SPX Gestao de Recursos Ltda Quant / Systematic

CIK: 0001589176 · Show all filings

Period: Q2 2019 (← Previous) (Next →)

Filing Date: Jul 10, 2019

Total Value ($000): $656,688 (100.0% shares, 0.0% debt)

Holdings (36)

VALE VALE SA ADR 21.0%

Value ($000) $137,901 Shares 10,260,458 Est. Cost $43609.28 Unrealized —

EEM ISHARES MSCI EMERGING MARKETS ETF 15.9%

Value ($000) $104,576 Shares 2,437,100 Est. Cost $42.91 Unrealized —

EWY ISHARES MSCI SOUTH KOREA ETF 8.8%

Value ($000) $57,475 Shares 960,000 Est. Cost $59.87 Unrealized —

ARMK ARAMARK COM STK 7.5%

Value ($000) $49,526 Shares 1,373,422 Est. Cost $23.95 Unrealized -10.2%

PBR/A PETROLEO BRASILEIRO SA PETROBR ADR 5.5%

Value ($000) $35,963 Shares 2,532,603 Est. Cost $3754082.20 Unrealized —

FXI ISHARE CHINA LARGE CAP ETF 5.2%

Value ($000) $34,216 Shares 800,000 Est. Cost $42.77 Unrealized —

TMUS TMOBILE US INC COM STK 4.7%

Value ($000) $30,997 Shares 418,086 Est. Cost $71.76 Unrealized 0.0%

BBD BANCO BRADESCO SA BRAD ADR 4.5%

Value ($000) $29,663 Shares 3,020,689 Est. Cost $209452.34 Unrealized —

EBAY EBAY INC COM STK 3.1%

Value ($000) $20,527 Shares 519,675 Est. Cost $33.32 Unrealized +0.9%

PBR PETROLEO BRASIL 2.6%

Value ($000) $16,950 Shares 1,088,648 Est. Cost $1279404.20 Unrealized —

— BANCO SANTANDER MEXICO ADR 2.6%

Value ($000) $16,775 Shares 2,192,774 Est. Cost $599964.94 Unrealized —

— AZUL SA 2.4%

Value ($000) $15,585 Shares 466,062 Est. Cost $1626689.00 Unrealized —

CIG CIA ENERGETICA DE MINAS GERAIS ADR 2.0%

Value ($000) $12,882 Shares 3,381,094 Est. Cost $3.62 Unrealized —

CCK CROWN HOLDINGS INC COM STK 1.7%

Value ($000) $11,484 Shares 187,949 Est. Cost $43.05 Unrealized +28.7%

TV GRUPO TELEVISA SA ADR 1.4%

Value ($000) $9,364 Shares 1,109,500 Est. Cost $687544.60 Unrealized —

— AVON PRODS INC COM STK 1.3%

Value ($000) $8,340 Shares 2,149,417 Est. Cost $3.88 Unrealized —

— BBVA BANCO FRANCES SA ADR 1.3%

Value ($000) $8,281 Shares 731,545 Est. Cost $10.22 Unrealized —

BA BOEING USD5 COM 1.0%

Value ($000) $6,370 Shares 17,500 Est. Cost $357.24 Unrealized 0.0%

EWZ ISHARES MSCI BRAZIL ETF 0.7%

Value ($000) $4,561 Shares 104,313 Est. Cost $15550106.00 Unrealized —

— COSAN LTD COM STK 0.7%

Value ($000) $4,318 Shares 323,177 Est. Cost $13.36 Unrealized —

— ADR TIM PARTICIPACOES SA COM STK 0.6%

Value ($000) $4,237 Shares 283,020 Est. Cost $14.97 Unrealized —

GGB GERDAU SA COSG ADR 0.6%

Value ($000) $3,905 Shares 1,003,920 Est. Cost $3.89 Unrealized —

ARCO ARCOS DORADOS HOLDINGS INC COM STK 0.6%

Value ($000) $3,885 Shares 533,641 Est. Cost $5.98 Unrealized 0.0%

— DD3 ACQUISITION CORP 0.5%

Value ($000) $3,072 Shares 300,000 Est. Cost $10.02 Unrealized —

TX TERNIUM SA ADR 0.4%

Value ($000) $2,940 Shares 131,094 Est. Cost $24.62 Unrealized —

ALB ALBEMARLE CORP COM STK 0.4%

Value ($000) $2,816 Shares 40,000 Est. Cost $67.39 Unrealized 0.0%

ENIC ENEL CHILE SA 0.4%

Value ($000) $2,533 Shares 530,000 Est. Cost $1602858.10 Unrealized —

MT ARCELORMITTAL ADR 0.4%

Value ($000) $2,480 Shares 137,548 Est. Cost $12296166.00 Unrealized —

SID COMPANHIA SIDERURGICA NACIONAL ADR 0.4%

Value ($000) $2,354 Shares 546,223 Est. Cost $4.31 Unrealized —

MPC MARATHON PETROLEUM CORP COM STK 0.3%

Value ($000) $2,235 Shares 40,000 Est. Cost $44.27 Unrealized 0.0%

— COMPANHIA BRASILEIRA DE DISTRIBUIACAO 0.3%

