SPX Gestao de Recursos Ltda Quant / Systematic

CIK: 0001589176 · Show all filings

Period: Q4 2019 (← Previous) (Next →)

Filing Date: Jan 28, 2020

Total Value ($000): $642,876 (100.0% shares, 0.0% debt)

Holdings (36)

EEM ISHARES MSCI EMERGING MARKETS ETF 10.2%

Value ($000) $65,735 Shares 1,465,000 Est. Cost $44.87 Unrealized —

TMUS TMOBILE US INC COM STK 9.5%

Value ($000) $60,890 Shares 776,466 Est. Cost $73.64 Unrealized +3.2%

LOW LOWES COS INC COM STK 9.1%

Value ($000) $58,506 Shares 488,523 Est. Cost $98.59 Unrealized +3.8%

ARMK ARAMARK COM STK 7.6%

Value ($000) $48,723 Shares 1,122,654 Est. Cost $23.95 Unrealized +21.1%

— ROYAL DUTCH SHELL PLC ADR 6.9%

Value ($000) $44,507 Shares 754,613 Est. Cost $58.98 Unrealized —

RIO RIO TINTO PLC ADR 6.4%

Value ($000) $41,239 Shares 694,733 Est. Cost $58.25 Unrealized —

VALE VALE SA ADR 6.2%

Value ($000) $40,178 Shares 3,043,773 Est. Cost $43609.28 Unrealized —

— AVON PRODS INC COM STK 5.7%

Value ($000) $36,537 Shares 6,478,181 Est. Cost $5.64 Unrealized —

XLI INDUSTRIAL SELECT SECT SPDR 4.6%

Value ($000) $29,411 Shares 361,000 Est. Cost $81.47 Unrealized —

BBD BANCO BRADESCO SA BRAD ADR 4.6%

Value ($000) $29,325 Shares 3,276,563 Est. Cost $183516.89 Unrealized —

— ADR TIM PARTICIPACOES SA COM STK 3.7%

Value ($000) $23,802 Shares 1,245,502 Est. Cost $14.49 Unrealized —

XP XP INC COM STK 3.3%

Value ($000) $21,427 Shares 556,248 Est. Cost $37.54 Unrealized 0.0%

— SPRINT CORP 3.2%

Value ($000) $20,785 Shares 3,989,390 Est. Cost $6.17 Unrealized —

BP BP AMOCO PLC ADR 2.4%

Value ($000) $15,196 Shares 402,653 Est. Cost $37.74 Unrealized —

— BANCO SANTANDER MEXICO ADR 2.1%

Value ($000) $13,797 Shares 2,034,950 Est. Cost $477626.47 Unrealized —

EMBJ EMBRAER S A ADR 1.6%

Value ($000) $10,297 Shares 528,345 Est. Cost $19.49 Unrealized —

TV GRUPO TELEVISA SA ADR 1.5%

Value ($000) $9,832 Shares 838,200 Est. Cost $687544.60 Unrealized —

CCU CIA CERVECERIAS UNIDAS SA CERV ADR 1.2%

Value ($000) $7,979 Shares 420,600 Est. Cost $22.19 Unrealized —

SAN BANCO SANTANDER CEN SPON ADR 1.2%

Value ($000) $7,942 Shares 1,918,256 Est. Cost $4.05 Unrealized —

KOF COCA COLA FEMSA SAB DE CV ADR 1.0%

Value ($000) $6,668 Shares 110,000 Est. Cost $61.95 Unrealized —

CX CEMEX SAB DE CV ADR 0.9%

Value ($000) $5,670 Shares 1,500,000 Est. Cost $3.78 Unrealized —

CPA COPA HOLDINGS SA COM STK 0.8%

Value ($000) $4,864 Shares 45,000 Est. Cost $85.23 Unrealized +2.8%

XLE ENERGY SELECT SECTOR SPDR 0.7%

Value ($000) $4,362 Shares 72,650 Est. Cost $60.04 Unrealized —

ENIC ENEL CHILE SA 0.6%

Value ($000) $3,864 Shares 813,464 Est. Cost $954512.75 Unrealized —

— PUT S 100 @ 6 EXP 01172020 0.6%

Value ($000) $3,626 Shares 39,925 Est. Cost $90.82 Unrealized —

UGP ULTRAPAR PARTICIPACOES SA ADR 0.5%

Value ($000) $3,205 Shares 511,949 Est. Cost $6.26 Unrealized —

BAP CREDICORP LTD COM 0.5%

Value ($000) $3,197 Shares 15,000 Est. Cost $179.07 Unrealized 0.0%

PBR/A PETROLEO BRASILEIRO SA PETROBR ADR 0.5%

Value ($000) $3,028 Shares 202,959 Est. Cost $3754082.20 Unrealized —

— LIV CAPITAL ACQUISITION CORP 0.5%

Value ($000) $3,018 Shares 300,000 Est. Cost $10.06 Unrealized —

— DD3 ACQUISITION CORP 0.5%

Value ($000) $2,900 Shares 283,777 Est. Cost $10.22 Unrealized —

BHP BHP BILLITON LTD SPON ADR 0.5%

Value ($000) $2,895 Shares 52,916 Est. Cost $54.71 Unrealized —

