SPX Gestao de Recursos Ltda Quant / Systematic

CIK: 0001589176 · Show all filings

Period: Q1 2022 (← Previous) (Next →)

Filing Date: May 11, 2022

Total Value ($000): $1,570,370,514 (100.0% shares, 0.0% debt)

Holdings (79)

SPY SPDR S&P 500 ETF TRUST 30.0%
Value ($000) $471,507,192 Shares 1,043,989 Est. Cost $451640.00 Unrealized
ASHR XTRACKERS HARVEST CSI 300 CHIN 8.0%
Value ($000) $126,375,640 Shares 3,819,149 Est. Cost $33710.56 Unrealized
EMB ISHARES JPMORGAN USD EMERGING MARKET BON 7.1%
Value ($000) $111,446,400 Shares 1,140,000 Est. Cost $103478.42 Unrealized
EWZ ISHARES MSCI BRAZIL ETF 5.3%
Value ($000) $83,369,424 Shares 2,204,957 Est. Cost $37355.69 Unrealized
VALE VALE SA SP ADR 4.0%
Value ($000) $62,782,653 Shares 3,140,703 Est. Cost $19990.00 Unrealized
PBR PETROLEO BRASILEIRO ADR 3.9%
Value ($000) $60,787,374 Shares 4,107,255 Est. Cost $14800.00 Unrealized
EMBJ EMBRAER SA 3.0%
Value ($000) $47,763,855 Shares 3,787,776 Est. Cost $12157.33 Unrealized
RIO RIO TINTO PLC 2.9%
Value ($000) $45,745,992 Shares 568,980 Est. Cost $80400.00 Unrealized
PBR/A PETROLEO BRASILEIRO SA PETRO 2.3%
Value ($000) $36,717,911 Shares 2,626,460 Est. Cost $11254.07 Unrealized
ITUB ITAU UNIBANCO HOLDING SA 2.1%
Value ($000) $32,927,252 Shares 5,766,594 Est. Cost $4912.77 Unrealized
URA GLOBAL X URANIUM 2.0%
Value ($000) $31,608,396 Shares 1,208,272 Est. Cost $26160.00 Unrealized
FCX FREEPORT-MCMORAN INC 1.7%
Value ($000) $26,113,500 Shares 525,000 Est. Cost $41.84 Unrealized 0.0%
PERSHING SQUARE TONTINE -A 1.4%
Value ($000) $22,449,147 Shares 1,128,665 Est. Cost $19720.00 Unrealized
ITIQUIRA ACQUISITION CORP 1.3%
Value ($000) $19,880,000 Shares 2,000,000 Est. Cost $9940.00 Unrealized
ASAIY SENDAS DISTRIBUIDORA SA-W/I 1.2%
Value ($000) $18,995,204 Shares 1,105,658 Est. Cost $16554.21 Unrealized
RTX RAYTHEON TECHNOLOGIES CORP 1.1%
Value ($000) $17,195,481 Shares 173,569 Est. Cost $82.23 Unrealized +5.5%
CNH CNH INDUSTRAL NV 1.1%
Value ($000) $17,008,058 Shares 1,072,387 Est. Cost $13.77 Unrealized +1.5%
BHP BHP BILLITON LTD -SPON ADR 1.1%
Value ($000) $16,956,375 Shares 219,500 Est. Cost $77250.00 Unrealized
GM GENERAL MOTORS 1.0%
Value ($000) $14,937,866 Shares 341,515 Est. Cost $53.46 Unrealized -9.9%
FOXA FOX CORP - CLASS A 0.9%
Value ($000) $14,495,035 Shares 367,428 Est. Cost $37.60 Unrealized +2.6%
CSX CSX CORP 0.9%
Value ($000) $13,789,090 Shares 368,200 Est. Cost $33.49 Unrealized 0.0%
WALDENCAST ACQUISITION COR-A 0.9%
Value ($000) $13,527,883 Shares 1,365,074 Est. Cost $9871.32 Unrealized
VLO VALERO ENERGY 0.8%
Value ($000) $12,184,800 Shares 120,000 Est. Cost $76.96 Unrealized 0.0%
LNG CHENIERE ENERGY 0.8%
