SPX Gestao de Recursos Ltda Quant / Systematic

CIK: 0001589176 · Show all filings

Period: Q2 2014 (← Previous) (Next →)

Filing Date: Nov 16, 2018

Total Value ($000): $294,757 (100.0% shares, 0.0% debt)

Holdings (34)

XLI INDUSTRIAL SELECT SECTOR SPDR 'SPDR' 20.2%

Value ($000) $59,490 Shares 1,100,440 Est. Cost $52.08 Unrealized —

— COSAN LIMITED CMN CLASS A 18.3%

Value ($000) $53,840 Shares 3,970,520 Est. Cost $15.35 Unrealized —

EEM ISHARES MSCI EMERGING MKTS ETF 10.8%

Value ($000) $31,935 Shares 738,728 Est. Cost $43.23 Unrealized —

ITUB ITAU UNIBANCO BANCO HLDNG SA SPONSORED ADR CMN 5.2%

Value ($000) $15,309 Shares 1,064,543 Est. Cost $14.86 Unrealized —

CX CEMEX, SAB DE CV SPONSORED ADR CMN 3.6%

Value ($000) $10,729 Shares 810,922 Est. Cost $13.04 Unrealized —

IP INTERNATIONAL PAPER CO CMN 3.5%

Value ($000) $10,447 Shares 207,000 Est. Cost $27.05 Unrealized 0.0%

— GENERAL ELECTRIC CO CMN 2.8%

Value ($000) $8,328 Shares 316,895 Est. Cost $26.80 Unrealized —

C CITIGROUP INC CMN 2.7%

Value ($000) $8,039 Shares 170,670 Est. Cost $36.48 Unrealized -2.9%

— BRF SA SPONSORED ADR CMN 2.5%

Value ($000) $7,383 Shares 303,692 Est. Cost $20.67 Unrealized —

JPM JPMORGAN CHASE CO CMN 2.3%

Value ($000) $6,782 Shares 117,710 Est. Cost $38.58 Unrealized +6.8%

COF CAPITAL ONE FINANCIAL CORP CMN 2.2%

Value ($000) $6,558 Shares 79,400 Est. Cost $52.99 Unrealized +19.0%

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

Value ($000) $5,960 Shares 35,596 Est. Cost $133.53 Unrealized -3.6%

XLB AMEX MATERIALS SELECT 'SPDR' FUND 2.0%

Value ($000) $5,957 Shares 120,000 Est. Cost $49.64 Unrealized —

MS MORGAN STANLEY CMN 1.9%

Value ($000) $5,667 Shares 175,290 Est. Cost $17.83 Unrealized +27.4%

BAC BANK OF AMERICA CORP CMN 1.8%

Value ($000) $5,441 Shares 354,000 Est. Cost $11.60 Unrealized +5.5%

— OI SA SPONSORED ADR CMN 1.7%

Value ($000) $5,146 Shares 5,321,600 Est. Cost $0.97 Unrealized —

PFF iShares US Preferred STOCK ETF 1.7%

Value ($000) $5,032 Shares 126,081 Est. Cost $39.91 Unrealized —

BSBR BANCO SANTANDER (BRASIL) SA ADR CMN 1.5%

Value ($000) $4,529 Shares 654,444 Est. Cost $6.92 Unrealized —

GGB GERDAU SA COSG ADR 1.5%

Value ($000) $4,519 Shares 767,168 Est. Cost $5.89 Unrealized —

ABEV AMBEV S A SPONSORED ADR CMN 1.2%

Value ($000) $3,526 Shares 500,828 Est. Cost $7.36 Unrealized —

— SODASTREAM INTERNATIONAL LTD 1.0%

Value ($000) $3,007 Shares 89,500 Est. Cost $44.10 Unrealized —

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

Value ($000) $3,001 Shares 235,000 Est. Cost $12.77 Unrealized —

— SPDR SP OIL GAS EQPT SVCS ETF ETF 1.0%

Value ($000) $2,953 Shares 59,913 Est. Cost $49.29 Unrealized —

— DISCOVER FINANCIAL SERVICES CMN 1.0%

Value ($000) $2,907 Shares 46,900 Est. Cost $47.60 Unrealized —

XHB SPDR SP HOMEBUILDERS ETF ETF 0.9%

Value ($000) $2,620 Shares 80,000 Est. Cost $32.75 Unrealized —

AAXJ ISHARES MSCI ALLCOUNTRY ASIA EXJAPAN ETF 0.9%

Value ($000) $2,508 Shares 40,000 Est. Cost $62.70 Unrealized —

— DOMTAR CORPORATION CMN CLASS 0.7%

Value ($000) $2,147 Shares 50,094 Est. Cost $42.86 Unrealized —

EWZ ISHARES MSCI BRAZIL CAPPED ETF 0.7%

Value ($000) $1,970 Shares 41,232 Est. Cost $46.89 Unrealized —

EMBJ EMBRAER S A ADR 0.6%