ASR GRUPO AEROPORTUARIO DEL SUREST ADR 0.3%

Value ($000) $2,249 Shares 12,000 Est. Cost $159.35 Unrealized —

SQM SOCIEDAD QUIMICA Y MINERA DE C ADR 0.3%

Value ($000) $2,215 Shares 83,000 Est. Cost $26.69 Unrealized —

TX TERNIUM SA ADR 0.3%

Value ($000) $2,200 Shares 100,000 Est. Cost $24.10 Unrealized —

— GOL LINHAS AEREAS INTELIGENTES ADR 0.3%

Value ($000) $1,755 Shares 97,108 Est. Cost $18.07 Unrealized —

SID COMPANHIA SIDERURGICA NACIONAL ADR 0.2%

Value ($000) $1,052 Shares 304,833 Est. Cost $3.45 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
EEM	ISHARES MSCI EMERGING MARKETS ETF	1,465,000	$65,735	10.2%	$44.87	—	ADR	464287234
TMUS	TMOBILE US INC COM STK	776,466	$60,890	9.5%	$73.64	+3.2%	MSCI INDIA ETF	872590104
LOW	LOWES COS INC COM STK	488,523	$58,506	9.1%	$98.59	+3.8%	PUT	548661107
ARMK	ARAMARK COM STK	1,122,654	$48,723	7.6%	$23.95	+21.1%	ADR	03852U106
—	ROYAL DUTCH SHELL PLC ADR	754,613	$44,507	6.9%	$58.98	—	SHS A	780259206
RIO	RIO TINTO PLC ADR	694,733	$41,239	6.4%	$58.25	—	UNIT 10/12/2023	767204100
VALE	VALE SA ADR	3,043,773	$40,178	6.2%	$43609.28	—	ADR	91912E105
—	AVON PRODS INC COM STK	6,478,181	$36,537	5.7%	$5.64	—	COM CL A	054303102
XLI	INDUSTRIAL SELECT SECT SPDR	361,000	$29,411	4.6%	$81.47	—	COM	81369Y704
BBD	BANCO BRADESCO SA BRAD ADR	3,276,563	$29,325	4.6%	$183516.89	—	SPONSORED ADS	059460303
—	ADR TIM PARTICIPACOES SA COM STK	1,245,502	$23,802	3.7%	$14.49	—	COM	88706P205
XP	XP INC COM STK	556,248	$21,427	3.3%	$37.54	0.0%	ADR	G98239109
—	SPRINT CORP	3,989,390	$20,785	3.2%	$6.17	—	ADR	85207U105
BP	BP AMOCO PLC ADR	402,653	$15,196	2.4%	$37.74	—	ADR	055622104
—	BANCO SANTANDER MEXICO ADR	2,034,950	$13,797	2.1%	$477626.47	—	ADR	05969B103
EMBJ	EMBRAER S A ADR	528,345	$10,297	1.6%	$19.49	—	SPONSORED ADR	29082A107
TV	GRUPO TELEVISA SA ADR	838,200	$9,832	1.5%	$687544.60	—	ADR	40049J206
CCU	CIA CERVECERIAS UNIDAS SA CERV ADR	420,600	$7,979	1.2%	$22.19	—	COM	204429104
SAN	BANCO SANTANDER CEN SPON ADR	1,918,256	$7,942	1.2%	$4.05	—	ADR	05964H105
KOF	COCA COLA FEMSA SAB DE CV ADR	110,000	$6,668	1.0%	$61.95	—	ADR	191241108
CX	CEMEX SAB DE CV ADR	1,500,000	$5,670	0.9%	$3.78	—	SPONSORED ADR	151290889
CPA	COPA HOLDINGS SA COM STK	45,000	$4,864	0.8%	$85.23	+2.8%	ADR	P31076105
XLE	ENERGY SELECT SECTOR SPDR	72,650	$4,362	0.7%	$60.04	—	COM	81369Y506
ENIC	ENEL CHILE SA	813,464	$3,864	0.6%	$954512.75	—	ADR	29278D105
—	PUT S 100 @ 6 EXP 01172020	39,925	$3,626	0.6%	$90.82	—	ADR	99O1CNM23
UGP	ULTRAPAR PARTICIPACOES SA ADR	511,949	$3,205	0.5%	$6.26	—	ETF	90400P101
BAP	CREDICORP LTD COM	15,000	$3,197	0.5%	$179.07	0.0%	COM	G2519Y108
PBR/A	PETROLEO BRASILEIRO SA PETROBR ADR	202,959	$3,028	0.5%	$3754082.20	—	SPONSORED ADR	71654V101
—	LIV CAPITAL ACQUISITION CORP	300,000	$3,018	0.5%	$10.06	—	SPONSORED ADR	G5510C124
—	DD3 ACQUISITION CORP	283,777	$2,900	0.5%	$10.22	—	SPONSORED ADS	G2692M103
BHP	BHP BILLITON LTD SPON ADR	52,916	$2,895	0.5%	$54.71	—	SPONSORED ADS	088606108
ASR	GRUPO AEROPORTUARIO DEL SUREST ADR	12,000	$2,249	0.3%	$159.35	—	CL A	40051E202
SQM	SOCIEDAD QUIMICA Y MINERA DE C ADR	83,000	$2,215	0.3%	$26.69	—	PUT	833635105
TX	TERNIUM SA ADR	100,000	$2,200	0.3%	$24.10	—	CL A	880890108
—	GOL LINHAS AEREAS INTELIGENTES ADR	97,108	$1,755	0.3%	$18.07	—	ADR	38045R206
SID	COMPANHIA SIDERURGICA NACIONAL ADR	304,833	$1,052	0.2%	$3.45	—	SPONSORED ADS	20440W105