SPX Gestao de Recursos Ltda Quant / Systematic

Location: Rio De Janeiro, Brazil

CIK: 0001589176 · Show all filings

Period: Q3 2021 (← Previous) (Next →)

Filing Date: Oct 25, 2021

Total Value: $530.3B (100.0% shares, 0.0% debt)

Holdings (38)

EMBJ EMBRAER SA 11.2%

Value $59.47B Shares 3,498,511 Est. Cost $11527.07 Unrealized —

EMB ISHARES JPMORGAN USD EMERGING MARKET BON 11.0%

Value $58.33B Shares 530,000 Est. Cost $110060.00 Unrealized —

EWZ ISHARES MSCI BRAZIL ETF 8.7%

Value $46.26B Shares 1,439,788 Est. Cost $32944.94 Unrealized —

XLE ENERGY SPDR 7.5%

Value $39.77B Shares 763,565 Est. Cost $48786.42 Unrealized —

XLF FINANCIAL SPDR 7.3%

Value $38.77B Shares 1,033,000 Est. Cost $36690.00 Unrealized —

ITUB ITAU UNIBANCO HOLDING SA 5.7%

Value $30.47B Shares 5,781,272 Est. Cost $5264.16 Unrealized —

ICLN ISHARES GLOBAL CLEAN ENERGY ETF 4.4%

Value $23.49B Shares 1,085,000 Est. Cost $21650.00 Unrealized —

— ITIQUIRA ACQUISITION CORP 3.8%

Value $19.9B Shares 2,000,000 Est. Cost $9940.00 Unrealized —

ASAIY SENDAS DISTRIBUIDORA SA-W/I 3.6%

Value $19.32B Shares 1,108,304 Est. Cost $16554.21 Unrealized —

— PUT - QQQ 100 @ 360 EXP 10/22/2021 3.4%

Value $18.16B Shares 20,000 Est. Cost — Unrealized —

SONY SONY GROUP CORP 3.2%

Value $16.87B Shares 152,573 Est. Cost $67.01 Unrealized —

GGB GERDAU SA 3.1%

Value $16.64B Shares 3,381,300 Est. Cost $5074.05 Unrealized —

BBD BANCO BRADESCO 3.1%

Value $16.3B Shares 4,254,822 Est. Cost $4530.46 Unrealized —

— NATURA &CO HOLDING-ADR 2.5%

Value $13.49B Shares 809,990 Est. Cost $17346.27 Unrealized —

VALE VALE SA SP ADR 2.3%

Value $12.01B Shares 860,589 Est. Cost $16760.00 Unrealized —

— WALDENCAST ACQUISITION CORP 2.1%

Value $11.37B Shares 1,122,706 Est. Cost $9990.00 Unrealized —

FISV FISERV INC 2.1%

Value $11.07B Shares 102,000 Est. Cost $111.73 Unrealized 0.0%

PAGS PAGSEGURO DIGITAL LTD-CL A 2.0%

Value $10.48B Shares 202,578 Est. Cost $52.39 Unrealized +7.1%

IWD ISHARES RUSSELL 1000 VALUE ETF 1.9%

Value $9.876B Shares 63,100 Est. Cost $157352.66 Unrealized —

ABEV COMPHANIA DE BEBIDAS DAS AMERICAS AMBEV 1.6%

Value $8.249B Shares 2,988,647 Est. Cost $2782.57 Unrealized —

AA ALCOA CORP 1.4%

Value $7.406B Shares 151,334 Est. Cost $40.36 Unrealized 0.0%

— ROYAL DUTCH SHELL B ADR 1.3%

Value $6.95B Shares 157,000 Est. Cost $38830.00 Unrealized —

TIMB TIM SA-ADR 1.3%

Value $6.773B Shares 630,653 Est. Cost $12330.40 Unrealized —

PBR/A PETROLEO BRASILEIRO SA PETRO 1.0%

Value $5.438B Shares 543,816 Est. Cost $9867.18 Unrealized —

— ZANITE ACQUISITION CORP-CL A 0.9%

Value $4.988B Shares 493,345 Est. Cost $10110.00 Unrealized —

LUV SOUTHWEST AIRLINES 0.8%

Value $4.006B Shares 77,900 Est. Cost $46.99 Unrealized 0.0%

DAL DELTA AIRLINES INC 0.7%

Value $3.976B Shares 93,300 Est. Cost $39.72 Unrealized 0.0%

— PUT - TLT 100 @ 145 EXP 12/17/2021 0.4%

Value $2.305B Shares 4,900 Est. Cost — Unrealized —

PBR PETROLEO BRASILEIRO ADR 0.4%

Value $2.132B Shares 206,218 Est. Cost $10359.99 Unrealized —

— CALL- XLE 100 @ 51 EXP 11/19/2021 0.4%

Value $1.938B Shares 6,000 Est. Cost — Unrealized —

— CALL- SPY 100 @ 440 EXP 10/08/2021 0.3%

Value $1.85B Shares 20,000 Est. Cost — Unrealized —

— CALL- XLE 100 @ 50 EXP 11/19/2021 0.3%

Value $1.546B Shares 4,000 Est. Cost — Unrealized —

— ZANITE ACQ CL A -CW25 0.1%

Value $341M Shares 406,346 Est. Cost $840.00 Unrealized —

CSAN COSAN SA -ADR -W/I 0.0%

