SPX Gestao de Recursos Ltda Quant / Systematic

CIK: 0001589176 · Show all filings

Period: Q4 2020 (← Previous) (Next →)

Filing Date: Feb 3, 2021

Total Value ($000): $970,326,506 (100.0% shares, 0.0% debt)

Holdings (110)

EEM ISHARES MSCI EMERGING MARKETS ETF 8.0%
Value ($000) $77,505,000 Shares 1,500,000 Est. Cost $51670.00 Unrealized
XLI INDUSTRIAL SPDR 5.2%
Value ($000) $50,521,140 Shares 570,538 Est. Cost $88550.00 Unrealized
XLF FINANCIAL SPDR 4.2%
Value ($000) $40,328,640 Shares 1,368,000 Est. Cost $29480.00 Unrealized
XLE ENERGY SPDR 4.1%
Value ($000) $39,908,700 Shares 1,053,000 Est. Cost $37900.00 Unrealized
SONY SONY CORP 4.0%
Value ($000) $38,440,040 Shares 380,218 Est. Cost $67.01 Unrealized
XLY CONSUMER DISCRET SPDR 3.6%
Value ($000) $35,017,884 Shares 217,800 Est. Cost $146980.00 Unrealized
MS MORGAN STANLEY 3.4%
Value ($000) $33,413,515 Shares 487,575 Est. Cost $44.40 Unrealized +9.9%
ETSY ETSY INC 3.4%
Value ($000) $33,402,247 Shares 187,748 Est. Cost $73.98 Unrealized +103.3%
LOW LOWES COMPANIES 3.4%
Value ($000) $33,147,562 Shares 206,514 Est. Cost $117.10 Unrealized +26.4%
LPLA LPL FINANCIAL HOLDINGS INC 3.3%
Value ($000) $31,739,680 Shares 304,545 Est. Cost $80.05 Unrealized +12.3%
TMUS T-MOBILE US INC COM STK 3.2%
Value ($000) $30,644,932 Shares 227,252 Est. Cost $93.63 Unrealized +27.5%
VALE VALE SA SP ADR 3.1%
Value ($000) $30,487,915 Shares 1,819,088 Est. Cost $16760.00 Unrealized
BBY BEST BUY CO INC 3.1%
Value ($000) $30,020,424 Shares 300,836 Est. Cost $68.89 Unrealized +30.6%
PBR PETROLEO BRASILEIRO ADR 2.5%
Value ($000) $24,709,975 Shares 2,200,354 Est. Cost $11067.86 Unrealized
COSAN LTD -CL A 2.5%
Value ($000) $24,626,221 Shares 1,336,203 Est. Cost $17929.14 Unrealized
CHTR CHARTER COMMUNICATIONS INC 2.5%
Value ($000) $24,278,885 Shares 36,700 Est. Cost $636.54 Unrealized 0.0%
CCI CROWN CASTLE INTERNATIONAL CORP 2.3%
Value ($000) $22,096,686 Shares 138,807 Est. Cost $125.06 Unrealized +2.2%
TSCO TRACTOR SUPPLY 2.1%
Value ($000) $20,082,837 Shares 142,857 Est. Cost $25.75 Unrealized 0.0%
STERICYCLE INC 2.0%
Value ($000) $19,360,888 Shares 279,257 Est. Cost $23936.89 Unrealized
AON AON PLC 1.9%
Value ($000) $18,507,252 Shares 87,600 Est. Cost $193.30 Unrealized +1.7%
EBAY EBAY INC 1.8%
Value ($000) $17,898,899 Shares 356,197 Est. Cost $50.23 Unrealized -7.0%
EMBJ EMBRAER SA 1.6%
Value ($000) $15,861,634 Shares 2,329,168 Est. Cost $6810.00 Unrealized
XME SPDR S&P METALS & MINING ETF 1.6%
Value ($000) $15,048,000 Shares 450,000 Est. Cost $33440.00 Unrealized
BABA ALIBABA GROUP HOLDING LTD 1.5%
Value ($000) $14,669,903 Shares 63,034 Est. Cost $232730.00 Unrealized
NATURA &CO HOLDING-ADR 1.4%
Value ($000) $13,298,800 Shares 664,940 Est. Cost $17226.89 Unrealized
