SPX Gestao de Recursos Ltda Quant / Systematic

Location: Rio De Janeiro, Brazil

CIK: 0001589176 · Show all filings

Period: Q4 2013 (← Previous) (Next →)

Filing Date: Nov 16, 2018

Total Value: $232M (100.0% shares, 0.0% debt)

Holdings (35)

— COSAN LIMITED CMN CLASS A 18.3%

Value $42.51M Shares 3,098,497 Share Price $13.72 Est. Cost/Share $17.88 Unrealized @ Report Date —

XLI INDUSTRIAL SELECT SECTOR SPDR 'SPDR' 14.5%

Value $33.79M Shares 646,500 Share Price $52.26 Est. Cost/Share $46.40 Unrealized @ Report Date —

XLF THE FINANCIAL SELECT SECTOR SPDR FUND 10.7%

Value $24.88M Shares 1,138,000 Share Price $21.86 Est. Cost/Share $18.21 Unrealized @ Report Date —

JPM JPMORGAN CHASE CO CMN 10.6%

Value $24.57M Shares 420,110 Share Price $58.48 * Est. Cost/Share $38.58 Unrealized @ Report Date +2.7%

EWZ ISHARES MSCI BRAZIL CAPPED ETF 6.7%

Value $15.45M Shares 345,788 Share Price $44.68 Est. Cost/Share $46.89 Unrealized @ Report Date —

AAPL APPLE, INC CMN 4.0%

Value $9.369M Shares 16,700 Share Price $561.02 * Est. Cost/Share $138.41 Unrealized @ Report Date -88.2%

C CITIGROUP INC CMN 3.4%

Value $7.843M Shares 150,500 Share Price $52.11 * Est. Cost/Share $36.76 Unrealized @ Report Date +2.5%

VALE VALE SA ADR 3.3%

Value $7.57M Shares 496,404 Share Price $15.25 Est. Cost/Share $15.25 Unrealized @ Report Date —

MS MORGAN STANLEY CMN 2.9%

Value $6.83M Shares 217,800 Share Price $31.36 * Est. Cost/Share $17.83 Unrealized @ Report Date +22.3%

ABEV AMBEV S A SPONSORED ADR CMN 2.0%

Value $4.642M Shares 631,558 Share Price $7.35 Est. Cost/Share $7.35 Unrealized @ Report Date —

— EMC CORPORATION MASS CMN 1.6%

Value $3.639M Shares 144,700 Share Price $25.15 Est. Cost/Share $25.10 Unrealized @ Report Date —

COF CAPITAL ONE FINANCIAL CORP CMN 1.5%

Value $3.379M Shares 44,100 Share Price $76.62 * Est. Cost/Share $45.39 Unrealized @ Report Date +26.3%

OSK OSHKOSH CORPORATION CMN 1.4%

Value $3.285M Shares 65,200 Share Price $50.38 * Est. Cost/Share $34.56 Unrealized @ Report Date +19.6%

GGB GERDAU SA SPON ADR SPONSORED ADR CMN CLASS 1.4%

Value $3.269M Shares 416,972 Share Price $7.84 Est. Cost/Share $7.84 Unrealized @ Report Date —

— GENERAL ELECTRIC CO CMN 1.4%

Value $3.204M Shares 114,300 Share Price $28.03 Est. Cost/Share $28.03 Unrealized @ Report Date —

CVS CVS CAREMARK CORPORATION CMN 1.2%

Value $2.892M Shares 40,404 Share Price $71.58 * Est. Cost/Share $39.53 Unrealized @ Report Date +17.1%

ABBNY ABB LTD SPONSORED ADR CMN 1.2%

Value $2.768M Shares 104,200 Share Price $26.56 Est. Cost/Share $22.11 Unrealized @ Report Date —

UNP UNION PACIFIC CORP CMN 1.0%

Value $2.352M Shares 14,000 Share Price $168.00 * Est. Cost/Share $60.55 Unrealized @ Report Date 0.0%

— DISCOVER FINANCIAL SERVICES CMN 1.0%

Value $2.344M Shares 41,900 Share Price $55.94 Est. Cost/Share $46.34 Unrealized @ Report Date —