Value ($000) $11,785,250 Shares 85,000 Est. Cost $121.52 Unrealized 0.0%
TMUS T-MOBILE US INC COM STK 0.7%
Value ($000) $11,484,373 Shares 89,477 Est. Cost $114.54 Unrealized +0.5%
EMR EMERSON ELECTRIC CO 0.7%
Value ($000) $11,193,388 Shares 114,160 Est. Cost $87.45 Unrealized 0.0%
TIMB TIM SA-ADR 0.7%
Value ($000) $11,053,872 Shares 762,336 Est. Cost $12573.33 Unrealized
SLB SCHLUMBERGER LTD 0.6%
Value ($000) $9,995,244 Shares 241,957 Est. Cost $35.90 Unrealized 0.0%
CRM SALESFORCE INC 0.6%
Value ($000) $9,894,112 Shares 46,600 Est. Cost $212.63 Unrealized 0.0%
BYD BOYD GAMING 0.6%
Value ($000) $9,502,710 Shares 144,462 Est. Cost $61.18 Unrealized +1.9%
AMZN AMAZON.COM INC 0.6%
Value ($000) $9,447,335 Shares 2,898 Est. Cost $171.15 Unrealized -9.7%
HAL HALLIBURTON CO 0.6%
Value ($000) $9,298,600 Shares 245,540 Est. Cost $29.85 Unrealized 0.0%
UBER UBER TECHNOLOGIES INC 0.6%
Value ($000) $9,125,374 Shares 255,756 Est. Cost $41.55 Unrealized -13.5%
MDLZ MONDELEZ INT CLA 0.6%
Value ($000) $9,038,185 Shares 143,966 Est. Cost $55.31 Unrealized +6.0%
SONY SONY GROUP CORP 0.6%
Value ($000) $8,682,590 Shares 84,535 Est. Cost $67.01 Unrealized
AR ANTERO RSRCS CRP 0.6%
Value ($000) $8,648,111 Shares 283,266 Est. Cost $22.45 Unrealized 0.0%
CALL- FXI 100 @ 35 EXP 06/17/2022 0.5%
Value ($000) $7,920,000 Shares 110,000 Est. Cost Unrealized
BBD BANCO BRADESCO 0.5%
Value ($000) $7,492,403 Shares 1,614,742 Est. Cost $4437.28 Unrealized
GPK GRAPHIC PACKA 0.5%
Value ($000) $7,373,658 Shares 367,947 Est. Cost $19.43 Unrealized 0.0%
CAT CATERPILLAR INC 0.4%
Value ($000) $6,996,548 Shares 31,400 Est. Cost $195.46 Unrealized 0.0%
PNC PNC BANK CORP 0.4%
Value ($000) $6,640,200 Shares 36,000 Est. Cost $174.10 Unrealized 0.0%
ZENDESK INC 0.4%
Value ($000) $6,281,303 Shares 52,218 Est. Cost $120289.99 Unrealized
IAA INC 0.4%
Value ($000) $5,912,685 Shares 154,580 Est. Cost $38250.00 Unrealized
CZR CAESARS ENTERTAINMENT INC 0.3%
Value ($000) $5,439,491 Shares 70,314 Est. Cost $80.31 Unrealized 0.0%
PUT - SPY 100 @ 425 EXP 05/20/2022 0.3%
Value ($000) $5,272,500 Shares 9,500 Est. Cost Unrealized
H HYATT HOTELS CORP-CL A 0.3%
Value ($000) $5,192,480 Shares 54,400 Est. Cost $92.73 Unrealized 0.0%
DIA SPDR DOW JONES INDL AVUT SER 1 0.3%
Value ($000) $5,029,035 Shares 14,500 Est. Cost $346830.00 Unrealized
CALL- EWZ 100 @ 38 EXP 04/22/2022 0.3%
Value ($000) $4,875,000 Shares 50,000 Est. Cost Unrealized
FTCHQ FARFETCH LTD-CLASS A 0.3%
Value ($000) $4,730,594 Shares 312,870 Est. Cost $19.36 Unrealized 0.0%
WCC WESCO INTL 0.3%
Value ($000) $4,151,466 Shares 31,900 Est. Cost $121.82 Unrealized 0.0%
DE DEERE & CO 0.3%
Value ($000) $3,946,870 Shares 9,500 Est. Cost $363.01 Unrealized 0.0%
