SPX Gestao de Recursos Ltda Quant / Systematic

CIK: 0001589176 · Show all filings

Period: Q4 2018 (← Previous) (Next →)

Filing Date: Jan 23, 2019

Total Value ($000): $355,404 (100.0% shares, 0.0% debt)

Holdings (40)

ARMK ARAMARK COM STK 10.1%

Value ($000) $36,065 Shares 1,244,922 Est. Cost $24.25 Unrealized -2.3%

BBD BANCO BRADESCO SA BRAD ADR 9.5%

Value ($000) $33,673 Shares 3,404,758 Est. Cost $2287460.00 Unrealized —

EBAY EBAY INC COM STK 8.5%

Value ($000) $30,312 Shares 1,079,857 Est. Cost $33.32 Unrealized -21.4%

SPY SPDR SP 500 ETF TRUST 8.5%

Value ($000) $30,115 Shares 120,500 Est. Cost $249.92 Unrealized —

CFG CITIZENS FINANCIAL GROUP INC COM STK 6.6%

Value ($000) $23,447 Shares 788,671 Est. Cost $27.43 Unrealized -6.3%

— COMPANHIA BRASILEIRA DE DISTRIBUIACAO 6.0%

Value ($000) $21,346 Shares 1,027,754 Est. Cost $2304738.80 Unrealized —

— AZUL SA 5.7%

Value ($000) $20,346 Shares 734,795 Est. Cost $1776993.80 Unrealized —

CCK CROWN HOLDINGS INC COM STK 4.2%

Value ($000) $14,904 Shares 358,525 Est. Cost $43.05 Unrealized +2.1%

— DOWDUPONT INC 3.8%

Value ($000) $13,564 Shares 253,628 Est. Cost $53.48 Unrealized —

— ROYAL DUTCH SHELL PLC ADR 3.3%

Value ($000) $11,885 Shares 203,964 Est. Cost $6823609.50 Unrealized —

PBR/A PETROLEO BRASILEIRO SA PETROBR ADR 3.0%

Value ($000) $10,715 Shares 924,527 Est. Cost $10283720.00 Unrealized —

JNJ JOHNSON JOHNSON COM 2.9%

Value ($000) $10,328 Shares 80,029 Est. Cost $114.14 Unrealized 0.0%

CAT CATERPILLAR INC 2.9%

Value ($000) $10,166 Shares 80,000 Est. Cost $111.50 Unrealized 0.0%

ITUB ITAU UNIBANCO HLDNG SA 2.5%

Value ($000) $9,049 Shares 990,023 Est. Cost $868983.10 Unrealized —

XLF FINANCIAL SELECT SECTOR SPDR 2.2%

Value ($000) $7,703 Shares 323,400 Est. Cost $23.82 Unrealized —

ABEV COMPANHIA DE BEBIDAS DAS AMERICAS AMBEV 2.1%

Value ($000) $7,464 Shares 1,904,063 Est. Cost $3.92 Unrealized —

SAN BANCO SANTANDER CEN SPON ADR 2.0%

Value ($000) $7,179 Shares 1,602,434 Est. Cost $4.48 Unrealized —

KEY KEYCORP NY COM STK 1.5%

Value ($000) $5,173 Shares 350,000 Est. Cost $14.64 Unrealized -14.5%

LOMA LOMA NGR ARG SCD 1.3%

Value ($000) $4,449 Shares 399,700 Est. Cost $23.04 Unrealized —

VALE VALE SA ADR 1.1%

Value ($000) $3,900 Shares 295,660 Est. Cost $2616308.80 Unrealized —

EWZ ISHARES MSCI BRAZIL ETF 1.0%

Value ($000) $3,525 Shares 92,289 Est. Cost $33730000.00 Unrealized —

— CALL SPY 100 @ 254 EXP 01112019 1.0%

Value ($000) $3,450 Shares 14,000 Est. Cost $246.43 Unrealized —