CMCSA COMCAST CORP CLASS A 1.4%
Value ($000) $13,288,640 Shares 253,600 Est. Cost $37.30 Unrealized +11.7%
BBD BANCO BRADESCO 1.3%
Value ($000) $12,161,446 Shares 2,312,062 Est. Cost $4265.20 Unrealized
OPTU ALTICE USA INC. - A 1.2%
Value ($000) $12,118,400 Shares 320,000 Est. Cost $24.53 Unrealized +27.7%
Z ZILLOW GROUP INC - C 1.1%
Value ($000) $11,119,966 Shares 85,670 Est. Cost $78.10 Unrealized +41.6%
MELI MERCADOLIBRE INC 1.1%
Value ($000) $11,069,854 Shares 6,608 Est. Cost $1166.38 Unrealized +20.9%
LAUR LAUREATE EDUCATION INC-A 1.1%
Value ($000) $10,475,469 Shares 719,469 Est. Cost $14.12 Unrealized 0.0%
EQIX EQUINIX INC 1.1%
Value ($000) $10,355,610 Shares 14,500 Est. Cost $612.83 Unrealized +10.1%
CALL- IWM 100 @ 195 EXP 02/19/2021 0.9%
Value ($000) $8,578,700 Shares 10,000 Est. Cost Unrealized
BP BP PLC 0.8%
Value ($000) $8,162,774 Shares 397,796 Est. Cost $23.32 Unrealized
CALL- Z 100 @ 110 EXP 02/19/2021 0.7%
Value ($000) $7,065,000 Shares 3,000 Est. Cost Unrealized
CHINA MOBILE LIMITED 0.7%
Value ($000) $6,957,795 Shares 243,791 Est. Cost $31615.05 Unrealized
IFF INTL FLAV & FRAG 0.7%
Value ($000) $6,950,522 Shares 63,860 Est. Cost $107.97 Unrealized -9.7%
CALL- ETSY 100 @ 125EXP 03/19/2021 0.7%
Value ($000) $6,946,187 Shares 1,250 Est. Cost Unrealized
CALL- EWZ 100 @ 38 EXP 02/19/2021 0.7%
Value ($000) $6,440,000 Shares 40,000 Est. Cost Unrealized
CALL- ETSY 100 @ 120EXP 03/19/2021 0.6%
Value ($000) $6,000,350 Shares 1,000 Est. Cost Unrealized
CALL- MS 100 @ 50 EXP 01/15/2021 0.6%
Value ($000) $5,579,580 Shares 3,000 Est. Cost Unrealized
CALL- SNE 100 @ 75 EXP 03/19/2021 0.6%
Value ($000) $5,338,720 Shares 2,000 Est. Cost Unrealized
UGP ULTRAPAR PARTICIPACOES 0.5%
Value ($000) $4,913,510 Shares 1,084,660 Est. Cost $3.67 Unrealized
PUT - IWM 100 @ 185 EXP 02/19/2021 0.4%
Value ($000) $4,330,000 Shares 10,000 Est. Cost Unrealized
CALL- ETSY 100 @ 140EXP 03/19/2021 0.4%
Value ($000) $4,316,810 Shares 1,000 Est. Cost Unrealized
USFD US FOODS HLDNG 0.4%
Value ($000) $3,849,537 Shares 115,567 Est. Cost $22.50 Unrealized +26.8%
ROYAL DUTCH SHELL B ADR 0.4%
Value ($000) $3,643,324 Shares 108,400 Est. Cost $631.60 Unrealized
CALL- ETSY 100 @ 170EXP 01/15/2021 0.4%
Value ($000) $3,630,660 Shares 3,000 Est. Cost Unrealized
TIMB TIM SA-ADR 0.3%
Value ($000) $3,356,724 Shares 241,144 Est. Cost $13920.00 Unrealized
EWZ ISHARES MSCI BRAZIL ETF 0.3%
Value ($000) $3,067,505 Shares 82,749 Est. Cost $27660.00 Unrealized
EQNR EQUINOR ASA 0.3%
Value ($000) $3,027,126 Shares 184,356 Est. Cost $14060.00 Unrealized
MRK MERCK & CO 0.3%
Value ($000) $2,863,000 Shares 35,000 Est. Cost $64.85 Unrealized 0.0%
CALL- Z 100 @ 105 EXP 02/19/2021 0.3%
Value ($000) $2,750,700 Shares 1,000 Est. Cost Unrealized