Value ($000) $1,904 Shares 77,788 Est. Cost $2304738.80 Unrealized —

— DESPEGARCOM CORP COM STK 0.3%

Value ($000) $1,872 Shares 134,800 Est. Cost $13.34 Unrealized —

CEPU CENTRAL PUERTO 0.3%

Value ($000) $1,854 Shares 200,000 Est. Cost $16.84 Unrealized —

KOF COCA COLA FEMSA SAB DE CV ADR 0.3%

Value ($000) $1,733 Shares 27,890 Est. Cost $65.86 Unrealized —

ASR GRUPO AEROPORTUARIO DEL SUREST ADR 0.2%

Value ($000) $1,621 Shares 10,000 Est. Cost $153.73 Unrealized —

— IRSA PROPIEDADES COMERCIADR 0.2%

Value ($000) $1,493 Shares 73,068 Est. Cost $54.81 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
VALE	VALE SA ADR	10,260,458	$137,901	21.0%	$43609.28	—	ADR	91912E105
EEM	ISHARES MSCI EMERGING MARKETS ETF	2,437,100	$104,576	15.9%	$42.91	—	ETF	464287234
EWY	ISHARES MSCI SOUTH KOREA ETF	960,000	$57,475	8.8%	$59.87	—	ETF	464286772
ARMK	ARAMARK COM STK	1,373,422	$49,526	7.5%	$23.95	-10.2%	COM	03852U106
PBR/A	PETROLEO BRASILEIRO SA PETROBR ADR	2,532,603	$35,963	5.5%	$3754082.20	—	ADR	71654V101
FXI	ISHARE CHINA LARGE CAP ETF	800,000	$34,216	5.2%	$42.77	—	ETF	464287184
TMUS	TMOBILE US INC COM STK	418,086	$30,997	4.7%	$71.76	0.0%	COM	872590104
BBD	BANCO BRADESCO SA BRAD ADR	3,020,689	$29,663	4.5%	$209452.34	—	ADR	059460303
EBAY	EBAY INC COM STK	519,675	$20,527	3.1%	$33.32	+0.9%	COM	278642103
PBR	PETROLEO BRASIL	1,088,648	$16,950	2.6%	$1279404.20	—	ADR	71654V408
—	BANCO SANTANDER MEXICO ADR	2,192,774	$16,775	2.6%	$599964.94	—	ADR	05969B103
—	AZUL SA	466,062	$15,585	2.4%	$1626689.00	—	ADR	05501U106
CIG	CIA ENERGETICA DE MINAS GERAIS ADR	3,381,094	$12,882	2.0%	$3.62	—	ADR	204409601
CCK	CROWN HOLDINGS INC COM STK	187,949	$11,484	1.7%	$43.05	+28.7%	COM	228368106
TV	GRUPO TELEVISA SA ADR	1,109,500	$9,364	1.4%	$687544.60	—	ADR	40049J206
—	AVON PRODS INC COM STK	2,149,417	$8,340	1.3%	$3.88	—	COM	054303102
—	BBVA BANCO FRANCES SA ADR	731,545	$8,281	1.3%	$10.22	—	ADR	07329M100
BA	BOEING USD5 COM	17,500	$6,370	1.0%	$357.24	0.0%	COM	097023105
EWZ	ISHARES MSCI BRAZIL ETF	104,313	$4,561	0.7%	$15550106.00	—	ETF	464286400
—	COSAN LTD COM STK	323,177	$4,318	0.7%	$13.36	—	SHS A	G25343107
—	ADR TIM PARTICIPACOES SA COM STK	283,020	$4,237	0.6%	$14.97	—	SPONSORED ADR	88706P205
GGB	GERDAU SA COSG ADR	1,003,920	$3,905	0.6%	$3.89	—	ADR	373737105
ARCO	ARCOS DORADOS HOLDINGS INC COM STK	533,641	$3,885	0.6%	$5.98	0.0%	SHS CLASS -A -	G0457F107
—	DD3 ACQUISITION CORP	300,000	$3,072	0.5%	$10.02	—	UNIT 10/12/2023	G2692M129
TX	TERNIUM SA ADR	131,094	$2,940	0.4%	$24.62	—	ADR	880890108
ALB	ALBEMARLE CORP COM STK	40,000	$2,816	0.4%	$67.39	0.0%	COM	012653101
ENIC	ENEL CHILE SA	530,000	$2,533	0.4%	$1602858.10	—	SPONSORED ADS	29278D105
MT	ARCELORMITTAL ADR	137,548	$2,480	0.4%	$12296166.00	—	ADR	03938L203
SID	COMPANHIA SIDERURGICA NACIONAL ADR	546,223	$2,354	0.4%	$4.31	—	SPONSORED ADR	20440W105
MPC	MARATHON PETROLEUM CORP COM STK	40,000	$2,235	0.3%	$44.27	0.0%	COM	56585A102
—	COMPANHIA BRASILEIRA DE DISTRIBUIACAO	77,788	$1,904	0.3%	$2304738.80	—	ADR	20440T201
—	DESPEGARCOM CORP COM STK	134,800	$1,872	0.3%	$13.34	—	COM	G27358103
CEPU	CENTRAL PUERTO	200,000	$1,854	0.3%	$16.84	—	SPONSORED ADS	155038201
KOF	COCA COLA FEMSA SAB DE CV ADR	27,890	$1,733	0.3%	$65.86	—	ADR	191241108
ASR	GRUPO AEROPORTUARIO DEL SUREST ADR	10,000	$1,621	0.2%	$153.73	—	ADR	40051E202
—	IRSA PROPIEDADES COMERCIADR	73,068	$1,493	0.2%	$54.81	—	ADR	463588103