SPX Gestao de Recursos Ltda Quant / Systematic

CIK: 0001589176 · Show all filings

Period: Q3 2019 (← Previous) (Next →)

Filing Date: Oct 16, 2019

Total Value ($000): $588,349 (100.0% shares, 0.0% debt)

Holdings (32)

VALE VALE SA ADR 17.2%

Value ($000) $101,109 Shares 8,792,105 Est. Cost $43609.28 Unrealized —

ARMK ARAMARK COM STK 9.1%

Value ($000) $53,675 Shares 1,231,654 Est. Cost $23.95 Unrealized +8.3%

TMUS TMOBILE US INC COM STK 8.2%

Value ($000) $48,171 Shares 611,534 Est. Cost $73.01 Unrealized +3.7%

EWZ ISHARES MSCI BRAZIL ETF 7.9%

Value ($000) $46,534 Shares 1,104,522 Est. Cost $1468617.50 Unrealized —

MELI MERCADOLIBRE INC 6.9%

Value ($000) $40,389 Shares 73,270 Est. Cost $606.37 Unrealized 0.0%

INDA ISHARES MSCI INDIA INDEX FUND 5.0%

Value ($000) $29,192 Shares 869,600 Est. Cost $33.57 Unrealized —

PBR/A PETROLEO BRASILEIRO SA PETROBR ADR 4.8%

Value ($000) $27,972 Shares 2,128,798 Est. Cost $3754082.20 Unrealized —

— SPRINT CORP 4.2%

Value ($000) $24,599 Shares 3,986,931 Est. Cost $6.17 Unrealized —

LOW LOWES COS INC COM STK 4.1%

Value ($000) $24,323 Shares 221,200 Est. Cost $94.02 Unrealized 0.0%

— VANECK VECTORS RUSSIA ETF 4.0%

Value ($000) $23,494 Shares 1,030,000 Est. Cost $22.81 Unrealized —

BBD BANCO BRADESCO SA BRAD ADR 4.0%

Value ($000) $23,369 Shares 2,870,825 Est. Cost $209452.34 Unrealized —

— ADR TIM PARTICIPACOES SA COM STK 3.2%

Value ($000) $18,838 Shares 1,311,816 Est. Cost $14.49 Unrealized —

EWY ISHARES MSCI SOUTH KOREA ETF 3.0%

Value ($000) $17,845 Shares 316,730 Est. Cost $59.87 Unrealized —

PAGS PAGSEGURO DIGITAL LTDCL A 2.3%

Value ($000) $13,333 Shares 287,901 Est. Cost $46.45 Unrealized 0.0%

CCU CIA CERVECERIAS UNIDAS SA CERV ADR 1.8%

Value ($000) $10,781 Shares 485,865 Est. Cost $22.19 Unrealized —

— BANCO SANTANDER MEXICO ADR 1.7%

Value ($000) $10,206 Shares 1,620,000 Est. Cost $599964.94 Unrealized —

CCK CROWN HOLDINGS INC COM STK 1.7%

Value ($000) $10,090 Shares 152,736 Est. Cost $43.05 Unrealized +41.4%

TV GRUPO TELEVISA SA ADR 1.7%

Value ($000) $9,878 Shares 1,010,000 Est. Cost $687544.60 Unrealized —

CIG CIA ENERGETICA DE MINAS GERAIS ADR 1.7%

Value ($000) $9,868 Shares 2,910,984 Est. Cost $3.62 Unrealized —

IP INTERNATIONAL PAPER CO COM STK 1.2%

Value ($000) $6,786 Shares 162,255 Est. Cost $29.34 Unrealized 0.0%

SAN BANCO SANTANDER CEN SPON ADR 1.0%

Value ($000) $5,906 Shares 1,469,163 Est. Cost $4.02 Unrealized —

RIO RIO TINTO PLC ADR 0.9%

Value ($000) $5,545 Shares 106,457 Est. Cost $52.09 Unrealized —

TSN TYSON FOODS INC CL A COM STK 0.8%

Value ($000) $4,996 Shares 58,000 Est. Cost $70.68 Unrealized 0.0%

ENIC ENEL CHILE SA 0.6%

Value ($000) $3,747 Shares 890,000 Est. Cost $954512.75 Unrealized —

— DD3 ACQUISITION CORP 0.5%

Value ($000) $3,075 Shares 299,097 Est. Cost $10.02 Unrealized —

CPA COPA HOLDINGS SA COM STK 0.5%

Value ($000) $2,962 Shares 30,000 Est. Cost $84.05 Unrealized 0.0%

— PUT S 100 @ 7 EXP 01172020 0.5%

Value ($000) $2,872 Shares 25,700 Est. Cost $111.75 Unrealized —

