SPX Gestao de Recursos Ltda Quant / Systematic

Location: Rio De Janeiro, Brazil

CIK: 0001589176 · Show all filings

Period: Q1 2020 (← Previous) (Next →)

Filing Date: Apr 28, 2020

Total Value: $557M (100.0% shares, 0.0% debt)

Holdings (39)

MSFT MICROSOFT CORP COM STK 12.1%

Value $67.34M Shares 427,012 Est. Cost $156.34 Unrealized 0.0%

— NATURA CO HOLDINGADRWI 9.3%

Value $52.05M Shares 5,289,401 Est. Cost $9.84 Unrealized —

MCHI ISHARES MSCI CHN 9.2%

Value $51.3M Shares 896,000 Est. Cost $57.25 Unrealized —

RIO RIO TINTO PLC ADR 8.3%

Value $46.22M Shares 1,014,453 Est. Cost $54.25 Unrealized —

LQD ISHARES IBOXX $ INVESTMENT GRADE 7.8%

Value $43.23M Shares 350,000 Est. Cost $123.51 Unrealized —

WMT WALMART INC 4.8%

Value $26.81M Shares 236,000 Est. Cost $35.37 Unrealized 0.0%

PG PROCTER GAMBLE CO COM 4.6%

Value $25.46M Shares 231,500 Est. Cost $103.83 Unrealized 0.0%

ROST ROSS STORES COM 4.5%

Value $24.89M Shares 286,163 Est. Cost $100.74 Unrealized 0.0%

KWEB KRNSHR CSI CHN 3.9%

Value $21.68M Shares 479,000 Est. Cost $45.27 Unrealized —

BBD BANCO BRADESCO SA BRAD ADR 3.4%

Value $18.91M Shares 4,658,838 Est. Cost $129068.72 Unrealized —

COST COSTCO WHSL CORP NEW COM STK 2.7%

Value $14.9M Shares 52,250 Est. Cost $277.78 Unrealized 0.0%

LOW LOWES COS INC COM STK 2.6%

Value $14.29M Shares 166,055 Est. Cost $98.59 Unrealized -0.3%

EWZ ISHARES MSCI BRAZIL ETF 2.5%

Value $13.82M Shares 586,525 Est. Cost $23.56 Unrealized —

TJX TJX COS INC NEW COM STK 2.2%

Value $12.04M Shares 251,803 Est. Cost $53.34 Unrealized 0.0%

BABA ALIBABA GROUP HOLDING LTD 2.1%

Value $11.86M Shares 61,000 Est. Cost $194.48 Unrealized —

EWW ISHARES MSCI MEXICO ETF 2.1%

Value $11.63M Shares 410,159 Est. Cost $28.35 Unrealized —

VALE VALE SA ADR 1.9%

Value $10.5M Shares 1,266,801 Est. Cost $43609.28 Unrealized —

— COMPANHIA BRASILEIRA DE DISTRI ADR 1.7%

Value $9.417M Shares 746,786 Est. Cost $12.61 Unrealized —

— ADR TIM PARTICIPACOES SA COM STK 1.3%

Value $7.512M Shares 617,790 Est. Cost $14.49 Unrealized —

EMBJ EMBRAER S A ADR 1.3%

Value $7.099M Shares 959,278 Est. Cost $14.06 Unrealized —

SONY SONY CORPADR 1.2%

Value $6.593M Shares 111,400 Est. Cost $59.18 Unrealized —

ISRG INTUITIVE SURGICAL INC 1.0%

Value $5.645M Shares 11,400 Est. Cost $183.15 Unrealized 0.0%

ITUB ITAU UNIBANCO HLDNG SA 0.9%

Value $5.231M Shares 1,165,117 Est. Cost $4.49 Unrealized —

