SPX Gestao de Recursos Ltda Quant / Systematic

Location: Rio De Janeiro, Brazil

CIK: 0001589176 · Show all filings

Period: Q4 2014 (← Previous) (Next →)

Filing Date: Nov 19, 2018

Total Value: $292M (100.0% shares, 0.0% debt)

Holdings (33)

AAXJ ISHARES MSCI ALLCOUNTRY ASIA EXJAPAN ETF 15.0%

Value $43.94M Shares 721,188 Share Price $60.93 Est. Cost/Share $60.99 Unrealized @ Report Date —

PBR/A PETROLEO BRASILEIRO SA SPON ADR 11.4%

Value $33.19M Shares 4,378,384 Share Price $7.58 Est. Cost/Share $9.42 Unrealized @ Report Date —

— COSAN LIMITED CMN CLASS A 8.5%

Value $24.84M Shares 3,205,479 Share Price $7.75 Est. Cost/Share $13.42 Unrealized @ Report Date —

CX CEMEX, SAB DE CV SPONSORED ADR CMN 6.3%

Value $18.28M Shares 1,793,745 Share Price $10.19 Est. Cost/Share $12.59 Unrealized @ Report Date —

XRT SPDR SP RETAIL ETF ETF 5.3%

Value $15.55M Shares 162,000 Share Price $96.01 Est. Cost/Share $96.01 Unrealized @ Report Date —

ITUB ITAU UNIBANCO BANCO HLDNG SA SPONSORED ADR CMN 5.3%

Value $15.45M Shares 1,187,846 Share Price $13.01 Est. Cost/Share $13.01 Unrealized @ Report Date —

XLY AMEX CONSUMER DISCRETIONARY SELECT SECTOR 'SPDR' FUND 5.3%

Value $15.37M Shares 213,000 Share Price $72.15 Est. Cost/Share $72.15 Unrealized @ Report Date —

EWW ISHARES MSCI MEXICO CAPPED ETF tock Exchange 4.8%

Value $13.93M Shares 234,610 Share Price $59.39 Est. Cost/Share $59.39 Unrealized @ Report Date —

XLK TECHNOLOGY SELECT INDEX 'SPDR' 3.3%

Value $9.759M Shares 236,000 Share Price $41.35 Est. Cost/Share $41.35 Unrealized @ Report Date —

JPM JPMORGAN CHASE CO CMN 2.7%

Value $8.014M Shares 128,057 Share Price $62.58 * Est. Cost/Share $41.82 Unrealized @ Report Date +6.9%

BAC BANK OF AMERICA CORP CMN 2.7%

Value $7.997M Shares 447,000 Share Price $17.89 * Est. Cost/Share $13.01 Unrealized @ Report Date +4.1%

FLR FLUOR CORPORATION CMN 2.7%

Value $7.882M Shares 130,000 Share Price $60.63 * Est. Cost/Share $56.60 Unrealized @ Report Date 0.0%

— PETROBRAS ENERGIA SA SPONSORED ADR CMN 2.5%

Value $7.375M Shares 1,492,991 Share Price $4.94 Est. Cost/Share $5.45 Unrealized @ Report Date —

— GOOGLE INC CMN CLASS C 2.2%

Value $6.317M Shares 12,000 Share Price $526.42 Est. Cost/Share $526.42 Unrealized @ Report Date —

COF CAPITAL ONE FINANCIAL CORP CMN 1.9%

Value $5.531M Shares 67,000 Share Price $82.55 * Est. Cost/Share $56.43 Unrealized @ Report Date +17.9%

— OI SA SPONSORED ADR CMN 1.9%

Value $5.475M Shares 1,634,359 Share Price $3.35 Est. Cost/Share $3.35 Unrealized @ Report Date —

WFC WELLS FARGO CO (NEW) CMN 1.8%

Value $5.318M Shares 97,000 Share Price $54.82 * Est. Cost/Share $38.77 Unrealized @ Report Date 0.0%

PRU PRUDENTIAL FINANCIAL INC CMN 1.7%

Value $5.066M Shares 56,000 Share Price $90.46 * Est. Cost/Share $54.95 Unrealized @ Report Date -3.3%