MT ARCELORMITTAL ADR 0.9%

Value ($000) $3,371 Shares 163,078 Est. Cost $17740752.00 Unrealized —

C CITIGROUP INC COM STK 0.9%

Value ($000) $3,057 Shares 58,725 Est. Cost $54.77 Unrealized -9.9%

— DD3 ACQUISITION CORP 0.8%

Value ($000) $3,006 Shares 300,000 Est. Cost $10.02 Unrealized —

— FIAT CHRYSLER AUTOMOBILES NV COM 0.8%

Value ($000) $2,820 Shares 195,000 Est. Cost $14.46 Unrealized —

ENIC ENEL CHILE SA 0.8%

Value ($000) $2,676 Shares 540,700 Est. Cost $1602858.10 Unrealized —

TV GRUPO TELEVISA SA ADR 0.7%

Value ($000) $2,491 Shares 198,000 Est. Cost $3852637.80 Unrealized —

CEPU CENTRAL PUERTO 0.6%

Value ($000) $2,161 Shares 234,900 Est. Cost $16.84 Unrealized —

WLK WESTLAKE CHEM 0.6%

Value ($000) $2,127 Shares 32,147 Est. Cost $64.35 Unrealized 0.0%

— IRSA PROPIEDADES COMERCIADR 0.6%

Value ($000) $2,062 Shares 114,343 Est. Cost $54.81 Unrealized —

BAC BANK OF AMERICA CORP COM STK 0.6%

Value ($000) $2,039 Shares 82,751 Est. Cost $24.85 Unrealized -8.3%

UGP ULTRAPAR PARTICIPACOES SA ADR 0.5%

Value ($000) $1,935 Shares 142,938 Est. Cost $1092323.80 Unrealized —

AXIA CENTRAIS ELETRICAS BRASILEIRAS ADR 0.4%

Value ($000) $1,540 Shares 242,598 Est. Cost $6.35 Unrealized —

PBR PETROLEO BRASIL 0.4%

Value ($000) $1,501 Shares 115,394 Est. Cost $12070000.00 Unrealized —

ASR GRUPO AEROPORTUARIO DEL SUREST ADR 0.4%

Value ($000) $1,319 Shares 8,756 Est. Cost $150.64 Unrealized —

— DESPEGARCOM CORP COM STK 0.3%

Value ($000) $1,241 Shares 100,000 Est. Cost $12.41 Unrealized —

BMA BANCO MACRO BANSUD S A SPON ADR B 0.3%

Value ($000) $1,149 Shares 25,986 Est. Cost $107.97 Unrealized —

— BANCO SANTANDER MEXICO ADR 0.3%

Value ($000) $1,095 Shares 177,700 Est. Cost $7403333.50 Unrealized —

CIG CIA ENERGETICA DE MINAS GERAIS ADR 0.3%

Value ($000) $1,056 Shares 296,678 Est. Cost $3.56 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
ARMK	ARAMARK COM STK	1,244,922	$36,065	10.1%	$24.25	-2.3%	COM	03852U106
BBD	BANCO BRADESCO SA BRAD ADR	3,404,758	$33,673	9.5%	$2287460.00	—	ADR	059460303
EBAY	EBAY INC COM STK	1,079,857	$30,312	8.5%	$33.32	-21.4%	COM	278642103
SPY	SPDR SP 500 ETF TRUST	120,500	$30,115	8.5%	$249.92	—	TR UNIT	78462F103
CFG	CITIZENS FINANCIAL GROUP INC COM STK	788,671	$23,447	6.6%	$27.43	-6.3%	COM	174610105
—	COMPANHIA BRASILEIRA DE DISTRIBUIACAO	1,027,754	$21,346	6.0%	$2304738.80	—	SPN ADR PFD CL A	20440T201
—	AZUL SA	734,795	$20,346	5.7%	$1776993.80	—	ADR	05501U106
CCK	CROWN HOLDINGS INC COM STK	358,525	$14,904	4.2%	$43.05	+2.1%	COM	228368106
