Price $47.74 * Est. Cost/Share $27.05 Unrealized @ Report Date +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 $8.085M Shares 238,644 Share Price $33.88 Est. Cost/Share $33.88 Unrealized @ Report Date —

— BRF SA SPONSORED ADR CMN 3.4%

Value $6.176M Shares 259,592 Share Price $23.79 Est. Cost/Share $20.67 Unrealized @ Report Date —

XLI INDUSTRIAL SELECT SECTOR SPDR 'SPDR' 3.4%

Value $6.059M Shares 114,000 Share Price $53.15 Est. Cost/Share $52.08 Unrealized @ Report Date —

VALE VALE SA ADR 3.2%

Value $5.782M Shares 525,134 Share Price $11.01 Est. Cost/Share $11.01 Unrealized @ Report Date —

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

Value $5.711M Shares 475,885 Share Price $12.00 Est. Cost/Share $12.38 Unrealized @ Report Date —

ABEV AMBEV S A SPONSORED ADR CMN 2.6%

Value $4.762M Shares 727,016 Share Price $6.55 Est. Cost/Share $7.11 Unrealized @ Report Date —

COF CAPITAL ONE FINANCIAL CORP CMN 2.3%

Value $4.081M Shares 50,000 Share Price $81.62 * Est. Cost/Share $52.99 Unrealized @ Report Date +25.7%

— DISCOVER FINANCIAL SERVICES CMN 2.1%

Value $3.735M Shares 58,000 Share Price $64.40 Est. Cost/Share $50.82 Unrealized @ Report Date —

JPM JPMORGAN CHASE CO CMN 2.0%

Value $3.632M Shares 60,300 Share Price $60.23 * Est. Cost/Share $38.58 Unrealized @ Report Date +11.8%

— VALE SA ADR SERIES A 1.9%

Value $3.492M Shares 359,674 Share Price $9.71 Est. Cost/Share $9.71 Unrealized @ Report Date —

— PETROBRAS ENERGIA SA SPONSORED ADR CMN 1.7%

Value $3.106M Shares 474,932 Share Price $6.54 Est. Cost/Share $6.54 Unrealized @ Report Date —

— SPDR SP OIL GAS EQPT SVCS ETF ETF 1.3%

Value $2.407M Shares 59,913 Share Price $40.17 Est. Cost/Share $49.29 Unrealized @ Report Date —

— GENERAL ELECTRIC CO CMN 1.2%

Value $2.176M Shares 84,916 Share Price $25.63 Est. Cost/Share $26.80 Unrealized @ Report Date —

BAC BANK OF AMERICA CORP CMN 1.2%

Value $2.106M Shares 123,500 Share Price $17.05 * Est. Cost/Share $11.60 Unrealized @ Report Date +8.4%

EMBJ EMBRAER S A ADR 1.1%

Value $1.961M Shares 50,000 Share Price $39.22 Est. Cost/Share $36.44 Unrealized @ Report Date —

AAXJ ISHARES MSCI ALLCOUNTRY ASIA EXJAPAN ETF 0.8%

Value $1.533M Shares 25,000 Share Price $61.32 Est. Cost/Share $62.70 Unrealized @ Report Date —

— DOMTAR CORPORATION CMN CLASS 0.8%

Value $1.391M Shares 39,594 Share Price $35.13 Est. Cost/Share $42.86 Unrealized @ Report Date —

KO CALLKO @ 45 EXP 01172015 0.7%

Value $1.244M Shares 25,389 Share Price $49.00 * Est. Cost/Share $28.86 Unrealized @ Report Date 0.0%

EWZ PUTEWZ @ 39 EXP 11222014 0.7%

Value $1.244M Shares 12,500 Share Price $99.52 Est. Cost/Share $46.89 Unrealized @ Report Date —

BAK BRASKEM SA ADR CMN 0.6%

Value $1.138M Shares 86,420 Share Price $13.17 Est. Cost/Share $13.17 Unrealized @ Report Date —