— DISCOVER FINANCIAL SERVICES CMN 1.6%

Value $4.656M Shares 71,100 Share Price $65.49 Est. Cost/Share $53.52 Unrealized @ Report Date —

ARCO ARCOS DORADOS HOLDINGS INC CMN 1.5%

Value $4.346M Shares 803,290 Share Price $5.41 * Est. Cost/Share $5.19 Unrealized @ Report Date 0.0%

— KAPSTONE PAPER AND PACKAGING CORPORATION CMN 1.3%

Value $3.752M Shares 128,000 Share Price $29.31 Est. Cost/Share $29.31 Unrealized @ Report Date —

IP INTERNATIONAL PAPER CO CMN 1.2%

Value $3.617M Shares 67,500 Share Price $53.59 * Est. Cost/Share $27.05 Unrealized @ Report Date +13.4%

AXP AMERICAN EXPRESS CO CMN 1.1%

Value $3.256M Shares 35,000 Share Price $93.03 * Est. Cost/Share $76.41 Unrealized @ Report Date 0.0%

BAK BRASKEM SA ADR CMN 1.0%

Value $3.006M Shares 232,868 Share Price $12.91 Est. Cost/Share $13.00 Unrealized @ Report Date —

C CITIGROUP INC CMN 1.0%

Value $3.005M Shares 55,539 Share Price $54.11 * Est. Cost/Share $36.49 Unrealized @ Report Date +8.4%

BA BOEING COMPANY CMN 1.0%

Value $2.99M Shares 23,000 Share Price $130.00 * Est. Cost/Share $110.65 Unrealized @ Report Date 0.0%

BSBR BANCO SANTANDER (BRASIL) SA ADR CMN 0.9%

Value $2.748M Shares 547,361 Share Price $5.02 Est. Cost/Share $5.02 Unrealized @ Report Date —

KEY KEYCORP CMN 0.8%

Value $2.433M Shares 175,000 Share Price $13.90 * Est. Cost/Share $8.62 Unrealized @ Report Date 0.0%

USB US BANCORP CMN 0.8%

Value $2.427M Shares 54,000 Share Price $44.94 * Est. Cost/Share $29.12 Unrealized @ Report Date 0.0%

— TIM PARTICIPACOES SA SPONSORED ADR CMN 0.8%

Value $2.243M Shares 101,006 Share Price $22.21 Est. Cost/Share $22.21 Unrealized @ Report Date —

— GRUPO FINANCIERO SANTANDER MEXICO, SAB DE CV SPONSORED ADR CMN 0.6%

Value $1.816M Shares 175,263 Share Price $10.36 Est. Cost/Share $10.36 Unrealized @ Report Date —

SBS COMPANHIA DE SANEAMENTO BASICO DO ESTADO DE SAO PAULO ADR 0.5%

Value $1.415M Shares 225,000 Share Price $6.29 Est. Cost/Share $6.29 Unrealized @ Report Date —