— WALGREEN CO CMN 1.0%

Value $2.286M Shares 39,800 Share Price $57.44 Est. Cost/Share $55.21 Unrealized @ Report Date —

TEX TEREX CORP (NEW) CMN 1.0%

Value $2.268M Shares 54,000 Share Price $42.00 * Est. Cost/Share $30.68 Unrealized @ Report Date +18.1%

URI UNITED RENTALS, INC CMN 1.0%

Value $2.257M Shares 28,960 Share Price $77.94 * Est. Cost/Share $51.88 Unrealized @ Report Date +25.1%

— MANITOWOC CO INC CMN 1.0%

Value $2.248M Shares 96,400 Share Price $23.32 Est. Cost/Share $20.17 Unrealized @ Report Date —

TKR TIMKEN CO CMN 0.9%

Value $2.17M Shares 39,400 Share Price $55.08 * Est. Cost/Share $41.12 Unrealized @ Report Date -5.1%

FLS FLOWSERVE CORPORATION CMN 0.9%

Value $2.057M Shares 26,100 Share Price $78.81 * Est. Cost/Share $43.73 Unrealized @ Report Date +26.6%

CMI CUMMINS INC COMMON STOCK 0.9%

Value $2.016M Shares 14,300 Share Price $140.98 * Est. Cost/Share $82.28 Unrealized @ Report Date +17.0%

WCC WESCO INTERNATIONAL INC CMN 0.8%

Value $1.967M Shares 21,600 Share Price $91.06 * Est. Cost/Share $69.44 Unrealized @ Report Date +16.8%

BAC BANK OF AMERICA CORP CMN 0.7%

Value $1.713M Shares 110,000 Share Price $15.57 * Est. Cost/Share $9.62 Unrealized @ Report Date +21.4%

SIEGY SIEMENS AKTIENGESELLSCHAFT SPONSORED ADR CMN 0.6%

Value $1.468M Shares 10,600 Share Price $138.49 Est. Cost/Share $120.47 Unrealized @ Report Date —

ROK ROCKWELL AUTOMATION INC CMN 0.6%

Value $1.406M Shares 11,900 Share Price $118.15 * Est. Cost/Share $67.20 Unrealized @ Report Date +30.0%

— VALE SA ADR SERIES A 0.6%

Value $1.398M Shares 99,788 Share Price $14.01 Est. Cost/Share $14.01 Unrealized @ Report Date —

EMBJ EMBRAER SA ADR CMN 0.6%

Value $1.28M Shares 39,768 Share Price $32.19 Est. Cost/Share $32.19 Unrealized @ Report Date —

— NAVISTAR INTL CORP (NEW) CMN 0.5%

Value $1.104M Shares 28,900 Share Price $38.20 Est. Cost/Share $29.14 Unrealized @ Report Date —

— CPFL ENERGIA, SA SPONSORED ADR CMN 0.5%

Value $1.079M Shares 67,396 Share Price $16.01 Est. Cost/Share $16.01 Unrealized @ Report Date —

PH PARKERHANNIFIN CORP CMN 0.4%

Value $1.029M Shares 8,000 Share Price $128.63 * Est. Cost/Share $75.97 Unrealized @ Report Date +25.1%