PUT - SPY 100 @ 365 EXP 01/15/2021 0.3%
Value ($000) $2,705,000 Shares 10,000 Est. Cost Unrealized
CALL- MS 100 @ 65 EXP 03/19/2021 0.3%
Value ($000) $2,481,280 Shares 4,000 Est. Cost Unrealized
FXI ISHARE CHINA LARGE CAP ETF 0.2%
Value ($000) $2,335,429 Shares 50,300 Est. Cost $46430.00 Unrealized
CALL- FXI 100@43 1/2EXP 02/19/2021 0.2%
Value ($000) $2,055,360 Shares 6,000 Est. Cost Unrealized
COMPANHIA BRASILEIRA DE DISTRIBUIACAO SA 0.2%
Value ($000) $2,032,767 Shares 141,953 Est. Cost $8132.58 Unrealized
CALL- EEM 100 @ 50 EXP 01/15/2021 0.2%
Value ($000) $2,013,300 Shares 10,000 Est. Cost Unrealized
CALL- ATUS 100 @ 33 EXP 03/19/2021 0.2%
Value ($000) $1,743,150 Shares 3,000 Est. Cost Unrealized
CALL- TSCO 100 @ 135EXP 04/16/2021 0.2%
Value ($000) $1,729,050 Shares 1,500 Est. Cost Unrealized
XRT SPDR S&P RETAIL ETF 0.2%
Value ($000) $1,661,321 Shares 25,829 Est. Cost $64319.99 Unrealized
CALL- EWJ 100@68 1/2EXP 01/15/2021 0.2%
Value ($000) $1,545,000 Shares 30,000 Est. Cost Unrealized
CALL- DELL 100 @ 75 EXP 04/16/2021 0.1%
Value ($000) $1,452,900 Shares 3,000 Est. Cost Unrealized
CALL- EEM 100 @ 50 EXP 04/16/2021 0.1%
Value ($000) $1,403,000 Shares 4,000 Est. Cost Unrealized
CALL- LOW 100 @ 160 EXP 03/19/2021 0.1%
Value ($000) $1,372,995 Shares 1,500 Est. Cost Unrealized
SBS SABESP 0.1%
Value ($000) $1,322,001 Shares 153,900 Est. Cost $8300.00 Unrealized
CALL- EEM 100@52 1/2EXP 01/15/2021 0.1%
Value ($000) $1,288,500 Shares 30,000 Est. Cost Unrealized
PUT - IWM 100 @ 190 EXP 03/19/2021 0.1%
Value ($000) $1,269,348 Shares 1,668 Est. Cost Unrealized
CALL- CCI 100 @ 165 EXP 04/16/2021 0.1%
Value ($000) $1,210,000 Shares 2,000 Est. Cost Unrealized
CALL- EWZ 100@38 1/2EXP 01/29/2021 0.1%
Value ($000) $1,185,875 Shares 13,250 Est. Cost Unrealized
CALL- AON 100 @ 220 EXP 04/16/2021 0.1%
Value ($000) $1,162,500 Shares 1,500 Est. Cost Unrealized
CALL- TMUS 100 @ 140EXP 02/19/2021 0.1%
Value ($000) $1,133,400 Shares 3,000 Est. Cost Unrealized
CALL- BBY 100 @ 110 EXP 03/19/2021 0.1%
Value ($000) $1,005,000 Shares 3,000 Est. Cost Unrealized
ENIC ENEL CHILE S.A. 0.1%
Value ($000) $1,000,477 Shares 257,192 Est. Cost $3644.26 Unrealized
CALL- Z 100 @ 135 EXP 01/15/2021 0.1%
Value ($000) $1,000,384 Shares 3,200 Est. Cost Unrealized
PUT - XRT 100 @ 60 EXP 03/19/2021 0.1%
Value ($000) $979,970 Shares 5,007 Est. Cost Unrealized
CALL- EBAY 100 @ 55 EXP 02/19/2021 0.1%
Value ($000) $956,000 Shares 8,000 Est. Cost Unrealized
CALL- HA 100 @ 20 EXP 04/16/2021 0.1%
Value ($000) $875,000 Shares 5,000 Est. Cost Unrealized
AZUL SA 0.1%
Value ($000) $765,908 Shares 33,563 Est. Cost $22820.01 Unrealized
CALL- VALE 100 @ 18 EXP 01/15/2021 0.1%
Value ($000) $742,500 Shares 33,000 Est. Cost Unrealized
