Verde Servicos Internacionais S.A. Quant / Systematic

CIK: 0001629290 · Show all filings

Period: Q4 2015 (Next →)

Filing Date: Jan 11, 2016

Total Value ($000): $5,487,711 (100.0% shares, 0.0% debt)

Holdings (78)

— 22943F AD 2 CTRIP COM INTL LTD NOTE 1.250%10/1 32.2%
Value ($000) $1,768,779 Shares 13,470,000 Est. Cost $131.31 Unrealized —
— 29089Q AB 1 EMERGENT BIOSOLUTIONS INC NOTE 2.875% 1/1 15.0%
Value ($000) $822,250 Shares 6,500,000 Est. Cost $126.50 Unrealized —
— 90184L AB 8 TWITTER INC NOTE 0.250% 9/1 11.4%
Value ($000) $626,070 Shares 7,350,000 Est. Cost $85.18 Unrealized —
— 00163U AA 4 AMAG PHARMACEUTICALS INC NOTE 2.500% 2/1 7.5%
Value ($000) $409,500 Shares 3,500,000 Est. Cost $117.00 Unrealized —
— 595112 AV 5 MICRON TECHNOLOGY INC NOTE 2.125% 2/1 5.6%
Value ($000) $305,171 Shares 2,000,000 Est. Cost $152.59 Unrealized —
C 172967 42 4 * CITIGROUP INC COM NEW 1.8%
Value ($000) $101,466 Shares 2,199,569 Est. Cost $39.62 Unrealized 0.0%
— 464286 84 8 * ISHARES MSCI JAPAN ETF 1.2%
Value ($000) $65,519 Shares 5,727,208 Est. Cost $11.44 Unrealized —
TEVA 881624 20 9 * TEVA PHARMACEUTICAL INDS LTD ADR 1.2%
Value ($000) $64,757 Shares 1,016,601 Est. Cost $63.70 Unrealized —
GILD 375558 10 3 * GILEAD SCIENCES INC COM 1.1%
Value ($000) $59,733 Shares 619,325 Est. Cost $72.90 Unrealized 0.0%
MSFT 594918 10 4 * MICROSOFT CORP COM 1.0%
Value ($000) $57,401 Shares 1,096,911 Est. Cost $45.92 Unrealized 0.0%
CVS 126650 10 0 * CVS HEALTH CORP COM 1.0%
Value ($000) $56,485 Shares 603,732 Est. Cost $72.61 Unrealized 0.0%
ALLE G0176J 10 9 * ALLEGION PUB LTD CO ORD SHS 1.0%
Value ($000) $55,137 Shares 922,495 Est. Cost $57.16 Unrealized 0.0%
GOOG 02079K 10 7 * ALPHABET INC CAP STK CL C 0.9%
Value ($000) $50,845 Shares 71,165 Est. Cost $35.61 Unrealized 0.0%
AAPL 037833 10 0 * APPLE INC COM 0.9%
Value ($000) $50,228 Shares 518,036 Est. Cost $25.73 Unrealized 0.0%
SYF 87165B 10 3 * SYNCHRONY FINL COM 0.9%
Value ($000) $46,896 Shares 1,626,100 Est. Cost $25.00 Unrealized 0.0%
— 125581 80 1 * CIT GROUP INC COM NEW 0.7%
Value ($000) $39,414 Shares 1,078,081 Est. Cost $36.56 Unrealized —
LOW 548661 10 7 * LOWES COS INC COM 0.7%
Value ($000) $37,705 Shares 531,965 Est. Cost $61.72 Unrealized 0.0%
— 580645 10 9 * MCGRAW HILL FINL INC COM 0.7%
Value ($000) $36,323 Shares 410,388 Est. Cost $88.51 Unrealized —
SGI 88023U 10 1 * TEMPUR SEALY INTL INC COM 0.6%
Value ($000) $34,902 Shares 543,902 Est. Cost $19.01 Unrealized 0.0%
— G0177J 10 8 * ALLERGAN PLC SHS 0.6%
Value ($000) $34,592 Shares 115,516 Est. Cost $299.46 Unrealized —
UNM 91529Y 10 6 * UNUM GROUP COM 0.6%
Value ($000) $34,351 Shares 1,129,246 Est. Cost $34.49 Unrealized 0.0%
— 552848 AE 3 MGIC INVT CORP WIS NOTE 2.000% 4/0 0.6%
Value ($000) $32,616 Shares 250,000 Est. Cost $130.46 Unrealized —
BIIB 09062X 10 3 * BIOGEN INC COM 0.6%
Value ($000) $30,425 Shares 108,435 Est. Cost $287.35 Unrealized 0.0%
MDLZ 609207 10 5 * MONDELEZ INTL INC CL A 0.6%
Value ($000) $30,194 Shares 736,641 Est. Cost $35.47 Unrealized 0.0%