GGB GERDAU SA SPON ADR SPONSORED ADR CMN CLASS 0.4%

Value $1.224M Shares 344,859 Share Price $3.55 Est. Cost/Share $3.55 Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
AAXJ	ISHARES MSCI ALLCOUNTRY ASIA EXJAPAN ETF	721,188	$43.94M	15.0%	$60.93	$60.99	—	ETF	464288182
PBR/A	PETROLEO BRASILEIRO SA SPON ADR	4,378,384	$33.19M	11.4%	$7.58	$9.42	—	COM	71654V101
—	COSAN LIMITED CMN CLASS A	3,205,479	$24.84M	8.5%	$7.75	$13.42	—	COM	G25343107
CX	CEMEX, SAB DE CV SPONSORED ADR CMN	1,793,745	$18.28M	6.3%	$10.19	$12.59	—	COM	151290889
XRT	SPDR SP RETAIL ETF ETF	162,000	$15.55M	5.3%	$96.01	$96.01	—	ETF	78464A714
ITUB	ITAU UNIBANCO BANCO HLDNG SA SPONSORED ADR CMN	1,187,846	$15.45M	5.3%	$13.01	$13.01	—	COM	465562106
XLY	AMEX CONSUMER DISCRETIONARY SELECT SECTOR 'SPDR' FUND	213,000	$15.37M	5.3%	$72.15	$72.15	—	ETF	81369Y407
EWW	ISHARES MSCI MEXICO CAPPED ETF tock Exchange	234,610	$13.93M	4.8%	$59.39	$59.39	—	ETF	464286822
XLK	TECHNOLOGY SELECT INDEX 'SPDR'	236,000	$9.759M	3.3%	$41.35	$41.35	—	ETF	81369Y803
JPM	JPMORGAN CHASE CO CMN	128,057	$8.014M	2.7%	$62.58 *	$41.82	+6.9%	COM	46625H100
BAC	BANK OF AMERICA CORP CMN	447,000	$7.997M	2.7%	$17.89 *	$13.01	+4.1%	COM	060505104
FLR	FLUOR CORPORATION CMN	130,000	$7.882M	2.7%	$60.63 *	$56.60	0.0%	COM	343412102
—	PETROBRAS ENERGIA SA SPONSORED ADR CMN	1,492,991	$7.375M	2.5%	$4.94	$5.45	—	COM	71646J109
—	GOOGLE INC CMN CLASS C	12,000	$6.317M	2.2%	$526.42	$526.42	—	COM	38259P706
COF	CAPITAL ONE FINANCIAL CORP CMN	67,000	$5.531M	1.9%	$82.55 *	$56.43	+17.9%	COM	14040H105
—	OI SA SPONSORED ADR CMN	1,634,359	$5.475M	1.9%	$3.35	$3.35	—	COM	670851302
WFC	WELLS FARGO CO (NEW) CMN	97,000	$5.318M	1.8%	$54.82 *	$38.77	0.0%	COM	949746101
PRU	PRUDENTIAL FINANCIAL INC CMN	56,000	$5.066M	1.7%	$90.46 *	$54.95	-3.3%	COM	744320102
—	DISCOVER FINANCIAL SERVICES CMN	71,100	$4.656M	1.6%	$65.49	$53.52	—	COM	254709108
ARCO	ARCOS DORADOS HOLDINGS INC CMN	803,290	$4.346M	1.5%	$5.41 *	$5.19	0.0%	COM	G0457F107
—	KAPSTONE PAPER AND PACKAGING CORPORATION CMN	128,000	$3.752M	1.3%	$29.31	$29.31	—	COM	48562P103
IP	INTERNATIONAL PAPER CO CMN	67,500	$3.617M	1.2%	$53.59 *	$27.05	+13.4%	COM	460146103
AXP	AMERICAN EXPRESS CO CMN	35,000	$3.256M	1.1%	$93.03 *	$76.41	0.0%	COM	025816109
BAK	BRASKEM SA ADR CMN	232,868	$3.006M	1.0%	$12.91	$13.00	—	COM	105532105
C	CITIGROUP INC CMN	55,539	$3.005M	1.0%	$54.11 *	$36.49	+8.4%	COM	172967424
BA	BOEING COMPANY CMN	23,000	$2.99M	1.0%	$130.00 *	$110.65	0.0%	COM	097023105
BSBR	BANCO SANTANDER (BRASIL) SA ADR CMN	547,361	$2.748M	0.9%	$5.02	$5.02	—	COM	05967A107
KEY	KEYCORP CMN	175,000	$2.433M	0.8%	$13.90 *	$8.62	0.0%	COM	493267108
USB	US BANCORP CMN	54,000	$2.427M	0.8%	$44.94 *	$29.12	0.0%	COM	902973304
—	TIM PARTICIPACOES SA SPONSORED ADR CMN	101,006	$2.243M	0.8%	$22.21	$22.21	—	COM	88706P205
—	GRUPO FINANCIERO SANTANDER MEXICO, SAB DE CV SPONSORED ADR CMN	175,263	$1.816M	0.6%	$10.36	$10.36	—	COM	40053C105
SBS	COMPANHIA DE SANEAMENTO BASICO DO ESTADO DE SAO PAULO ADR	225,000	$1.415M	0.5%	$6.29	$6.29	—	COM	20441A102
GGB	GERDAU SA SPON ADR SPONSORED ADR CMN CLASS	344,859	$1.224M	0.4%	$3.55	$3.55	—	COM	373737105