BABA ALIBABA GROUP HOLDING LTD 0.2%
Value ($000) $3,861,747 Shares 35,494 Est. Cost $108799.99 Unrealized
BIDU BAIDU INC 0.2%
Value ($000) $3,850,459 Shares 29,104 Est. Cost $132300.00 Unrealized
AZUL SA 0.2%
Value ($000) $3,707,312 Shares 246,333 Est. Cost $15050.00 Unrealized
SPLUNK INC 0.2%
Value ($000) $3,268,083 Shares 21,991 Est. Cost $148610.02 Unrealized
NU NU HOLDINGS LTD/CAYMAN ISL-A 0.2%
Value ($000) $3,258,211 Shares 422,048 Est. Cost $8.03 Unrealized 0.0%
CALL- SPY 100 @ 465 EXP 04/14/2022 0.2%
Value ($000) $2,987,500 Shares 25,000 Est. Cost Unrealized
CALL- ASHR 100@34 1/2 EXP 04/22/2022 0.2%
Value ($000) $2,436,000 Shares 84,000 Est. Cost Unrealized
GGB GERDAU SA 0.1%
Value ($000) $2,143,511 Shares 333,361 Est. Cost $5074.05 Unrealized
PUT - SPY 100 @ 442 EXP 05/20/2022 0.1%
Value ($000) $2,053,500 Shares 2,220 Est. Cost $925000.00 Unrealized
COMPANIA 0.1%
Value ($000) $2,051,718 Shares 262,368 Est. Cost $7701.22 Unrealized
XP XP INC - CLASS A 0.1%
Value ($000) $1,867,193 Shares 62,033 Est. Cost $32.57 Unrealized -4.2%
FRONTIER COMMUNICATIONS PARE 0.1%
Value ($000) $1,511,612 Shares 54,630 Est. Cost $27670.00 Unrealized
ZANITE ACQ CL A -CW25 0.1%
Value ($000) $987,759 Shares 1,543,132 Est. Cost $869.61 Unrealized
COMPANHIA BRASILEIRA DE DISTRIBUIACAO SA 0.0%
Value ($000) $336,138 Shares 66,694 Est. Cost $5040.00 Unrealized
CALL- ASHR 100 @ 38 EXP 04/14/2022 0.0%
Value ($000) $305,370 Shares 87,000 Est. Cost Unrealized
SUZ SUZANO SA 0.0%
Value ($000) $262,322 Shares 22,575 Est. Cost $11620.02 Unrealized
CSAN COSAN SA -ADR -W/I 0.0%
Value ($000) $152,539 Shares 7,704 Est. Cost $18828.88 Unrealized
ENIC ENEL CHILE S.A. 0.0%
Value ($000) $133,807 Shares 84,688 Est. Cost $1635.98 Unrealized
AXIA CENTRAIS ELETRICAS BR-SP ADR 0.0%
Value ($000) $111,752 Shares 14,128 Est. Cost $6090.00 Unrealized
ABEV COMPHANIA DE BEBIDAS DAS AMERICAS AMBEV 0.0%
Value ($000) $54,342 Shares 16,824 Est. Cost $2782.57 Unrealized
BRF - BRASIL FOODS SA 0.0%
Value ($000) $17,468 Shares 4,400 Est. Cost $3970.00 Unrealized
SBS SABESP 0.0%
Value ($000) $15,689 Shares 1,596 Est. Cost $9830.20 Unrealized
SID COMPANHIA SIDERURGICA NACIONAL 0.0%
Value ($000) $14,027 Shares 2,588 Est. Cost $4439.93 Unrealized
CALL- FXI 100 @ 42 EXP 04/14/2022 0.0%
Value ($000) $8,000 Shares 80,000 Est. Cost Unrealized
GETNET ADQUIRENCIA E SER 0.0%
Value ($000) $3,410 Shares 2,200 Est. Cost $1550.00 Unrealized
CORPBANCA 0.0%
Value ($000) $2,325 Shares 696 Est. Cost $3340.52 Unrealized
AKO/A ANDINA A 0.0%
Value ($000) $512 Shares 47 Est. Cost $10480.00 Unrealized
UGP ULTRAPAR PARTICIPACOES 0.0%
Value ($000) $303 Shares 100 Est. Cost $2698.09 Unrealized