TS TENARIS S A ADR 0.4%

Value ($000) $2,542 Shares 120,000 Est. Cost $21.18 Unrealized —

KOF COCA COLA FEMSA SAB DE CV ADR 0.3%

Value ($000) $1,691 Shares 27,890 Est. Cost $65.86 Unrealized —

TX TERNIUM SA ADR 0.3%

Value ($000) $1,535 Shares 80,000 Est. Cost $24.62 Unrealized —

ASR GRUPO AEROPORTUARIO DEL SUREST ADR 0.3%

Value ($000) $1,525 Shares 10,000 Est. Cost $153.73 Unrealized —

— COMPANHIA BRASILEIRA DE DISTRIBUIACAO 0.3%

Value ($000) $1,501 Shares 78,039 Est. Cost $2304738.80 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
VALE	VALE SA ADR	8,792,105	$101,109	17.2%	$43609.28	—	ADR	91912E105
ARMK	ARAMARK COM STK	1,231,654	$53,675	9.1%	$23.95	+8.3%	COM	03852U106
TMUS	TMOBILE US INC COM STK	611,534	$48,171	8.2%	$73.01	+3.7%	COM	872590104
EWZ	ISHARES MSCI BRAZIL ETF	1,104,522	$46,534	7.9%	$1468617.50	—	ETF	464286400
MELI	MERCADOLIBRE INC	73,270	$40,389	6.9%	$606.37	0.0%	COM	58733R102
INDA	ISHARES MSCI INDIA INDEX FUND	869,600	$29,192	5.0%	$33.57	—	MSCI INDIA ETF	46429B598
PBR/A	PETROLEO BRASILEIRO SA PETROBR ADR	2,128,798	$27,972	4.8%	$3754082.20	—	ADR	71654V101
—	SPRINT CORP	3,986,931	$24,599	4.2%	$6.17	—	COM	85207U105
LOW	LOWES COS INC COM STK	221,200	$24,323	4.1%	$94.02	0.0%	COM	548661107
—	VANECK VECTORS RUSSIA ETF	1,030,000	$23,494	4.0%	$22.81	—	RUSSIA ETF	92189F403
BBD	BANCO BRADESCO SA BRAD ADR	2,870,825	$23,369	4.0%	$209452.34	—	ADR	059460303
—	ADR TIM PARTICIPACOES SA COM STK	1,311,816	$18,838	3.2%	$14.49	—	SPONSORED ADR	88706P205
EWY	ISHARES MSCI SOUTH KOREA ETF	316,730	$17,845	3.0%	$59.87	—	ETF	464286772
PAGS	PAGSEGURO DIGITAL LTDCL A	287,901	$13,333	2.3%	$46.45	0.0%	COM CL A	G68707101
CCU	CIA CERVECERIAS UNIDAS SA CERV ADR	485,865	$10,781	1.8%	$22.19	—	SPONSORED ADR	204429104
—	BANCO SANTANDER MEXICO ADR	1,620,000	$10,206	1.7%	$599964.94	—	ADR	05969B103
CCK	CROWN HOLDINGS INC COM STK	152,736	$10,090	1.7%	$43.05	+41.4%	COM	228368106
TV	GRUPO TELEVISA SA ADR	1,010,000	$9,878	1.7%	$687544.60	—	ADR	40049J206
CIG	CIA ENERGETICA DE MINAS GERAIS ADR	2,910,984	$9,868	1.7%	$3.62	—	ADR	204409601
IP	INTERNATIONAL PAPER CO COM STK	162,255	$6,786	1.2%	$29.34	0.0%	COM	460146103
SAN	BANCO SANTANDER CEN SPON ADR	1,469,163	$5,906	1.0%	$4.02	—	ADR	05964H105
RIO	RIO TINTO PLC ADR	106,457	$5,545	0.9%	$52.09	—	SPONSORED ADR	767204100
TSN	TYSON FOODS INC CL A COM STK	58,000	$4,996	0.8%	$70.68	0.0%	CL A	902494103
ENIC	ENEL CHILE SA	890,000	$3,747	0.6%	$954512.75	—	SPONSORED ADS	29278D105
—	DD3 ACQUISITION CORP	299,097	$3,075	0.5%	$10.02	—	UNIT 10/12/2023	G2692M129
CPA	COPA HOLDINGS SA COM STK	30,000	$2,962	0.5%	$84.05	0.0%	CL A	P31076105
—	PUT S 100 @ 7 EXP 01172020	25,700	$2,872	0.5%	$111.75	—	PUT	99V6NX3C9
TS	TENARIS S A ADR	120,000	$2,542	0.4%	$21.18	—	SPONSORED ADS	88031M109
KOF	COCA COLA FEMSA SAB DE CV ADR	27,890	$1,691	0.3%	$65.86	—	ADR	191241108
TX	TERNIUM SA ADR	80,000	$1,535	0.3%	$24.62	—	ADR	880890108
ASR	GRUPO AEROPORTUARIO DEL SUREST ADR	10,000	$1,525	0.3%	$153.73	—	ADR	40051E202
—	COMPANHIA BRASILEIRA DE DISTRIBUIACAO	78,039	$1,501	0.3%	$2304738.80	—	ADR	20440T201