SPX Gestao de Recursos Ltda Quant / Systematic

CIK: 0001589176 · Show all filings

Period: Q3 2022 (← Previous) (Next →)

Filing Date: Nov 1, 2022

Total Value ($000): $1,080,522,588 (100.0% shares, 0.0% debt)

Holdings (99)

XLE ENERGY SPDR 22.9%
Value ($000) $247,123,450 Shares 3,431,317 Est. Cost $71911.66 Unrealized
XLV HEALTH CARE SPDR ETF 9.7%
Value ($000) $104,649,818 Shares 864,089 Est. Cost $121110.00 Unrealized
RIO RIO TINTO PLC 7.5%
Value ($000) $81,527,397 Shares 1,480,701 Est. Cost $55060.00 Unrealized
PUT - SPY 100 @ 350 EXP 10/21/2022 4.9%
Value ($000) $52,425,000 Shares 75,000 Est. Cost Unrealized
SHEL SHELL PLC-ADR 3.7%
Value ($000) $39,870,249 Shares 801,251 Est. Cost $52161.45 Unrealized
VALE VALE SA SP ADR 2.7%
Value ($000) $28,707,426 Shares 2,155,203 Est. Cost $17947.16 Unrealized
STNE STONECO LTD-A 2.2%
Value ($000) $23,675,655 Shares 2,484,329 Est. Cost $9530.00 Unrealized
CNH CNH INDUSTRAL NV 2.0%
Value ($000) $21,457,011 Shares 1,920,950 Est. Cost $12.68 Unrealized -13.0%
MU MICRON TECHNOLOGY INC 1.9%
Value ($000) $20,691,300 Shares 413,000 Est. Cost $56.91 Unrealized 0.0%
ITIQUIRA ACQUISITION CORP 1.8%
Value ($000) $19,860,000 Shares 2,000,000 Est. Cost $9940.00 Unrealized
EMBJ EMBRAER SA 1.8%
Value ($000) $19,348,417 Shares 2,249,816 Est. Cost $11943.52 Unrealized
RTX RAYTHEON TECHNOLOGIES CORP 1.8%
Value ($000) $19,103,586 Shares 233,369 Est. Cost $83.81 Unrealized +0.0%
ITUB ITAU UNIBANCO HOLDING SA 1.7%
Value ($000) $18,535,318 Shares 3,585,168 Est. Cost $4912.77 Unrealized
H HYATT HOTELS CORP-CL A 1.6%
Value ($000) $17,165,139 Shares 212,020 Est. Cost $87.10 Unrealized -3.6%
AA ALCOA CORP 1.5%
Value ($000) $16,498,348 Shares 490,147 Est. Cost $62.21 Unrealized -27.9%
MT ARCELOR MITTAL 1.5%
Value ($000) $16,325,244 Shares 819,952 Est. Cost $19910.00 Unrealized
SPY SPDR S&P 500 ETF TRUST 1.4%
Value ($000) $15,656,628 Shares 43,834 Est. Cost $359955.56 Unrealized
CSX CSX CORP 1.4%
Value ($000) $14,823,028 Shares 556,420 Est. Cost $32.14 Unrealized -7.9%
GGB GERDAU SA 1.3%
Value ($000) $14,511,921 Shares 3,210,602 Est. Cost $4577.27 Unrealized
TMUS T-MOBILE US INC COM STK 1.3%
Value ($000) $14,480,565 Shares 107,927 Est. Cost $116.51 Unrealized +16.4%
FOXA FOX CORP - CLASS A 1.1%
Value ($000) $11,983,730 Shares 390,604 Est. Cost $36.69 Unrealized -11.8%
PBR PETROLEO BRASILEIRO ADR 1.1%
Value ($000) $11,882,321 Shares 962,911 Est. Cost $12340.00 Unrealized
MELI MERCADOLIBRE INC 1.1%
