SPX Gestao de Recursos Ltda Quant / Systematic

CIK: 0001589176 · Show all filings

Period: Q1 2020 (← Previous) (Next →)

Filing Date: Apr 28, 2020

Total Value ($000): $557,194 (100.0% shares, 0.0% debt)

Holdings (39)

MSFT MICROSOFT CORP COM STK 12.1%

Value ($000) $67,344 Shares 427,012 Est. Cost $156.34 Unrealized 0.0%

— NATURA CO HOLDINGADRWI 9.3%

Value ($000) $52,048 Shares 5,289,401 Est. Cost $9.84 Unrealized —

MCHI ISHARES MSCI CHN 9.2%

Value ($000) $51,296 Shares 896,000 Est. Cost $57.25 Unrealized —

RIO RIO TINTO PLC ADR 8.3%

Value ($000) $46,218 Shares 1,014,453 Est. Cost $54.25 Unrealized —

LQD ISHARES IBOXX $ INVESTMENT GRADE 7.8%

Value ($000) $43,228 Shares 350,000 Est. Cost $123.51 Unrealized —

WMT WALMART INC 4.8%

Value ($000) $26,814 Shares 236,000 Est. Cost $35.37 Unrealized 0.0%

PG PROCTER GAMBLE CO COM 4.6%

Value ($000) $25,465 Shares 231,500 Est. Cost $103.83 Unrealized 0.0%

ROST ROSS STORES COM 4.5%

Value ($000) $24,888 Shares 286,163 Est. Cost $100.74 Unrealized 0.0%

KWEB KRNSHR CSI CHN 3.9%

Value ($000) $21,684 Shares 479,000 Est. Cost $45.27 Unrealized —

BBD BANCO BRADESCO SA BRAD ADR 3.4%

Value ($000) $18,915 Shares 4,658,838 Est. Cost $129068.72 Unrealized —

COST COSTCO WHSL CORP NEW COM STK 2.7%

Value ($000) $14,898 Shares 52,250 Est. Cost $277.78 Unrealized 0.0%

LOW LOWES COS INC COM STK 2.6%

Value ($000) $14,289 Shares 166,055 Est. Cost $98.59 Unrealized -0.3%

EWZ ISHARES MSCI BRAZIL ETF 2.5%

Value ($000) $13,819 Shares 586,525 Est. Cost $23.56 Unrealized —

TJX TJX COS INC NEW COM STK 2.2%

Value ($000) $12,039 Shares 251,803 Est. Cost $53.34 Unrealized 0.0%

BABA ALIBABA GROUP HOLDING LTD 2.1%

Value ($000) $11,863 Shares 61,000 Est. Cost $194.48 Unrealized —

EWW ISHARES MSCI MEXICO ETF 2.1%

Value ($000) $11,628 Shares 410,159 Est. Cost $28.35 Unrealized —

VALE VALE SA ADR 1.9%

Value ($000) $10,502 Shares 1,266,801 Est. Cost $43609.28 Unrealized —

— COMPANHIA BRASILEIRA DE DISTRI ADR 1.7%

Value ($000) $9,417 Shares 746,786 Est. Cost $12.61 Unrealized —

— ADR TIM PARTICIPACOES SA COM STK 1.3%

Value ($000) $7,512 Shares 617,790 Est. Cost $14.49 Unrealized —

EMBJ EMBRAER S A ADR 1.3%

Value ($000) $7,099 Shares 959,278 Est. Cost $14.06 Unrealized —

SONY SONY CORPADR 1.2%

Value ($000) $6,593 Shares 111,400 Est. Cost $59.18 Unrealized —

ISRG INTUITIVE SURGICAL INC 1.0%

Value ($000) $5,645 Shares 11,400 Est. Cost $183.15 Unrealized 0.0%

ITUB ITAU UNIBANCO HLDNG SA 0.9%

