SPX Gestao de Recursos Ltda Quant / Systematic

Location: Rio De Janeiro, Brazil

CIK: 0001589176 · Show all filings

Period: Q2 2014 (← Previous) (Next →)

Filing Date: Nov 16, 2018

Total Value: $295M (100.0% shares, 0.0% debt)

Holdings (34)

XLI INDUSTRIAL SELECT SECTOR SPDR 'SPDR' 20.2%

Value $59.49M Shares 1,100,440 Share Price $54.06 Est. Cost/Share $52.08 Unrealized @ Report Date —

— COSAN LIMITED CMN CLASS A 18.3%

Value $53.84M Shares 3,970,520 Share Price $13.56 Est. Cost/Share $15.35 Unrealized @ Report Date —

EEM ISHARES MSCI EMERGING MKTS ETF 10.8%

Value $31.93M Shares 738,728 Share Price $43.23 Est. Cost/Share $43.23 Unrealized @ Report Date —

ITUB ITAU UNIBANCO BANCO HLDNG SA SPONSORED ADR CMN 5.2%

Value $15.31M Shares 1,064,543 Share Price $14.38 Est. Cost/Share $14.86 Unrealized @ Report Date —

CX CEMEX, SAB DE CV SPONSORED ADR CMN 3.6%

Value $10.73M Shares 810,922 Share Price $13.23 Est. Cost/Share $13.04 Unrealized @ Report Date —

IP INTERNATIONAL PAPER CO CMN 3.5%

Value $10.45M Shares 207,000 Share Price $50.47 * Est. Cost/Share $27.05 Unrealized @ Report Date 0.0%

— GENERAL ELECTRIC CO CMN 2.8%

Value $8.328M Shares 316,895 Share Price $26.28 Est. Cost/Share $26.80 Unrealized @ Report Date —

C CITIGROUP INC CMN 2.7%

Value $8.039M Shares 170,670 Share Price $47.10 * Est. Cost/Share $36.48 Unrealized @ Report Date -2.9%

— BRF SA SPONSORED ADR CMN 2.5%

Value $7.383M Shares 303,692 Share Price $24.31 Est. Cost/Share $20.67 Unrealized @ Report Date —

JPM JPMORGAN CHASE CO CMN 2.3%

Value $6.782M Shares 117,710 Share Price $57.62 * Est. Cost/Share $38.58 Unrealized @ Report Date +6.8%

COF CAPITAL ONE FINANCIAL CORP CMN 2.2%

Value $6.558M Shares 79,400 Share Price $82.59 * Est. Cost/Share $52.99 Unrealized @ Report Date +19.0%

GS GOLDMAN SACHS GROUP, INC(THE) CMN 2.0%

Value $5.96M Shares 35,596 Share Price $167.43 * Est. Cost/Share $133.53 Unrealized @ Report Date -3.6%

XLB AMEX MATERIALS SELECT 'SPDR' FUND 2.0%

Value $5.957M Shares 120,000 Share Price $49.64 Est. Cost/Share $49.64 Unrealized @ Report Date —

MS MORGAN STANLEY CMN 1.9%

Value $5.667M Shares 175,290 Share Price $32.33 * Est. Cost/Share $17.83 Unrealized @ Report Date +27.4%

BAC BANK OF AMERICA CORP CMN 1.8%

Value $5.441M Shares 354,000 Share Price $15.37 * Est. Cost/Share $11.60 Unrealized @ Report Date +5.5%

— OI SA SPONSORED ADR CMN 1.7%

Value $5.146M Shares 5,321,600 Share Price $0.97 Est. Cost/Share $0.97 Unrealized @ Report Date —

PFF iShares US Preferred STOCK ETF 1.7%

Value $5.032M Shares 126,081 Share Price $39.91 Est. Cost/Share $39.91 Unrealized @ Report Date —

BSBR BANCO SANTANDER (BRASIL) SA ADR CMN 1.5%

Value $4.529M Shares 654,444 Share Price $6.92 Est. Cost/Share $6.92 Unrealized @ Report Date —

GGB GERDAU SA COSG ADR 1.5%

Value $4.519M Shares 767,168 Share Price $5.89 Est. Cost/Share $5.89 Unrealized @ Report Date —