— ROCKTENN CO CL A CMN CLASS A 0.6%

Value $1.068M Shares 22,443 Share Price $47.59 Est. Cost/Share $47.59 Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
—	COSAN LIMITED CMN CLASS A	2,391,493	$25.73M	14.3%	$10.76	$15.35	—	COM	G25343107
CX	CEMEX, SAB DE CV SPONSORED ADR CMN	1,510,623	$19.7M	10.9%	$13.04	$13.04	—	COM	151290889
PBR/A	PETROLEO BRASILEIRO SA SPON ADR	1,100,700	$16.39M	9.1%	$14.89	$14.89	—	COM	71654V101
BBD	BANCO BRADESCO SA ADR CMN	756,490	$10.78M	6.0%	$14.25	$14.12	—	COM	059460303
—	OI SA SPONSORED ADR CMN	13,122,255	$9.711M	5.4%	$0.74	$0.83	—	COM	670851104
PRU	PRUDENTIAL FINANCIAL INC CMN	110,000	$9.673M	5.4%	$87.94 *	$54.95	0.0%	COM	744320102
C	CITIGROUP INC CMN	172,791	$8.954M	5.0%	$51.82 *	$36.49	+2.5%	COM	172967424
IP	INTERNATIONAL PAPER CO CMN	178,584	$8.526M	4.7%	$47.74 *	$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	$8.085M	4.5%	$33.88	$33.88	—	COM	40049J206
—	BRF SA SPONSORED ADR CMN	259,592	$6.176M	3.4%	$23.79	$20.67	—	COM	10552T107
XLI	INDUSTRIAL SELECT SECTOR SPDR 'SPDR'	114,000	$6.059M	3.4%	$53.15	$52.08	—	ETF	81369Y704
VALE	VALE SA ADR	525,134	$5.782M	3.2%	$11.01	$11.01	—	COM	91912E105
BBVA	BANCO BILBAO VIZCAYA S A ADR SPONSORED ADR CMN USD03296	475,885	$5.711M	3.2%	$12.00	$12.38	—	COM	05946K101
ABEV	AMBEV S A SPONSORED ADR CMN	727,016	$4.762M	2.6%	$6.55	$7.11	—	COM	02319V103
COF	CAPITAL ONE FINANCIAL CORP CMN	50,000	$4.081M	2.3%	$81.62 *	$52.99	+25.7%	COM	14040H105
—	DISCOVER FINANCIAL SERVICES CMN	58,000	$3.735M	2.1%	$64.40	$50.82	—	COM	254709108
JPM	JPMORGAN CHASE CO CMN	60,300	$3.632M	2.0%	$60.23 *	$38.58	+11.8%	COM	46625H100
—	VALE SA ADR SERIES A	359,674	$3.492M	1.9%	$9.71	$9.71	—	COM	91912E204
—	PETROBRAS ENERGIA SA SPONSORED ADR CMN	474,932	$3.106M	1.7%	$6.54	$6.54	—	COM	71646J109
—	SPDR SP OIL GAS EQPT SVCS ETF ETF	59,913	$2.407M	1.3%	$40.17	$49.29	—	ETF	78464A748
—	GENERAL ELECTRIC CO CMN	84,916	$2.176M	1.2%	$25.63	$26.80	—	COM	369604103
BAC	BANK OF AMERICA CORP CMN	123,500	$2.106M	1.2%	$17.05 *	$11.60	+8.4%	COM	060505104
EMBJ	EMBRAER S A ADR	50,000	$1.961M	1.1%	$39.22	$36.44	—	ADR	29082A107
AAXJ	ISHARES MSCI ALLCOUNTRY ASIA EXJAPAN ETF	25,000	$1.533M	0.8%	$61.32	$62.70	—	ETF	464288182
—	DOMTAR CORPORATION CMN CLASS	39,594	$1.391M	0.8%	$35.13	$42.86	—	COM	257559203
KO	CALLKO @ 45 EXP 01172015	25,389	$1.244M	0.7%	$49.00 *	$28.86	0.0%	CALL	191216100
EWZ	PUTEWZ @ 39 EXP 11222014	12,500	$1.244M	0.7%	$99.52	$46.89	—	PUT	464286400
BAK	BRASKEM SA ADR CMN	86,420	$1.138M	0.6%	$13.17	$13.17	—	COM	105532105
—	ROCKTENN CO CL A CMN CLASS A	22,443	$1.068M	0.6%	$47.59	$47.59	—	COM	772739207