Value ($000) $11,811,592 Shares 14,269 Est. Cost $859.52 Unrealized 0.0%
CALL- VALE 100 @ 14 EXP 11/18/2022 1.0%
Value ($000) $11,325,000 Shares 150,000 Est. Cost Unrealized
PUT - PBR 100 @ 12 EXP 10/21/2022 1.0%
Value ($000) $11,016,000 Shares 150,000 Est. Cost Unrealized
DPZ DOMINOS PIZZA 1.0%
Value ($000) $10,984,182 Shares 35,410 Est. Cost $361.53 Unrealized 0.0%
EMR EMERSON ELECTRIC CO 1.0%
Value ($000) $10,592,737 Shares 144,670 Est. Cost $85.39 Unrealized -9.1%
BP BP PLC 0.9%
Value ($000) $9,535,700 Shares 334,000 Est. Cost $28550.00 Unrealized
EWZ ISHARES MSCI BRAZIL ETF 0.9%
Value ($000) $9,204,826 Shares 310,659 Est. Cost $29633.51 Unrealized
ASAIY SENDAS DISTRIBUIDORA SA-W/I 0.8%
Value ($000) $8,769,735 Shares 543,691 Est. Cost $16554.21 Unrealized
HAS HASBRO 0.8%
Value ($000) $8,360,080 Shares 124,000 Est. Cost $67.95 Unrealized 0.0%
ARCO ARCOS DORADOS HOLDINGS INC 0.8%
Value ($000) $8,268,667 Shares 1,134,248 Est. Cost $6.59 Unrealized 0.0%
GPK GRAPHIC PACKA 0.7%
Value ($000) $7,969,965 Shares 403,747 Est. Cost $19.61 Unrealized +11.9%
IAA INC 0.7%
Value ($000) $7,747,194 Shares 243,240 Est. Cost $36061.94 Unrealized
NOW SERVICENOW 0.6%
Value ($000) $6,910,263 Shares 18,300 Est. Cost $93.74 Unrealized -3.9%
AEROJET ROCKETDYNE HOLDINGS IN 0.6%
Value ($000) $6,883,918 Shares 172,141 Est. Cost $40575.76 Unrealized
CTVA CORTEVA INC 0.6%
Value ($000) $6,777,990 Shares 118,600 Est. Cost $56.17 Unrealized 0.0%
NFLX NETFLIX INC 0.6%
Value ($000) $6,764,191 Shares 28,730 Est. Cost $22.21 Unrealized 0.0%
SLB SCHLUMBERGER LTD 0.6%
Value ($000) $6,202,694 Shares 172,777 Est. Cost $36.11 Unrealized -7.5%
CALY TOPGOLF CALLAWAY BRANDS CORP 0.6%
Value ($000) $6,163,200 Shares 320,000 Est. Cost $22.10 Unrealized 0.0%
AAP ADVANCE AUTO PARTS INC 0.5%
Value ($000) $5,928,256 Shares 37,919 Est. Cost $167.76 Unrealized 0.0%
CALL- SPY 100 @ 375 EXP 10/21/2022 0.5%
Value ($000) $5,796,179 Shares 18,000 Est. Cost Unrealized
BYD BOYD GAMING 0.5%
Value ($000) $5,635,184 Shares 118,262 Est. Cost $60.72 Unrealized -14.9%
XLU UTILITIES SPDR 0.5%
Value ($000) $5,373,392 Shares 82,024 Est. Cost $69087.98 Unrealized
SPLUNK INC 0.5%
Value ($000) $5,000,950 Shares 66,502 Est. Cost $106033.18 Unrealized
MARATHON OIL CORP 0.4%
Value ($000) $4,538,580 Shares 201,000 Est. Cost $22580.00 Unrealized
GSK GSK PLC-SPON ADR 0.4%
Value ($000) $4,267,350 Shares 145,000 Est. Cost $29430.00 Unrealized
TIMB TIM SA-ADR 0.4%
Value ($000) $4,224,642 Shares 377,875 Est. Cost $12550.22 Unrealized