ABEV AMBEV S A SPONSORED ADR CMN 1.2%

Value $3.526M Shares 500,828 Share Price $7.04 Est. Cost/Share $7.36 Unrealized @ Report Date —

— SODASTREAM INTERNATIONAL LTD 1.0%

Value $3.007M Shares 89,500 Share Price $33.60 Est. Cost/Share $44.10 Unrealized @ Report Date —

BBVA BANCO BILBAO VIZCAYA S A ADR SPONSORED ADR CMN USD03296 1.0%

Value $3.001M Shares 235,000 Share Price $12.77 Est. Cost/Share $12.77 Unrealized @ Report Date —

— SPDR SP OIL GAS EQPT SVCS ETF ETF 1.0%

Value $2.953M Shares 59,913 Share Price $49.29 Est. Cost/Share $49.29 Unrealized @ Report Date —

— DISCOVER FINANCIAL SERVICES CMN 1.0%

Value $2.907M Shares 46,900 Share Price $61.98 Est. Cost/Share $47.60 Unrealized @ Report Date —

XHB SPDR SP HOMEBUILDERS ETF ETF 0.9%

Value $2.62M Shares 80,000 Share Price $32.75 Est. Cost/Share $32.75 Unrealized @ Report Date —

AAXJ ISHARES MSCI ALLCOUNTRY ASIA EXJAPAN ETF 0.9%

Value $2.508M Shares 40,000 Share Price $62.70 Est. Cost/Share $62.70 Unrealized @ Report Date —

— DOMTAR CORPORATION CMN CLASS 0.7%

Value $2.147M Shares 50,094 Share Price $42.86 Est. Cost/Share $42.86 Unrealized @ Report Date —

EWZ ISHARES MSCI BRAZIL CAPPED ETF 0.7%

Value $1.97M Shares 41,232 Share Price $47.78 Est. Cost/Share $46.89 Unrealized @ Report Date —

EMBJ EMBRAER S A ADR 0.6%

Value $1.822M Shares 50,000 Share Price $36.44 Est. Cost/Share $36.44 Unrealized @ Report Date —

BMA BANCO MACRO SA SPONSORED ADR CMN 0.6%

Value $1.817M Shares 50,429 Share Price $36.03 Est. Cost/Share $36.03 Unrealized @ Report Date —

BBD BANCO BRADESCO SA ADR CMN 0.6%

Value $1.719M Shares 173,920 Share Price $9.88 Est. Cost/Share $13.67 Unrealized @ Report Date —

— GNC HOLDINGS INC CMN CLASS A 0.5%

Value $1.514M Shares 44,400 Share Price $34.10 Est. Cost/Share $44.01 Unrealized @ Report Date —

NEM NEWMONT MINING CORPORATION CMN 0.4%

Value $1.094M Shares 43,000 Share Price $25.44 * Est. Cost/Share $18.76 Unrealized @ Report Date 0.0%