AAP 00751Y 10 6 * ADVANCE AUTO PARTS INC COM 0.5%
Value ($000) $29,780 Shares 204,590 Est. Cost $152.05 Unrealized 0.0%
GOOGL 02079K 30 5 * ALPHABET INC CAP STK CL A 0.5%
Value ($000) $29,508 Shares 40,372 Est. Cost $36.73 Unrealized 0.0%
— 91336L 10 7 * UNIVAR INC COM 0.5%
Value ($000) $29,506 Shares 1,960,566 Est. Cost $15.05 Unrealized —
PYPL 70450Y 10 3 * PAYPAL HLDGS INC COM 0.5%
Value ($000) $28,413 Shares 869,181 Est. Cost $35.20 Unrealized 0.0%
— G58249 10 6 * MARKIT LTD SHS 0.5%
Value ($000) $27,796 Shares 974,957 Est. Cost $28.51 Unrealized —
CMCSA 20030N 10 1 * COMCAST CORP NEW CL A 0.5%
Value ($000) $27,544 Shares 503,870 Est. Cost $23.76 Unrealized 0.0%
TAP 60871R 20 9 * MOLSON COORS BREWING CO CL B 0.5%
Value ($000) $25,450 Shares 285,251 Est. Cost $70.26 Unrealized 0.0%
EOG 26875P 10 1 * EOG RES INC COM 0.5%
Value ($000) $24,941 Shares 380,674 Est. Cost $59.80 Unrealized 0.0%
GWW 384802 10 4 * GRAINGER W W INC COM 0.4%
Value ($000) $24,551 Shares 126,043 Est. Cost $174.89 Unrealized 0.0%
BABA 01609W 10 2 * ALIBABA GROUP HLDG LTD SPONSORED ADS 0.4%
Value ($000) $24,446 Shares 345,285 Est. Cost $70.80 Unrealized —
PFE 717081 10 3 * PFIZER INC COM 0.4%
Value ($000) $24,213 Shares 781,096 Est. Cost $20.38 Unrealized 0.0%
DG 256677 10 5 * DOLLAR GEN CORP NEW COM 0.4%
Value ($000) $24,041 Shares 336,435 Est. Cost $59.54 Unrealized 0.0%
— 14309L 10 2 * CARLYLE GROUP L P COM UTS LTD PTN 0.4%
Value ($000) $21,931 Shares 1,580,061 Est. Cost $13.88 Unrealized —
MU 595112 10 3 * MICRON TECHNOLOGY INC COM 0.4%
Value ($000) $21,193 Shares 1,589,891 Est. Cost $15.60 Unrealized 0.0%
HDB 40415F 10 1 * HDFC BANK LTD ADR REPS 3 SHS 0.4%
Value ($000) $20,201 Shares 345,383 Est. Cost $58.49 Unrealized —
— G30401 10 6 * ENDO INTL PLC SHS 0.3%
Value ($000) $19,005 Shares 353,394 Est. Cost $53.78 Unrealized —
ABBV 00287Y 10 9 * ABBVIE INC COM 0.3%
Value ($000) $16,706 Shares 300,210 Est. Cost $37.96 Unrealized 0.0%
— 49456B 20 0 KINDER MORGAN INC DEL PFD SER A 0.3%
Value ($000) $16,480 Shares 400,000 Est. Cost $41.20 Unrealized —
— 12508E 10 1 * CDK GLOBAL INC COM 0.3%
Value ($000) $15,270 Shares 342,992 Est. Cost $44.52 Unrealized —
— 90130A 10 1 * TWENTY FIRST CENTY FOX INC CL A 0.2%
Value ($000) $13,311 Shares 514,141 Est. Cost $25.89 Unrealized —
— 35906A 20 7 FRONTIER COMMUNICATIONS CORP PFD CONV SER-A 0.2%
Value ($000) $13,132 Shares 143,521 Est. Cost $91.50 Unrealized —
AXP 025816 10 9 * AMERICAN EXPRESS CO COM 0.2%
Value ($000) $11,946 Shares 187,745 Est. Cost $62.87 Unrealized 0.0%
ITUB 465562 10 6 * ITAU UNIBANCO HLDG SA SPON ADR REP PFD 0.2%
Value ($000) $11,523 Shares 1,911,014 Est. Cost $6.03 Unrealized —
QCOM 747525 10 3 * QUALCOMM INC COM 0.2%
Value ($000) $11,135 Shares 242,739 Est. Cost $39.99 Unrealized 0.0%
WSM 969904 10 1 * WILLIAMS SONOMA INC COM 0.2%
Value ($000) $10,455 Shares 191,243 Est. Cost $26.85 Unrealized 0.0%
AGN 5.5 03/01/18 A G0177J 11 6 ALLERGAN PLC PFD CONV SER A 0.2%
Value ($000) $10,100 Shares 10,160 Est. Cost $994.09 Unrealized —