WBD WARNER BROS DISCOVERY INC 0.4%
Value ($000) $4,177,260 Shares 363,240 Est. Cost $18.55 Unrealized -26.7%
PAX PATRIA INVESTMENTS LTD-A 0.4%
Value ($000) $3,921,981 Shares 300,535 Est. Cost $11.37 Unrealized 0.0%
CRM SALESFORCE INC 0.4%
Value ($000) $3,844,843 Shares 26,730 Est. Cost $209.90 Unrealized -20.2%
SIX FLAGS ENTERTAINMENT CORPORATION NEW 0.4%
Value ($000) $3,800,190 Shares 214,700 Est. Cost $17700.00 Unrealized
COMPANHIA BRASILEIRA DE DISTRIBUIACAO SA 0.4%
Value ($000) $3,796,526 Shares 1,072,465 Est. Cost $3308.46 Unrealized
NOMD NOMAD HOLDINGS LTD. ORDINARY SHARES (VIR 0.3%
Value ($000) $3,713,058 Shares 261,483 Est. Cost $18.00 Unrealized 0.0%
PUT - XLP 100 @ 68 EXP 10/21/2022 0.3%
Value ($000) $2,890,859 Shares 14,000 Est. Cost Unrealized
BHP BHP BILLITON LTD -SPON ADR 0.3%
Value ($000) $2,752,200 Shares 55,000 Est. Cost $50040.00 Unrealized
NU NU HOLDINGS LTD/CAYMAN ISL-A 0.2%
Value ($000) $1,982,503 Shares 450,569 Est. Cost $4.59 Unrealized 0.0%
NVS NOVARTIS ADR 0.2%
Value ($000) $1,900,250 Shares 25,000 Est. Cost $76010.00 Unrealized
KMX CARMAX GROUP 0.2%
Value ($000) $1,848,560 Shares 28,000 Est. Cost $91.38 Unrealized 0.0%
CALL- FXI 100 @ 28 EXP 10/21/2022 0.2%
Value ($000) $1,800,000 Shares 80,000 Est. Cost Unrealized
TS TENARIS S A ADR 0.2%
Value ($000) $1,760,427 Shares 68,128 Est. Cost $25839.99 Unrealized
STLD STEEL DYNAMICS 0.2%
Value ($000) $1,652,780 Shares 23,295 Est. Cost $71.84 Unrealized 0.0%
SUZ SUZANO SA 0.1%
Value ($000) $1,598,544 Shares 193,763 Est. Cost $9715.15 Unrealized
XYL XYLEM INC 0.1%
Value ($000) $1,527,926 Shares 17,490 Est. Cost $87.27 Unrealized 0.0%
FCX FREEPORT-MCMORAN INC 0.1%
Value ($000) $1,314,135 Shares 48,084 Est. Cost $27.89 Unrealized 0.0%
AMZN AMAZON.COM INC 0.1%
Value ($000) $1,130,000 Shares 10,000 Est. Cost $126.40 Unrealized 0.0%
PEJ INVESCO DYNAMIC LEISURE AND EN 0.1%
Value ($000) $1,097,261 Shares 31,667 Est. Cost $34649.98 Unrealized
COMPANIA 0.1%
Value ($000) $1,002,585 Shares 169,070 Est. Cost $5930.00 Unrealized
FPI FARMLAND PARTNER 0.1%
Value ($000) $912,265 Shares 72,002 Est. Cost $12670.00 Unrealized
EVEX/WS ZANITE ACQ CL A -CW25 0.1%
Value ($000) $792,253 Shares 1,617,173 Est. Cost $510.40 Unrealized
BRF - BRASIL FOODS SA 0.1%
Value ($000) $578,976 Shares 247,426 Est. Cost $2340.00 Unrealized
DE DEERE & CO 0.1%
Value ($000) $567,613 Shares 1,700 Est. Cost $356.79 Unrealized -8.5%
ARCO PLATFORM LTD - CLASS A 0.1%