Value ($000) $5,231 Shares 1,165,117 Est. Cost $4.49 Unrealized —

TMO THERMO FISHER CORP 0.9%

Value ($000) $5,076 Shares 17,900 Est. Cost $310.51 Unrealized 0.0%

EW EDWARDS LIFESCIENCES CORP COM STK 0.9%

Value ($000) $5,017 Shares 26,600 Est. Cost $72.12 Unrealized 0.0%

TMUS TMOBILE US INC COM STK 0.8%

Value ($000) $4,195 Shares 50,000 Est. Cost $73.64 Unrealized +11.0%

SPY SPDR SP 500 ETF TRUST 0.7%

Value ($000) $4,006 Shares 15,541 Est. Cost $257.77 Unrealized —

— CALL QQQ 100 @ 210 EXP 09182020 0.7%

Value ($000) $3,788 Shares 5,000 Est. Cost $757.60 Unrealized —

UGP ULTRAPAR PARTICIPACOES SA ADR 0.7%

Value ($000) $3,787 Shares 1,558,348 Est. Cost $3.69 Unrealized —

BHP BHP BILLITON LTD SPON ADR 0.6%

Value ($000) $3,468 Shares 94,533 Est. Cost $46.77 Unrealized —

CMCSA COMCAST CORPORATION SPL A COM STK 0.6%

Value ($000) $3,438 Shares 100,000 Est. Cost $36.05 Unrealized 0.0%

— CALL QQQ 100 @ 215 EXP 09182020 0.6%

Value ($000) $3,182 Shares 5,500 Est. Cost $578.55 Unrealized —

— LIV CAPITAL ACQUISITION CORP 0.5%

Value ($000) $2,940 Shares 300,000 Est. Cost $10.06 Unrealized —

LPLA LPL FINANCIAL HOLDIN GS INC 0.4%

Value ($000) $2,367 Shares 43,484 Est. Cost $80.62 Unrealized 0.0%

— BANCO SANTANDER MEXICO ADR 0.3%

Value ($000) $1,942 Shares 599,318 Est. Cost $477626.47 Unrealized —

AXIA CENTRAIS ELETRICAS BRASILEIRAS ADR 0.3%

Value ($000) $1,918 Shares 416,020 Est. Cost $4.61 Unrealized —

PBR/A PETROLEO BRASILEIRO SA PETROBR ADR 0.3%

Value ($000) $1,475 Shares 273,646 Est. Cost $2784346.00 Unrealized —

SBS CIA SANEAMENTO BASICO DO ESTAD ADR 0.2%

Value ($000) $1,149 Shares 155,728 Est. Cost $7.38 Unrealized —

— CALL IFF 100 @ 100 EXP 08212020 0.2%

Value ($000) $1,011 Shares 800 Est. Cost $1263.75 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
MSFT	MICROSOFT CORP COM STK	427,012	$67,344	12.1%	$156.34	0.0%	COM	594918104
—	NATURA CO HOLDINGADRWI	5,289,401	$52,048	9.3%	$9.84	—	ADS	63884N108
MCHI	ISHARES MSCI CHN	896,000	$51,296	9.2%	$57.25	—	MSCI CHINA ETF	46429B671
RIO	RIO TINTO PLC ADR	1,014,453	$46,218	8.3%	$54.25	—	SPONSORED ADR	767204100
LQD	ISHARES IBOXX $ INVESTMENT GRADE	350,000	$43,228	7.8%	$123.51	—	IBOXX INV CP ETF	464287242
WMT	WALMART INC	236,000	$26,814	4.8%	$35.37	0.0%	COM	931142103
PG	PROCTER GAMBLE CO COM	231,500	$25,465	4.6%	$103.83	0.0%	COM	742718109
ROST	ROSS STORES COM	286,163	$24,888	4.5%	$100.74	0.0%	COM	778296103
KWEB	KRNSHR CSI CHN	479,000	$21,684	3.9%	$45.27	—	CSI CHI INTERNET	500767306