SLACK TECHNOLOGIES INC- CL A 0.1%
Value ($000) $732,188 Shares 17,334 Est. Cost $42239.99 Unrealized
SID COMPANHIA SIDERURGICA NACIONAL 0.1%
Value ($000) $664,996 Shares 111,764 Est. Cost $5950.00 Unrealized
CALL- EBAY 100 @ 50 EXP 02/19/2021 0.1%
Value ($000) $599,500 Shares 2,000 Est. Cost Unrealized
CALL- CHL 100 @ 30 EXP 03/19/2021 0.1%
Value ($000) $562,625 Shares 4,501 Est. Cost Unrealized
CALL- IFF 100 @ 115 EXP 02/19/2021 0.1%
Value ($000) $551,900 Shares 2,000 Est. Cost Unrealized
CALL- MS 100 @ 69 EXP 01/22/2021 0.1%
Value ($000) $523,200 Shares 2,400 Est. Cost Unrealized
CALL- IWM 100 @ 200 EXP 01/08/2021 0.0%
Value ($000) $423,000 Shares 3,000 Est. Cost Unrealized
CALL- XRT 100@65 1/2EXP 01/08/2021 0.0%
Value ($000) $399,000 Shares 7,000 Est. Cost Unrealized
CALL- BBY 100 @ 120 EXP 03/19/2021 0.0%
Value ($000) $317,900 Shares 2,200 Est. Cost Unrealized
BRF - BRASIL FOODS SA 0.0%
Value ($000) $229,832 Shares 54,722 Est. Cost $4199.99 Unrealized
AXIA CENTRAIS ELETRICAS BR-SP ADR 0.0%
Value ($000) $228,936 Shares 32,752 Est. Cost $5520.00 Unrealized
GGB GERDAU SA 0.0%
Value ($000) $222,983 Shares 47,748 Est. Cost $4670.00 Unrealized
PUT - IWM 100 @ 150 EXP 02/19/2021 0.0%
Value ($000) $205,200 Shares 3,600 Est. Cost Unrealized
CALL- IFF 100 @ 125 EXP 02/19/2021 0.0%
Value ($000) $203,040 Shares 2,000 Est. Cost Unrealized
VIV TELEFONICA BRASIL SA-ADR 0.0%
Value ($000) $147,910 Shares 16,713 Est. Cost $8850.00 Unrealized
CALL- IWM 100 @ 230 EXP 02/19/2021 0.0%
Value ($000) $135,000 Shares 6,000 Est. Cost Unrealized
CALL- CCI 100 @ 165 EXP 01/15/2021 0.0%
Value ($000) $87,500 Shares 1,000 Est. Cost Unrealized
PUT - SPY 100 @ 361 EXP 01/08/2021 0.0%
Value ($000) $83,100 Shares 831 Est. Cost Unrealized
PUT - TLT 100 @ 150 EXP 01/15/2021 0.0%
Value ($000) $76,148 Shares 3,905 Est. Cost Unrealized
CALL- CHL 100 @ 30 EXP 01/15/2021 0.0%
Value ($000) $64,950 Shares 1,732 Est. Cost Unrealized
PUT - XRT 100 @ 40 EXP 03/19/2021 0.0%
Value ($000) $12,919 Shares 1,538 Est. Cost Unrealized
VSTA VASTA PLATFORM LTD 0.0%
Value ($000) $12,499 Shares 862 Est. Cost $13.82 Unrealized 0.0%
ITUB ITAU UNIBANCO HOLDING SA 0.0%
Value ($000) $11,876 Shares 1,950 Est. Cost $4.53 Unrealized
BBDO BANCO BRADESCO 0.0%
Value ($000) $10,880 Shares 2,360 Est. Cost $4610.17 Unrealized
SUZ SUZANO SA 0.0%
Value ($000) $8,944 Shares 800 Est. Cost $8170.00 Unrealized
PUT - WORK 100 @ 29 EXP 03/19/2021 0.0%
Value ($000) $4,120 Shares 2,000 Est. Cost Unrealized
CALL- VZ 100 @ 65 EXP 02/19/2021 0.0%
Value ($000) $3,171 Shares 302 Est. Cost Unrealized
PUT - ATUS 100 @ 32 EXP 01/15/2021 0.0%
Value ($000) $146 Shares 182 Est. Cost Unrealized
PUT - WORK 100 @ 24 EXP 03/19/2021 0.0%
Value ($000) $60 Shares 3,000 Est. Cost Unrealized