TMO THERMO FISHER CORP 0.9%

Value $5.076M Shares 17,900 Est. Cost $310.51 Unrealized 0.0%

EW EDWARDS LIFESCIENCES CORP COM STK 0.9%

Value $5.017M Shares 26,600 Est. Cost $72.12 Unrealized 0.0%

TMUS TMOBILE US INC COM STK 0.8%

Value $4.195M Shares 50,000 Est. Cost $73.64 Unrealized +11.0%

SPY SPDR SP 500 ETF TRUST 0.7%

Value $4.006M Shares 15,541 Est. Cost $257.77 Unrealized —

— CALL QQQ 100 @ 210 EXP 09182020 0.7%

Value $3.788M Shares 5,000 Est. Cost $757.60 Unrealized —

UGP ULTRAPAR PARTICIPACOES SA ADR 0.7%

Value $3.787M Shares 1,558,348 Est. Cost $3.69 Unrealized —

BHP BHP BILLITON LTD SPON ADR 0.6%

Value $3.468M Shares 94,533 Est. Cost $46.77 Unrealized —

CMCSA COMCAST CORPORATION SPL A COM STK 0.6%

Value $3.438M Shares 100,000 Est. Cost $36.05 Unrealized 0.0%

— CALL QQQ 100 @ 215 EXP 09182020 0.6%

Value $3.182M Shares 5,500 Est. Cost $578.55 Unrealized —

— LIV CAPITAL ACQUISITION CORP 0.5%

Value $2.94M Shares 300,000 Est. Cost $10.06 Unrealized —

LPLA LPL FINANCIAL HOLDIN GS INC 0.4%

Value $2.367M Shares 43,484 Est. Cost $80.62 Unrealized 0.0%

— BANCO SANTANDER MEXICO ADR 0.3%

Value $1.942M Shares 599,318 Est. Cost $477626.47 Unrealized —

AXIA CENTRAIS ELETRICAS BRASILEIRAS ADR 0.3%

Value $1.918M Shares 416,020 Est. Cost $4.61 Unrealized —

PBR/A PETROLEO BRASILEIRO SA PETROBR ADR 0.3%

Value $1.475M Shares 273,646 Est. Cost $2784346.00 Unrealized —

SBS CIA SANEAMENTO BASICO DO ESTAD ADR 0.2%

Value $1.149M Shares 155,728 Est. Cost $7.38 Unrealized —

— CALL IFF 100 @ 100 EXP 08212020 0.2%

Value $1.011M Shares 800 Est. Cost $1263.75 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
MSFT	MICROSOFT CORP COM STK	427,012	$67.34M	12.1%	$156.34	0.0%	COM	594918104
—	NATURA CO HOLDINGADRWI	5,289,401	$52.05M	9.3%	$9.84	—	ADS	63884N108
MCHI	ISHARES MSCI CHN	896,000	$51.3M	9.2%	$57.25	—	MSCI CHINA ETF	46429B671
RIO	RIO TINTO PLC ADR	1,014,453	$46.22M	8.3%	$54.25	—	SPONSORED ADR	767204100
LQD	ISHARES IBOXX $ INVESTMENT GRADE	350,000	$43.23M	7.8%	$123.51	—	IBOXX INV CP ETF	464287242
WMT	WALMART INC	236,000	$26.81M	4.8%	$35.37	0.0%	COM	931142103
PG	PROCTER GAMBLE CO COM	231,500	$25.46M	4.6%	$103.83	0.0%	COM	742718109
ROST	ROSS STORES COM	286,163	$24.89M	4.5%	$100.74	0.0%	COM	778296103
KWEB	KRNSHR CSI CHN	479,000	$21.68M	3.9%	$45.27	—	CSI CHI INTERNET	500767306
BBD	BANCO BRADESCO SA BRAD ADR	4,658,838	$18.91M	3.4%	$129068.72	—	SPONSORED ADS	059460303