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
—	COSAN LIMITED CMN CLASS A	3,098,497	$42.51M	18.3%	$13.72	$17.88	—	COM	G25343107
XLI	INDUSTRIAL SELECT SECTOR SPDR 'SPDR'	646,500	$33.79M	14.5%	$52.26	$46.40	—	ETF	81369Y704
XLF	THE FINANCIAL SELECT SECTOR SPDR FUND	1,138,000	$24.88M	10.7%	$21.86	$18.21	—	ETF	81369Y605
JPM	JPMORGAN CHASE CO CMN	420,110	$24.57M	10.6%	$58.48 *	$38.58	+2.7%	COM	46625H100
EWZ	ISHARES MSCI BRAZIL CAPPED ETF	345,788	$15.45M	6.7%	$44.68	$46.89	—	ETF	464286400
AAPL	APPLE, INC CMN	16,700	$9.369M	4.0%	$561.02 *	$138.41	-88.2%	COM	037833100
C	CITIGROUP INC CMN	150,500	$7.843M	3.4%	$52.11 *	$36.76	+2.5%	COM	172967424
VALE	VALE SA ADR	496,404	$7.57M	3.3%	$15.25	$15.25	—	COM	91912E105
MS	MORGAN STANLEY CMN	217,800	$6.83M	2.9%	$31.36 *	$17.83	+22.3%	COM	617446448
ABEV	AMBEV S A SPONSORED ADR CMN	631,558	$4.642M	2.0%	$7.35	$7.35	—	COM	02319V103
—	EMC CORPORATION MASS CMN	144,700	$3.639M	1.6%	$25.15	$25.10	—	COM	268648102
COF	CAPITAL ONE FINANCIAL CORP CMN	44,100	$3.379M	1.5%	$76.62 *	$45.39	+26.3%	COM	14040H105
OSK	OSHKOSH CORPORATION CMN	65,200	$3.285M	1.4%	$50.38 *	$34.56	+19.6%	COM	688239201
GGB	GERDAU SA SPON ADR SPONSORED ADR CMN CLASS	416,972	$3.269M	1.4%	$7.84	$7.84	—	COM	373737105
—	GENERAL ELECTRIC CO CMN	114,300	$3.204M	1.4%	$28.03	$28.03	—	COM	369604103
CVS	CVS CAREMARK CORPORATION CMN	40,404	$2.892M	1.2%	$71.58 *	$39.53	+17.1%	COM	126650100
ABBNY	ABB LTD SPONSORED ADR CMN	104,200	$2.768M	1.2%	$26.56	$22.11	—	COM	000375204
UNP	UNION PACIFIC CORP CMN	14,000	$2.352M	1.0%	$168.00 *	$60.55	0.0%	COM	907818108
—	DISCOVER FINANCIAL SERVICES CMN	41,900	$2.344M	1.0%	$55.94	$46.34	—	COM	254709108
—	WALGREEN CO CMN	39,800	$2.286M	1.0%	$57.44	$55.21	—	COM	931422109
TEX	TEREX CORP (NEW) CMN	54,000	$2.268M	1.0%	$42.00 *	$30.68	+18.1%	COM	880779103
URI	UNITED RENTALS, INC CMN	28,960	$2.257M	1.0%	$77.94 *	$51.88	+25.1%	COM	911363109
—	MANITOWOC CO INC CMN	96,400	$2.248M	1.0%	$23.32	$20.17	—	COM	563571108
TKR	TIMKEN CO CMN	39,400	$2.17M	0.9%	$55.08 *	$41.12	-5.1%	COM	887389104
FLS	FLOWSERVE CORPORATION CMN	26,100	$2.057M	0.9%	$78.81 *	$43.73	+26.6%	COM	34354P105
CMI	CUMMINS INC COMMON STOCK	14,300	$2.016M	0.9%	$140.98 *	$82.28	+17.0%	COM	231021106
WCC	WESCO INTERNATIONAL INC CMN	21,600	$1.967M	0.8%	$91.06 *	$69.44	+16.8%	COM	95082P105
BAC	BANK OF AMERICA CORP CMN	110,000	$1.713M	0.7%	$15.57 *	$9.62	+21.4%	COM	060505104
SIEGY	SIEMENS AKTIENGESELLSCHAFT SPONSORED ADR CMN	10,600	$1.468M	0.6%	$138.49	$120.47	—	COM	826197501
ROK	ROCKWELL AUTOMATION INC CMN	11,900	$1.406M	0.6%	$118.15 *	$67.20	+30.0%	COM	773903109
—	VALE SA ADR SERIES A	99,788	$1.398M	0.6%	$14.01	$14.01	—	COM	91912E204
EMBJ	EMBRAER SA ADR CMN	39,768	$1.28M	0.6%	$32.19	$32.19	—	COM	29082A107
—	NAVISTAR INTL CORP (NEW) CMN	28,900	$1.104M	0.5%	$38.20	$29.14	—	COM	63934E108
—	CPFL ENERGIA, SA SPONSORED ADR CMN	67,396	$1.079M	0.5%	$16.01	$16.01	—	COM	126153105
PH	PARKERHANNIFIN CORP CMN	8,000	$1.029M	0.4%	$128.63 *	$75.97	+25.1%	COM	701094104