— BARRICK GOLD CORPORATION CMN 0.4%

Value $1.061M Shares 58,000 Share Price $18.29 Est. Cost/Share $18.29 Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
XLI	INDUSTRIAL SELECT SECTOR SPDR 'SPDR'	1,100,440	$59.49M	20.2%	$54.06	$52.08	—	ETF	81369Y704
—	COSAN LIMITED CMN CLASS A	3,970,520	$53.84M	18.3%	$13.56	$15.35	—	COM	G25343107
EEM	ISHARES MSCI EMERGING MKTS ETF	738,728	$31.93M	10.8%	$43.23	$43.23	—	ETF	464287234
ITUB	ITAU UNIBANCO BANCO HLDNG SA SPONSORED ADR CMN	1,064,543	$15.31M	5.2%	$14.38	$14.86	—	COM	465562106
CX	CEMEX, SAB DE CV SPONSORED ADR CMN	810,922	$10.73M	3.6%	$13.23	$13.04	—	COM	151290889
IP	INTERNATIONAL PAPER CO CMN	207,000	$10.45M	3.5%	$50.47 *	$27.05	0.0%	COM	460146103
—	GENERAL ELECTRIC CO CMN	316,895	$8.328M	2.8%	$26.28	$26.80	—	COM	369604103
C	CITIGROUP INC CMN	170,670	$8.039M	2.7%	$47.10 *	$36.48	-2.9%	COM	172967424
—	BRF SA SPONSORED ADR CMN	303,692	$7.383M	2.5%	$24.31	$20.67	—	COM	10552T107
JPM	JPMORGAN CHASE CO CMN	117,710	$6.782M	2.3%	$57.62 *	$38.58	+6.8%	COM	46625H100
COF	CAPITAL ONE FINANCIAL CORP CMN	79,400	$6.558M	2.2%	$82.59 *	$52.99	+19.0%	COM	14040H105
GS	GOLDMAN SACHS GROUP, INC(THE) CMN	35,596	$5.96M	2.0%	$167.43 *	$133.53	-3.6%	COM	38141G104
XLB	AMEX MATERIALS SELECT 'SPDR' FUND	120,000	$5.957M	2.0%	$49.64	$49.64	—	ETF	81369Y100
MS	MORGAN STANLEY CMN	175,290	$5.667M	1.9%	$32.33 *	$17.83	+27.4%	COM	617446448
BAC	BANK OF AMERICA CORP CMN	354,000	$5.441M	1.8%	$15.37 *	$11.60	+5.5%	COM	060505104
—	OI SA SPONSORED ADR CMN	5,321,600	$5.146M	1.7%	$0.97	$0.97	—	COM	670851104
PFF	iShares US Preferred STOCK ETF	126,081	$5.032M	1.7%	$39.91	$39.91	—	ETF	464288687
BSBR	BANCO SANTANDER (BRASIL) SA ADR CMN	654,444	$4.529M	1.5%	$6.92	$6.92	—	COM	05967A107
GGB	GERDAU SA COSG ADR	767,168	$4.519M	1.5%	$5.89	$5.89	—	ADR	373737105
ABEV	AMBEV S A SPONSORED ADR CMN	500,828	$3.526M	1.2%	$7.04	$7.36	—	COM	02319V103
—	SODASTREAM INTERNATIONAL LTD	89,500	$3.007M	1.0%	$33.60	$44.10	—	USD SHS	M9068E105
BBVA	BANCO BILBAO VIZCAYA S A ADR SPONSORED ADR CMN USD03296	235,000	$3.001M	1.0%	$12.77	$12.77	—	COM	05946K101
—	SPDR SP OIL GAS EQPT SVCS ETF ETF	59,913	$2.953M	1.0%	$49.29	$49.29	—	ETF	78464A748
—	DISCOVER FINANCIAL SERVICES CMN	46,900	$2.907M	1.0%	$61.98	$47.60	—	COM	254709108
XHB	SPDR SP HOMEBUILDERS ETF ETF	80,000	$2.62M	0.9%	$32.75	$32.75	—	ETF	78464A888
AAXJ	ISHARES MSCI ALLCOUNTRY ASIA EXJAPAN ETF	40,000	$2.508M	0.9%	$62.70	$62.70	—	ETF	464288182
—	DOMTAR CORPORATION CMN CLASS	50,094	$2.147M	0.7%	$42.86	$42.86	—	COM	257559203
EWZ	ISHARES MSCI BRAZIL CAPPED ETF	41,232	$1.97M	0.7%	$47.78	$46.89	—	ETF	464286400
EMBJ	EMBRAER S A ADR	50,000	$1.822M	0.6%	$36.44	$36.44	—	ADR	29082A107
BMA	BANCO MACRO SA SPONSORED ADR CMN	50,429	$1.817M	0.6%	$36.03	$36.03	—	COM	05961W105
BBD	BANCO BRADESCO SA ADR CMN	173,920	$1.719M	0.6%	$9.88	$13.67	—	COM	059460303
—	GNC HOLDINGS INC CMN CLASS A	44,400	$1.514M	0.5%	$34.10	$44.01	—	COM	36191G107
NEM	NEWMONT MINING CORPORATION CMN	43,000	$1.094M	0.4%	$25.44 *	$18.76	0.0%	COM	651639106
—	BARRICK GOLD CORPORATION CMN	58,000	$1.061M	0.4%	$18.29	$18.29	—	COM	067901108