—	DOWDUPONT INC	253,628	$13,564	3.8%	$53.48	—	COM	26078J100
—	ROYAL DUTCH SHELL PLC ADR	203,964	$11,885	3.3%	$6823609.50	—	ADR	780259206
PBR/A	PETROLEO BRASILEIRO SA PETROBR ADR	924,527	$10,715	3.0%	$10283720.00	—	SP ADR NON VTG	71654V101
JNJ	JOHNSON JOHNSON COM	80,029	$10,328	2.9%	$114.14	0.0%	COM	478160104
CAT	CATERPILLAR INC	80,000	$10,166	2.9%	$111.50	0.0%	COM	149123101
ITUB	ITAU UNIBANCO HLDNG SA	990,023	$9,049	2.5%	$868983.10	—	ADR	465562106
XLF	FINANCIAL SELECT SECTOR SPDR	323,400	$7,703	2.2%	$23.82	—	SBI MATERIALS	81369Y605
ABEV	COMPANHIA DE BEBIDAS DAS AMERICAS AMBEV	1,904,063	$7,464	2.1%	$3.92	—	SPONSORED ADR	02319V103
SAN	BANCO SANTANDER CEN SPON ADR	1,602,434	$7,179	2.0%	$4.48	—	SPONSORED ADR	05964H105
KEY	KEYCORP NY COM STK	350,000	$5,173	1.5%	$14.64	-14.5%	COM	493267108
LOMA	LOMA NGR ARG SCD	399,700	$4,449	1.3%	$23.04	—	SPONSORED ADS	54150E104
VALE	VALE SA ADR	295,660	$3,900	1.1%	$2616308.80	—	ADR	91912E105
EWZ	ISHARES MSCI BRAZIL ETF	92,289	$3,525	1.0%	$33730000.00	—	ETF	464286400
—	CALL SPY 100 @ 254 EXP 01112019	14,000	$3,450	1.0%	$246.43	—	CALL	99O094330
MT	ARCELORMITTAL ADR	163,078	$3,371	0.9%	$17740752.00	—	ADR	03938L203
C	CITIGROUP INC COM STK	58,725	$3,057	0.9%	$54.77	-9.9%	COM	172967424
—	DD3 ACQUISITION CORP	300,000	$3,006	0.8%	$10.02	—	UNIT 10/12/2023	G2692M129
—	FIAT CHRYSLER AUTOMOBILES NV COM	195,000	$2,820	0.8%	$14.46	—	COM	N31738102
ENIC	ENEL CHILE SA	540,700	$2,676	0.8%	$1602858.10	—	SPONSORED ADR	29278D105
TV	GRUPO TELEVISA SA ADR	198,000	$2,491	0.7%	$3852637.80	—	ADR	40049J206
CEPU	CENTRAL PUERTO	234,900	$2,161	0.6%	$16.84	—	SPONSORED ADR	155038201
WLK	WESTLAKE CHEM	32,147	$2,127	0.6%	$64.35	0.0%	COM	960413102
—	IRSA PROPIEDADES COMERCIADR	114,343	$2,062	0.6%	$54.81	—	ADR	463588103
BAC	BANK OF AMERICA CORP COM STK	82,751	$2,039	0.6%	$24.85	-8.3%	COM	060505104
UGP	ULTRAPAR PARTICIPACOES SA ADR	142,938	$1,935	0.5%	$1092323.80	—	ADR	90400P101
AXIA	CENTRAIS ELETRICAS BRASILEIRAS ADR	242,598	$1,540	0.4%	$6.35	—	ADR	15234Q207
PBR	PETROLEO BRASIL	115,394	$1,501	0.4%	$12070000.00	—	SPONSORED ADR	71654V408
ASR	GRUPO AEROPORTUARIO DEL SUREST ADR	8,756	$1,319	0.4%	$150.64	—	ADR	40051E202
—	DESPEGARCOM CORP COM STK	100,000	$1,241	0.3%	$12.41	—	COM	G27358103
BMA	BANCO MACRO BANSUD S A SPON ADR B	25,986	$1,149	0.3%	$107.97	—	SPON ADR B	05961W105
—	BANCO SANTANDER MEXICO ADR	177,700	$1,095	0.3%	$7403333.50	—	ADR	05969B103
CIG	CIA ENERGETICA DE MINAS GERAIS ADR	296,678	$1,056	0.3%	$3.56	—	ADR	204409601