BBD	BANCO BRADESCO SA BRAD ADR	4,658,838	$18,915	3.4%	$129068.72	—	SPONSORED ADS	059460303
COST	COSTCO WHSL CORP NEW COM STK	52,250	$14,898	2.7%	$277.78	0.0%	COM	22160K105
LOW	LOWES COS INC COM STK	166,055	$14,289	2.6%	$98.59	-0.3%	COM	548661107
EWZ	ISHARES MSCI BRAZIL ETF	586,525	$13,819	2.5%	$23.56	—	MSCI BRAZIL ETF	464286400
TJX	TJX COS INC NEW COM STK	251,803	$12,039	2.2%	$53.34	0.0%	COM	872540109
BABA	ALIBABA GROUP HOLDING LTD	61,000	$11,863	2.1%	$194.48	—	SPONSORED ADS	01609W102
EWW	ISHARES MSCI MEXICO ETF	410,159	$11,628	2.1%	$28.35	—	MSCI MEXICO ETF	464286822
VALE	VALE SA ADR	1,266,801	$10,502	1.9%	$43609.28	—	ADR	91912E105
—	COMPANHIA BRASILEIRA DE DISTRI ADR	746,786	$9,417	1.7%	$12.61	—	SPONSORED ADR	20440T300
—	ADR TIM PARTICIPACOES SA COM STK	617,790	$7,512	1.3%	$14.49	—	COM	88706P205
EMBJ	EMBRAER S A ADR	959,278	$7,099	1.3%	$14.06	—	SPONSORED ADR	29082A107
SONY	SONY CORPADR	111,400	$6,593	1.2%	$59.18	—	SPONSORED ADR	835699307
ISRG	INTUITIVE SURGICAL INC	11,400	$5,645	1.0%	$183.15	0.0%	COM	46120E602
ITUB	ITAU UNIBANCO HLDNG SA	1,165,117	$5,231	0.9%	$4.49	—	SPON ADR REP PFD	465562106
TMO	THERMO FISHER CORP	17,900	$5,076	0.9%	$310.51	0.0%	COM	883556102
EW	EDWARDS LIFESCIENCES CORP COM STK	26,600	$5,017	0.9%	$72.12	0.0%	COM	28176E108
TMUS	TMOBILE US INC COM STK	50,000	$4,195	0.8%	$73.64	+11.0%	COM	872590104
SPY	SPDR SP 500 ETF TRUST	15,541	$4,006	0.7%	$257.77	—	TR UNIT	78462F103
—	CALL QQQ 100 @ 210 EXP 09182020	5,000	$3,788	0.7%	$757.60	—	CALL	99O2RCLM6
UGP	ULTRAPAR PARTICIPACOES SA ADR	1,558,348	$3,787	0.7%	$3.69	—	SP ADR REP COM	90400P101
BHP	BHP BILLITON LTD SPON ADR	94,533	$3,468	0.6%	$46.77	—	SPONSORED ADS	088606108
CMCSA	COMCAST CORPORATION SPL A COM STK	100,000	$3,438	0.6%	$36.05	0.0%	CL A	20030N101
—	CALL QQQ 100 @ 215 EXP 09182020	5,500	$3,182	0.6%	$578.55	—	CALL	99O2RCLN4
—	LIV CAPITAL ACQUISITION CORP	300,000	$2,940	0.5%	$10.06	—	SPONSORED ADR	G5510C124
LPLA	LPL FINANCIAL HOLDIN GS INC	43,484	$2,367	0.4%	$80.62	0.0%	COM	50212V100
—	BANCO SANTANDER MEXICO ADR	599,318	$1,942	0.3%	$477626.47	—	SPONSORED ADS B	05969B103
AXIA	CENTRAIS ELETRICAS BRASILEIRAS ADR	416,020	$1,918	0.3%	$4.61	—	SPONSORED ADR	15234Q207
PBR/A	PETROLEO BRASILEIRO SA PETROBR ADR	273,646	$1,475	0.3%	$2784346.00	—	SPONSORED ADR	71654V101
SBS	CIA SANEAMENTO BASICO DO ESTAD ADR	155,728	$1,149	0.2%	$7.38	—	SPONSORED ADR	20441A102
—	CALL IFF 100 @ 100 EXP 08212020	800	$1,011	0.2%	$1263.75	—	CALL	99O3KTMF8