APD 009158 10 6 * AIR PRODS & CHEMS INC COM 0.2%
Value ($000) $9,556 Shares 80,290 Est. Cost $97.96 Unrealized 0.0%
— 032511 10 7 * ANADARKO PETE CORP COM 0.2%
Value ($000) $8,516 Shares 209,968 Est. Cost $40.56 Unrealized —
— Y0486S 10 4 * AVAGO TECHNOLOGIES LTD SHS 0.1%
Value ($000) $8,179 Shares 63,800 Est. Cost $128.20 Unrealized —
— G6518L 10 8 * NIELSEN HLDGS PLC SHS EUR 0.1%
Value ($000) $7,940 Shares 179,112 Est. Cost $44.33 Unrealized —
UNP 907818 10 8 * UNION PAC CORP COM 0.1%
Value ($000) $7,507 Shares 101,651 Est. Cost $68.29 Unrealized 0.0%
TNET 896288 10 7 * TRINET GROUP INC COM 0.1%
Value ($000) $7,284 Shares 433,368 Est. Cost $18.49 Unrealized 0.0%
LNG 16411R 20 8 * CHENIERE ENERGY INC COM NEW 0.1%
Value ($000) $7,100 Shares 202,820 Est. Cost $45.56 Unrealized 0.0%
CFG 174610 10 5 * CITIZENS FINL GROUP INC COM 0.1%
Value ($000) $7,046 Shares 295,833 Est. Cost $17.37 Unrealized 0.0%
XLE 81369Y 50 6 * SELECT SECTOR SPDR TR SBI INT-ENERGY 0.1%
Value ($000) $5,685 Shares 101,441 Est. Cost $56.04 Unrealized —
— 189464 AB 6 CLOVIS ONCOLOGY INC NOTE 2.500% 9/1 0.1%
Value ($000) $4,931 Shares 60,000 Est. Cost $82.18 Unrealized —
— G25343 10 7 * COSAN LTD SHS A 0.1%
Value ($000) $4,901 Shares 1,661,660 Est. Cost $2.95 Unrealized —
— 460951 10 6 * INTEROIL CORP COM 0.1%
Value ($000) $4,627 Shares 155,509 Est. Cost $29.75 Unrealized —
PTCT 69366J 20 0 * PTC THERAPEUTICS INC COM 0.1%
Value ($000) $4,378 Shares 166,364 Est. Cost $29.43 Unrealized 0.0%
— 723787 10 7 * PIONEER NAT RES CO COM 0.1%
Value ($000) $4,325 Shares 37,340 Est. Cost $115.83 Unrealized —
— 74906P 10 4 * QUNAR CAYMAN IS LTD SPNS ADR CL B 0.1%
Value ($000) $3,924 Shares 95,800 Est. Cost $40.96 Unrealized —
— 00434H 10 8 * ACCELERON PHARMA INC COM 0.1%
Value ($000) $2,794 Shares 81,176 Est. Cost $34.42 Unrealized —
— 032511 40 4 ANADARKO PETE CORP UNIT 99/99/9999 0.0%
Value ($000) $2,656 Shares 80,000 Est. Cost $33.20 Unrealized —
— Y64354 20 5 * OCEAN RIG UDW INC SHS 0.0%
Value ($000) $2,288 Shares 1,622,865 Est. Cost $1.41 Unrealized —
— 35906A 10 8 * FRONTIER COMMUNICATIONS CORP COM 0.0%
Value ($000) $387 Shares 82,943 Est. Cost $4.67 Unrealized —
— 03236M 10 1 * AMYRIS INC COM 0.0%
Value ($000) $198 Shares 129,600 Est. Cost $1.53 Unrealized —
— 46434V 95 6 ISHARES TR PUT 0.0%
Value ($000) $57 Shares 500 Est. Cost — Unrealized —
RDN 750236 10 1 * RADIAN GROUP INC COM 0.0%
Value ($000) $49 Shares 4,142 Est. Cost $12.12 Unrealized 0.0%
— 464289 95 9 ISHARES PUT 0.0%
Value ($000) $29 Shares 500 Est. Cost — Unrealized —
— 464289 95 2 ISHARES PUT 0.0%
Value ($000) $17 Shares 300 Est. Cost — Unrealized —
— 81369Y 95 6 SELECT SECTOR SPDR TR PUT 0.0%
Value ($000) $1 Shares 350 Est. Cost — Unrealized —
— 78464A 90 8 SPDR SERIES TRUST CALL 0.0%
Value ($000) $0 Shares 909 Est. Cost — Unrealized —
— 73935A 95 4 POWERSHARES QQQ TRUST PUT 0.0%
Value ($000) $0 Shares 150 Est. Cost — Unrealized —
— 78462F 95 3 SPDR S&P 500 ETF TR PUT 0.0%
Value ($000) $0 Shares 150 Est. Cost — Unrealized —