AMS Capital Ltda Quant / Systematic

CIK: 0001717977 · Show all filings

Period: Q2 2019 (← Previous) (Next →)

Filing Date: Aug 1, 2019

Total Value ($000): $140,494 (100.0% shares, 0.0% debt)

Holdings (18)

MCHI ISHARES TR 33.2%

Value ($000) $46,686 Shares 785,300 Est. Cost $62.13 Unrealized —

VALE VALE S A 11.5%

Value ($000) $16,215 Shares 1,206,487 Est. Cost $13.15 Unrealized —

MELI MERCADOLIBRE INC 8.7%

Value ($000) $12,235 Shares 20,000 Est. Cost $556.56 Unrealized 0.0%

ASHR DBX ETF TR 7.7%

Value ($000) $10,757 Shares 382,000 Est. Cost $28.69 Unrealized —

EEM ISHARES TR 7.1%

Value ($000) $10,019 Shares 233,500 Est. Cost $42.92 Unrealized —

GGB GERDAU S A 5.2%

Value ($000) $7,328 Shares 1,883,932 Est. Cost $3.82 Unrealized —

KHC KRAFT HEINZ CO 3.9%

Value ($000) $5,497 Shares 177,100 Est. Cost — Unrealized —

— PROSHARES TR II 3.8%

Value ($000) $5,353 Shares 170,000 Est. Cost $32.58 Unrealized —

MO ALTRIA GROUP INC 3.2%

Value ($000) $4,441 Shares 93,800 Est. Cost $30.92 Unrealized 0.0%

BMA BANCO MACRO SA 3.0%

Value ($000) $4,174 Shares 57,300 Est. Cost $58.80 Unrealized —

ITUB ITAU UNIBANCO HLDG SA 2.5%

Value ($000) $3,512 Shares 372,801 Est. Cost $11.32 Unrealized —

PAM PAMPA ENERGIA S A 2.4%

Value ($000) $3,398 Shares 98,000 Est. Cost $35.77 Unrealized —

GGAL GRUPO FINANCIERO GALICIA S A 2.3%

Value ($000) $3,231 Shares 91,000 Est. Cost $32.98 Unrealized —

YPF YPF SOCIEDAD ANONIMA 1.8%

Value ($000) $2,495 Shares 137,000 Est. Cost $13.58 Unrealized —

BABA ALIBABA GROUP HLDG LTD 1.1%

Value ($000) $1,563 Shares 9,222 Est. Cost $141.21 Unrealized —

TEO TELECOM ARGENTINA S A 0.9%

Value ($000) $1,279 Shares 72,400 Est. Cost $17.73 Unrealized —

LOMA LOMA NEGRA CORP 0.9%

Value ($000) $1,217 Shares 104,000 Est. Cost $10.26 Unrealized —

EA ELECTRONIC ARTS INC 0.8%

Value ($000) $1,094 Shares 10,800 Est. Cost $92.16 Unrealized +0.5%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
MCHI	ISHARES TR	785,300	$46,686	33.2%	$62.13	—	MSCI CHINA ETF	46429B671
VALE	VALE S A	1,206,487	$16,215	11.5%	$13.15	—	SPONSORED ADS	91912E105
MELI	MERCADOLIBRE INC	20,000	$12,235	8.7%	$556.56	0.0%	COM	58733R102
ASHR	DBX ETF TR	382,000	$10,757	7.7%	$28.69	—	XTRACK HRVST CSI	233051879
EEM	ISHARES TR	233,500	$10,019	7.1%	$42.92	—	MSCI EMG MKT ETF	464287234
GGB	GERDAU S A	1,883,932	$7,328	5.2%	$3.82	—	SPON ADR REP PFD	373737105
KHC	KRAFT HEINZ CO	177,100	$5,497	3.9%	—	—	Call	500754106
—	PROSHARES TR II	170,000	$5,353	3.8%	$32.58	—	ULTRA VIX SHORT	74347W148
MO	ALTRIA GROUP INC	93,800	$4,441	3.2%	$30.92	0.0%	COM	02209S103
BMA	BANCO MACRO SA	57,300	$4,174	3.0%	$58.80	—	SPON ADR B	05961W105
ITUB	ITAU UNIBANCO HLDG SA	372,801	$3,512	2.5%	$11.32	—	SPON ADR REP PFD	465562106
PAM	PAMPA ENERGIA S A	98,000	$3,398	2.4%	$35.77	—	SPONS ADR LVL I	697660207
GGAL	GRUPO FINANCIERO GALICIA S A	91,000	$3,231	2.3%	$32.98	—	SPONSORED ADR	399909100
YPF	YPF SOCIEDAD ANONIMA	137,000	$2,495	1.8%	$13.58	—	SPON ADR CL D	984245100
BABA	ALIBABA GROUP HLDG LTD	9,222	$1,563	1.1%	$141.21	—	SPONSORED ADS	01609W102
TEO	TELECOM ARGENTINA S A	72,400	$1,279	0.9%	$17.73	—	SPON ADR REP B	879273209
LOMA	LOMA NEGRA CORP	104,000	$1,217	0.9%	$10.26	—	SPONSORED ADS	54150E104
EA	ELECTRONIC ARTS INC	10,800	$1,094	0.8%	$92.16	+0.5%	COM	285512109