Value ($000) $1,822 Shares 50,000 Est. Cost $36.44 Unrealized —

BMA BANCO MACRO SA SPONSORED ADR CMN 0.6%

Value ($000) $1,817 Shares 50,429 Est. Cost $36.03 Unrealized —

BBD BANCO BRADESCO SA ADR CMN 0.6%

Value ($000) $1,719 Shares 173,920 Est. Cost $13.67 Unrealized —

— GNC HOLDINGS INC CMN CLASS A 0.5%

Value ($000) $1,514 Shares 44,400 Est. Cost $44.01 Unrealized —

NEM NEWMONT MINING CORPORATION CMN 0.4%

Value ($000) $1,094 Shares 43,000 Est. Cost $18.76 Unrealized 0.0%

— BARRICK GOLD CORPORATION CMN 0.4%

Value ($000) $1,061 Shares 58,000 Est. Cost $18.29 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
XLI	INDUSTRIAL SELECT SECTOR SPDR 'SPDR'	1,100,440	$59,490	20.2%	$52.08	—	ETF	81369Y704
—	COSAN LIMITED CMN CLASS A	3,970,520	$53,840	18.3%	$15.35	—	COM	G25343107
EEM	ISHARES MSCI EMERGING MKTS ETF	738,728	$31,935	10.8%	$43.23	—	ETF	464287234
ITUB	ITAU UNIBANCO BANCO HLDNG SA SPONSORED ADR CMN	1,064,543	$15,309	5.2%	$14.86	—	COM	465562106
CX	CEMEX, SAB DE CV SPONSORED ADR CMN	810,922	$10,729	3.6%	$13.04	—	COM	151290889
IP	INTERNATIONAL PAPER CO CMN	207,000	$10,447	3.5%	$27.05	0.0%	COM	460146103
—	GENERAL ELECTRIC CO CMN	316,895	$8,328	2.8%	$26.80	—	COM	369604103
C	CITIGROUP INC CMN	170,670	$8,039	2.7%	$36.48	-2.9%	COM	172967424
—	BRF SA SPONSORED ADR CMN	303,692	$7,383	2.5%	$20.67	—	COM	10552T107
JPM	JPMORGAN CHASE CO CMN	117,710	$6,782	2.3%	$38.58	+6.8%	COM	46625H100
COF	CAPITAL ONE FINANCIAL CORP CMN	79,400	$6,558	2.2%	$52.99	+19.0%	COM	14040H105
GS	GOLDMAN SACHS GROUP, INC(THE) CMN	35,596	$5,960	2.0%	$133.53	-3.6%	COM	38141G104
XLB	AMEX MATERIALS SELECT 'SPDR' FUND	120,000	$5,957	2.0%	$49.64	—	ETF	81369Y100
MS	MORGAN STANLEY CMN	175,290	$5,667	1.9%	$17.83	+27.4%	COM	617446448
BAC	BANK OF AMERICA CORP CMN	354,000	$5,441	1.8%	$11.60	+5.5%	COM	060505104
—	OI SA SPONSORED ADR CMN	5,321,600	$5,146	1.7%	$0.97	—	COM	670851104
PFF	iShares US Preferred STOCK ETF	126,081	$5,032	1.7%	$39.91	—	ETF	464288687
BSBR	BANCO SANTANDER (BRASIL) SA ADR CMN	654,444	$4,529	1.5%	$6.92	—	COM	05967A107
GGB	GERDAU SA COSG ADR	767,168	$4,519	1.5%	$5.89	—	ADR	373737105
ABEV	AMBEV S A SPONSORED ADR CMN	500,828	$3,526	1.2%	$7.36	—	COM	02319V103
—	SODASTREAM INTERNATIONAL LTD	89,500	$3,007	1.0%	$44.10	—	USD SHS	M9068E105
BBVA	BANCO BILBAO VIZCAYA S A ADR SPONSORED ADR CMN USD03296	235,000	$3,001	1.0%	$12.77	—	COM	05946K101
—	SPDR SP OIL GAS EQPT SVCS ETF ETF	59,913	$2,953	1.0%	$49.29	—	ETF	78464A748
—	DISCOVER FINANCIAL SERVICES CMN	46,900	$2,907	1.0%	$47.60	—	COM	254709108
XHB	SPDR SP HOMEBUILDERS ETF ETF	80,000	$2,620	0.9%	$32.75	—	ETF	78464A888
AAXJ	ISHARES MSCI ALLCOUNTRY ASIA EXJAPAN ETF	40,000	$2,508	0.9%	$62.70	—	ETF	464288182
—	DOMTAR CORPORATION CMN CLASS	50,094	$2,147	0.7%	$42.86	—	COM	257559203
EWZ	ISHARES MSCI BRAZIL CAPPED ETF	41,232	$1,970	0.7%	$46.89	—	ETF	464286400
EMBJ	EMBRAER S A ADR	50,000	$1,822	0.6%	$36.44	—	ADR	29082A107
BMA	BANCO MACRO SA SPONSORED ADR CMN	50,429	$1,817	0.6%	$36.03	—	COM	05961W105
BBD	BANCO BRADESCO SA ADR CMN	173,920	$1,719	0.6%	$13.67	—	COM	059460303
—	GNC HOLDINGS INC CMN CLASS A	44,400	$1,514	0.5%	$44.01	—	COM	36191G107
NEM	NEWMONT MINING CORPORATION CMN	43,000	$1,094	0.4%	$18.76	0.0%	COM	651639106
—	BARRICK GOLD CORPORATION CMN	58,000	$1,061	0.4%	$18.29	—	COM	067901108