COST	COSTCO WHSL CORP NEW COM STK	52,250	$14.9M	2.7%	$277.78	0.0%	COM	22160K105
LOW	LOWES COS INC COM STK	166,055	$14.29M	2.6%	$98.59	-0.3%	COM	548661107
EWZ	ISHARES MSCI BRAZIL ETF	586,525	$13.82M	2.5%	$23.56	—	MSCI BRAZIL ETF	464286400
TJX	TJX COS INC NEW COM STK	251,803	$12.04M	2.2%	$53.34	0.0%	COM	872540109
BABA	ALIBABA GROUP HOLDING LTD	61,000	$11.86M	2.1%	$194.48	—	SPONSORED ADS	01609W102
EWW	ISHARES MSCI MEXICO ETF	410,159	$11.63M	2.1%	$28.35	—	MSCI MEXICO ETF	464286822
VALE	VALE SA ADR	1,266,801	$10.5M	1.9%	$43609.28	—	ADR	91912E105
—	COMPANHIA BRASILEIRA DE DISTRI ADR	746,786	$9.417M	1.7%	$12.61	—	SPONSORED ADR	20440T300
—	ADR TIM PARTICIPACOES SA COM STK	617,790	$7.512M	1.3%	$14.49	—	COM	88706P205
EMBJ	EMBRAER S A ADR	959,278	$7.099M	1.3%	$14.06	—	SPONSORED ADR	29082A107
SONY	SONY CORPADR	111,400	$6.593M	1.2%	$59.18	—	SPONSORED ADR	835699307
ISRG	INTUITIVE SURGICAL INC	11,400	$5.645M	1.0%	$183.15	0.0%	COM	46120E602
ITUB	ITAU UNIBANCO HLDNG SA	1,165,117	$5.231M	0.9%	$4.49	—	SPON ADR REP PFD	465562106
TMO	THERMO FISHER CORP	17,900	$5.076M	0.9%	$310.51	0.0%	COM	883556102
EW	EDWARDS LIFESCIENCES CORP COM STK	26,600	$5.017M	0.9%	$72.12	0.0%	COM	28176E108
TMUS	TMOBILE US INC COM STK	50,000	$4.195M	0.8%	$73.64	+11.0%	COM	872590104
SPY	SPDR SP 500 ETF TRUST	15,541	$4.006M	0.7%	$257.77	—	TR UNIT	78462F103
—	CALL QQQ 100 @ 210 EXP 09182020	5,000	$3.788M	0.7%	$757.60	—	CALL	99O2RCLM6
UGP	ULTRAPAR PARTICIPACOES SA ADR	1,558,348	$3.787M	0.7%	$3.69	—	SP ADR REP COM	90400P101
BHP	BHP BILLITON LTD SPON ADR	94,533	$3.468M	0.6%	$46.77	—	SPONSORED ADS	088606108
CMCSA	COMCAST CORPORATION SPL A COM STK	100,000	$3.438M	0.6%	$36.05	0.0%	CL A	20030N101
—	CALL QQQ 100 @ 215 EXP 09182020	5,500	$3.182M	0.6%	$578.55	—	CALL	99O2RCLN4
—	LIV CAPITAL ACQUISITION CORP	300,000	$2.94M	0.5%	$10.06	—	SPONSORED ADR	G5510C124
LPLA	LPL FINANCIAL HOLDIN GS INC	43,484	$2.367M	0.4%	$80.62	0.0%	COM	50212V100
—	BANCO SANTANDER MEXICO ADR	599,318	$1.942M	0.3%	$477626.47	—	SPONSORED ADS B	05969B103
AXIA	CENTRAIS ELETRICAS BRASILEIRAS ADR	416,020	$1.918M	0.3%	$4.61	—	SPONSORED ADR	15234Q207
PBR/A	PETROLEO BRASILEIRO SA PETROBR ADR	273,646	$1.475M	0.3%	$2784346.00	—	SPONSORED ADR	71654V101
SBS	CIA SANEAMENTO BASICO DO ESTAD ADR	155,728	$1.149M	0.2%	$7.38	—	SPONSORED ADR	20441A102
—	CALL IFF 100 @ 100 EXP 08212020	800	$1.011M	0.2%	$1263.75	—	CALL	99O3KTMF8