Value ($000) $556,300 Shares 51,557 Est. Cost $10790.00 Unrealized
ENIC ENEL CHILE S.A. 0.1%
Value ($000) $551,581 Shares 399,697 Est. Cost $1213.81 Unrealized
BBD BANCO BRADESCO 0.0%
Value ($000) $519,001 Shares 141,033 Est. Cost $4437.28 Unrealized
PBR/A PETROLEO BRASILEIRO SA PETRO 0.0%
Value ($000) $420,397 Shares 37,942 Est. Cost $11254.07 Unrealized
CIG COMPNHIA ENRG 0.0%
Value ($000) $325,628 Shares 161,202 Est. Cost $2020.00 Unrealized
CSAN COSAN SA -ADR -W/I 0.0%
Value ($000) $257,123 Shares 19,963 Est. Cost $15180.76 Unrealized
INTR INTER & CO INC - CL A 0.0%
Value ($000) $227,988 Shares 69,935 Est. Cost $3.39 Unrealized 0.0%
CALL- PBR 100 @ 16 EXP 11/18/2022 0.0%
Value ($000) $171,085 Shares 6,003 Est. Cost Unrealized
NATURA &CO HOLDING-ADR 0.0%
Value ($000) $143,920 Shares 26,359 Est. Cost $5459.99 Unrealized
HPX CORP-A -CW25 0.0%
Value ($000) $139,846 Shares 582,694 Est. Cost $240.00 Unrealized
GETNET ADQUIRENCIA E SER 0.0%
Value ($000) $110,493 Shares 63,869 Est. Cost $1619.05 Unrealized
EVEX EVE HOLDING INC 0.0%
Value ($000) $81,321 Shares 8,801 Est. Cost $7.92 Unrealized +0.1%
BBDO BANCO BRADESCO 0.0%
Value ($000) $68,941 Shares 22,904 Est. Cost $2836.99 Unrealized
CALL- PBRA 100@12 1/2 EXP 12/16/2022 0.0%
Value ($000) $67,569 Shares 1,000 Est. Cost Unrealized
CALL- PBR 100 @ 17 EXP 11/18/2022 0.0%
Value ($000) $44,048 Shares 2,381 Est. Cost Unrealized
PUT - PBR 100 @ 16 EXP 11/18/2022 0.0%
Value ($000) $26,573 Shares 64 Est. Cost Unrealized
ABEV COMPHANIA DE BEBIDAS DAS AMERICAS AMBEV 0.0%
Value ($000) $21,717 Shares 7,674 Est. Cost $2804.02 Unrealized
CALL- PBRA 100 @ 15 EXP 12/16/2022 0.0%
Value ($000) $20,029 Shares 1,001 Est. Cost Unrealized
CALL- PBR 100 @ 15 EXP 10/21/2022 0.0%
Value ($000) $14,488 Shares 743 Est. Cost Unrealized
PUT - PBR 100 @ 17 EXP 11/18/2022 0.0%
Value ($000) $14,137 Shares 28 Est. Cost Unrealized
CALL- PBR 100 @ 19 EXP 11/18/2022 0.0%
Value ($000) $13,715 Shares 1,486 Est. Cost Unrealized
CALL- PBR 100 @ 18 EXP 11/18/2022 0.0%
Value ($000) $6,301 Shares 547 Est. Cost Unrealized
CALL- EWZ 100 @ 55 EXP 10/21/2022 0.0%
Value ($000) $2,184 Shares 2,100 Est. Cost Unrealized
CALL- PBR 100 @ 17 EXP 10/21/2022 0.0%
Value ($000) $463 Shares 69 Est. Cost Unrealized
CALL- PBR 100 @ 16 EXP 10/21/2022 0.0%
Value ($000) $418 Shares 44 Est. Cost Unrealized
CALL- PBR 100 @ 14 EXP 10/21/2022 0.0%
Value ($000) $305 Shares 8 Est. Cost Unrealized
CALL- PBR 100 @ 18 EXP 10/21/2022 0.0%
Value ($000) $4 Shares 1 Est. Cost Unrealized