Value $223M Shares 13,289 Est. Cost $18458.52 Unrealized —

VSTA VASTA PLATFORM LTD 0.0%

Value $89.44M Shares 19,615 Est. Cost $8.88 Unrealized -29.2%

UGP ULTRAPAR PARTICIPACOES 0.0%

Value $23M Shares 8,520 Est. Cost $2700.00 Unrealized —

— CALL- SPY 100 @ 450 EXP 10/01/2021 0.0%

Value $13.84M Shares 12,582 Est. Cost — Unrealized —

BSBR BANCO SANTANDER 0.0%

Value $1.472M Shares 225 Est. Cost $8200.00 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
EMBJ	EMBRAER SA	3,498,511	$59.47B	11.2%	$11527.07	—	SPONSORED ADS	29082A107
EMB	ISHARES JPMORGAN USD EMERGING MARKET BON	530,000	$58.33B	11.0%	$110060.00	—	JPMORGAN USD EMG	464288281
EWZ	ISHARES MSCI BRAZIL ETF	1,439,788	$46.26B	8.7%	$32944.94	—	MSCI BRAZIL ETF	464286400
XLE	ENERGY SPDR	763,565	$39.77B	7.5%	$48786.42	—	ENERGY	81369Y506
XLF	FINANCIAL SPDR	1,033,000	$38.77B	7.3%	$36690.00	—	FINANCIAL	81369Y605
ITUB	ITAU UNIBANCO HOLDING SA	5,781,272	$30.47B	5.7%	$5264.16	—	SPON ADR REP PFD	465562106
ICLN	ISHARES GLOBAL CLEAN ENERGY ETF	1,085,000	$23.49B	4.4%	$21650.00	—	GL CLEAN ENE ETF	464288224
—	ITIQUIRA ACQUISITION CORP	2,000,000	$19.9B	3.8%	$9940.00	—	UNIT 02/03/2026	G49773123
ASAIY	SENDAS DISTRIBUIDORA SA-W/I	1,108,304	$19.32B	3.6%	$16554.21	—	SPON ADS	81689T104
—	PUT - QQQ 100 @ 360 EXP 10/22/2021	20,000	$18.16B	3.4%	—	—	Put	99OCZJQ11
SONY	SONY GROUP CORP	152,573	$16.87B	3.2%	$67.01	—	SPONSORED ADR	835699307
GGB	GERDAU SA	3,381,300	$16.64B	3.1%	$5074.05	—	SPON ADR REP PFD	373737105
BBD	BANCO BRADESCO	4,254,822	$16.3B	3.1%	$4530.46	—	SP ADR PFD NEW	059460303
—	NATURA &CO HOLDING-ADR	809,990	$13.49B	2.5%	$17346.27	—	ADS	63884N108
VALE	VALE SA SP ADR	860,589	$12.01B	2.3%	$16760.00	—	SPONSORED ADS	91912E105
—	WALDENCAST ACQUISITION CORP	1,122,706	$11.37B	2.1%	$9990.00	—	UNIT 03/11/2026	G9460C126
FISV	FISERV INC	102,000	$11.07B	2.1%	$111.73	0.0%	COM	337738108
PAGS	PAGSEGURO DIGITAL LTD-CL A	202,578	$10.48B	2.0%	$52.39	+7.1%	COM CL A	G68707101
IWD	ISHARES RUSSELL 1000 VALUE ETF	63,100	$9.876B	1.9%	$157352.66	—	RUS 1000 VAL ETF	464287598
ABEV	COMPHANIA DE BEBIDAS DAS AMERICAS AMBEV	2,988,647	$8.249B	1.6%	$2782.57	—	SPONSORED ADR	02319V103
AA	ALCOA CORP	151,334	$7.406B	1.4%	$40.36	0.0%	COM	013872106
—	ROYAL DUTCH SHELL B ADR	157,000	$6.95B	1.3%	$38830.00	—	SPON ADR B	780259107
TIMB	TIM SA-ADR	630,653	$6.773B	1.3%	$12330.40	—	SPONSORED ADR	88706T108
PBR/A	PETROLEO BRASILEIRO SA PETRO	543,816	$5.438B	1.0%	$9867.18	—	SP ADR NON VTG	71654V101
—	ZANITE ACQUISITION CORP-CL A	493,345	$4.988B	0.9%	$10110.00	—	COM CL A	98907K103
LUV	SOUTHWEST AIRLINES	77,900	$4.006B	0.8%	$46.99	0.0%	COM	844741108
DAL	DELTA AIRLINES INC	93,300	$3.976B	0.7%	$39.72	0.0%	COM NEW	247361702
—	PUT - TLT 100 @ 145 EXP 12/17/2021	4,900	$2.305B	0.4%	—	—	Put	99VWMFFC9
PBR	PETROLEO BRASILEIRO ADR	206,218	$2.132B	0.4%	$10359.99	—	COM CL A	71654V408
—	CALL- XLE 100 @ 51 EXP 11/19/2021	6,000	$1.938B	0.4%	—	—	Call	99C10PJ51
—	CALL- SPY 100 @ 440 EXP 10/08/2021	20,000	$1.85B	0.3%	—	—	Call	99OCXNJF1
—	CALL- XLE 100 @ 50 EXP 11/19/2021	4,000	$1.546B	0.3%	—	—	Call	99C10MRH3
—	ZANITE ACQ CL A -CW25	406,346	$341M	0.1%	$840.00	—	*W EXP 10/08/202	98907K111
CSAN	COSAN SA -ADR -W/I	13,289	$223M	0.0%	$18458.52	—	ADS	22113B103
VSTA	VASTA PLATFORM LTD	19,615	$89.44M	0.0%	$8.88	-29.2%	CL A	G9440A109
UGP	ULTRAPAR PARTICIPACOES	8,520	$23M	0.0%	$2700.00	—	SP ADR REP COM	90400P101
—	CALL- SPY 100 @ 450 EXP 10/01/2021	12,582	$13.84M	0.0%	—	—	Call	99OCNNRF3
BSBR	BANCO SANTANDER	225	$1.472M	0.0%	$8200.00	—	ADS REP 1 UNIT	05967A107