AMS Capital Ltda Quant / Systematic

Location: Sao Paulo, Brazil

CIK: 0001717977 · Show all filings

Period: Q4 2018 (← Previous) (Next →)

Filing Date: Jan 29, 2019

Total Value: $110M (100.0% shares, 0.0% debt)

Holdings (16)

IVV ISHARES TR 41.7%

Value $45.94M Shares 182,600 Est. Cost $251.61 Unrealized —

PBR/A PETROLEO BRASILEIRO SA PETRO 8.1%

Value $8.873M Shares 765,600 Est. Cost $11.59 Unrealized —

VALE VALE S A 7.7%

Value $8.465M Shares 641,800 Est. Cost $13.19 Unrealized —

KHC KRAFT HEINZ CO 6.9%

Value $7.622M Shares 177,100 Est. Cost — Unrealized —

ITUB ITAU UNIBANCO HLDG SA 4.9%

Value $5.392M Shares 589,938 Est. Cost $11.45 Unrealized —

EMBJ EMBRAER S A 4.9%

Value $5.389M Shares 243,500 Est. Cost $22.13 Unrealized —

SPY SPDR S&P 500 ETF TR 4.5%

Value $4.998M Shares 20,000 Est. Cost $249.90 Unrealized —

GGB GERDAU S A 4.4%

Value $4.817M Shares 1,281,200 Est. Cost $3.76 Unrealized —

PBR PETROLEO BRASILEIRO SA PETRO 3.8%

Value $4.155M Shares 319,400 Est. Cost $13.01 Unrealized —

PAM PAMPA ENERGIA S A 2.8%

Value $3.117M Shares 98,000 Est. Cost $35.77 Unrealized —

BMA BANCO MACRO SA 2.3%

Value $2.534M Shares 57,300 Est. Cost $58.80 Unrealized —

GGAL GRUPO FINANCIERO GALICIA S A 2.3%

Value $2.509M Shares 91,000 Est. Cost $32.98 Unrealized —

BABA ALIBABA GROUP HLDG LTD 1.9%

Value $2.118M Shares 15,451 Est. Cost $137.08 Unrealized —

YPF YPF SOCIEDAD ANONIMA 1.7%

Value $1.834M Shares 137,000 Est. Cost $13.58 Unrealized —

LOMA LOMA NEGRA CORP 1.1%

Value $1.158M Shares 104,000 Est. Cost $10.26 Unrealized —

TEO TELECOM ARGENTINA S A 1.0%

Value $1.127M Shares 72,400 Est. Cost $17.73 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
IVV	ISHARES TR	182,600	$45.94M	41.7%	$251.61	—	CORE S&P500 ETF	464287200
PBR/A	PETROLEO BRASILEIRO SA PETRO	765,600	$8.873M	8.1%	$11.59	—	SP ADR NON VTG	71654V101
VALE	VALE S A	641,800	$8.465M	7.7%	$13.19	—	ADR	91912E105
KHC	KRAFT HEINZ CO	177,100	$7.622M	6.9%	—	—	Call	500754106
ITUB	ITAU UNIBANCO HLDG SA	589,938	$5.392M	4.9%	$11.45	—	SPON ADR REP PFD	465562106
EMBJ	EMBRAER S A	243,500	$5.389M	4.9%	$22.13	—	SP ADR REP 4 COM	29082A107
SPY	SPDR S&P 500 ETF TR	20,000	$4.998M	4.5%	$249.90	—	TR UNIT	78462F103
GGB	GERDAU S A	1,281,200	$4.817M	4.4%	$3.76	—	SPON ADR REP PFD	373737105
PBR	PETROLEO BRASILEIRO SA PETRO	319,400	$4.155M	3.8%	$13.01	—	SPONSORED ADR	71654V408
PAM	PAMPA ENERGIA S A	98,000	$3.117M	2.8%	$35.77	—	SPONS ADR LVL I	697660207
BMA	BANCO MACRO SA	57,300	$2.534M	2.3%	$58.80	—	SPON ADR B	05961W105
GGAL	GRUPO FINANCIERO GALICIA S A	91,000	$2.509M	2.3%	$32.98	—	SP ADR 10 SH B	399909100
BABA	ALIBABA GROUP HLDG LTD	15,451	$2.118M	1.9%	$137.08	—	SPONSORED ADS	01609W102
YPF	YPF SOCIEDAD ANONIMA	137,000	$1.834M	1.7%	$13.58	—	SPON ADR CL D	984245100
LOMA	LOMA NEGRA CORP	104,000	$1.158M	1.1%	$10.26	—	SPONSORED ADS	54150E104
TEO	TELECOM ARGENTINA S A	72,400	$1.127M	1.0%	$17.73	—	SPON ADR REP B	879273209