AMS Capital Ltda Quant / Systematic

Location: Sao Paulo, Brazil

CIK: 0001717977 · Show all filings

Period: Q1 2019 (← Previous) (Next →)

Filing Date: May 2, 2019

Total Value: $209M (100.0% shares, 0.0% debt)

Holdings (21)

IVV ISHARES TR 24.8%

Value $51.96M Shares 182,600 Est. Cost $251.61 Unrealized —

MCHI ISHARES TR 21.1%

Value $44.15M Shares 707,250 Est. Cost $62.43 Unrealized —

SPY SPDR S&P 500 ETF TR 10.7%

Value $22.32M Shares 79,000 Est. Cost $274.23 Unrealized —

VALE VALE S A 7.1%

Value $14.87M Shares 1,138,829 Est. Cost $13.13 Unrealized —

GGB GERDAU S A 5.2%

Value $10.8M Shares 2,784,648 Est. Cost $3.82 Unrealized —

ASHR DBX ETF TR 4.9%

Value $10.17M Shares 354,100 Est. Cost $28.73 Unrealized —

EEM ISHARES TR 4.8%

Value $10.02M Shares 233,500 Est. Cost $42.92 Unrealized —

BBD BANCO BRADESCO S A 4.3%

Value $9.065M Shares 830,911 Est. Cost $10.91 Unrealized —

PBR/A PETROLEO BRASILEIRO SA PETRO 3.6%

Value $7.446M Shares 520,708 Est. Cost $11.59 Unrealized —

KHC KRAFT HEINZ CO 2.8%

Value $5.782M Shares 177,100 Est. Cost — Unrealized —

BABA ALIBABA GROUP HLDG LTD 1.5%

Value $3.102M Shares 17,000 Est. Cost $141.21 Unrealized —

ITUB ITAU UNIBANCO HLDG SA 1.5%

Value $3.08M Shares 349,590 Est. Cost $11.45 Unrealized —

BZUN BAOZUN INC 1.3%

Value $2.745M Shares 66,070 Est. Cost $41.55 Unrealized —

PAM PAMPA ENERGIA S A 1.3%

Value $2.702M Shares 98,000 Est. Cost $35.77 Unrealized —

BMA BANCO MACRO SA 1.3%

Value $2.622M Shares 57,300 Est. Cost $58.80 Unrealized —

GGAL GRUPO FINANCIERO GALICIA S A 1.1%

Value $2.322M Shares 91,000 Est. Cost $32.98 Unrealized —

YPF YPF SOCIEDAD ANONIMA 0.9%

Value $1.919M Shares 137,000 Est. Cost $13.58 Unrealized —

LOMA LOMA NEGRA CORP 0.5%

Value $1.139M Shares 104,000 Est. Cost $10.26 Unrealized —

EA ELECTRONIC ARTS INC 0.5%

Value $1.098M Shares 10,800 Est. Cost $92.16 Unrealized 0.0%

TEO TELECOM ARGENTINA S A 0.5%

Value $1.057M Shares 72,400 Est. Cost $17.73 Unrealized —

— PROSHARES TR II 0.5%

Value $970K Shares 24,934 Est. Cost $38.90 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
IVV	ISHARES TR	182,600	$51.96M	24.8%	$251.61	—	CORE S&P500 ETF	464287200
MCHI	ISHARES TR	707,250	$44.15M	21.1%	$62.43	—	MSCI CHINA ETF	46429B671
SPY	SPDR S&P 500 ETF TR	79,000	$22.32M	10.7%	$274.23	—	TR UNIT	78462F103
VALE	VALE S A	1,138,829	$14.87M	7.1%	$13.13	—	SPONSORED ADS	91912E105
GGB	GERDAU S A	2,784,648	$10.8M	5.2%	$3.82	—	SPON ADR REP PFD	373737105
ASHR	DBX ETF TR	354,100	$10.17M	4.9%	$28.73	—	XTRACK HRVST CSI	233051879
EEM	ISHARES TR	233,500	$10.02M	4.8%	$42.92	—	MSCI EMG MKT ETF	464287234
BBD	BANCO BRADESCO S A	830,911	$9.065M	4.3%	$10.91	—	SP ADR PFD NEW	059460303
PBR/A	PETROLEO BRASILEIRO SA PETRO	520,708	$7.446M	3.6%	$11.59	—	SP ADR NON VTG	71654V101
KHC	KRAFT HEINZ CO	177,100	$5.782M	2.8%	—	—	Call	500754106
BABA	ALIBABA GROUP HLDG LTD	17,000	$3.102M	1.5%	$141.21	—	SPONSORED ADS	01609W102
ITUB	ITAU UNIBANCO HLDG SA	349,590	$3.08M	1.5%	$11.45	—	SPON ADR REP PFD	465562106
BZUN	BAOZUN INC	66,070	$2.745M	1.3%	$41.55	—	SPONSORED ADR	06684L103
PAM	PAMPA ENERGIA S A	98,000	$2.702M	1.3%	$35.77	—	SPONS ADR LVL I	697660207
BMA	BANCO MACRO SA	57,300	$2.622M	1.3%	$58.80	—	SPON ADR B	05961W105
GGAL	GRUPO FINANCIERO GALICIA S A	91,000	$2.322M	1.1%	$32.98	—	SPONSORED ADR	399909100
YPF	YPF SOCIEDAD ANONIMA	137,000	$1.919M	0.9%	$13.58	—	SPON ADR CL D	984245100
LOMA	LOMA NEGRA CORP	104,000	$1.139M	0.5%	$10.26	—	SPONSORED ADS	54150E104
EA	ELECTRONIC ARTS INC	10,800	$1.098M	0.5%	$92.16	0.0%	COM	285512109
TEO	TELECOM ARGENTINA S A	72,400	$1.057M	0.5%	$17.73	—	SPON ADR REP B	879273209
—	PROSHARES TR II	24,934	$970K	0.5%	$38.90	—	ULTRA VIX SHORT	74347W148