SPX Gestao de Recursos Ltda Quant / Systematic

CIK: 0001589176 · Show all filings

Period: Q2 2023 (← Previous) (Next →)

Filing Date: Aug 8, 2023

Total Value ($000): $2,109,860 (100.0% shares, 0.0% debt)

Holdings (108)

IGSB ISHARES TRUST ISHARES 1-5 YEAR INVESTMEN 11.8%
Value ($000) $249,469 Shares 4,972,468 Est. Cost $50.10 Unrealized
LQD ISHARES IBOXX $ INVEST GRADE CORP BD 9.6%
Value ($000) $203,016 Shares 1,877,341 Est. Cost $108.14 Unrealized
HYG ISHARES IBOXX H/Y CORP BOND 8.4%
Value ($000) $176,555 Shares 2,351,876 Est. Cost $75.07 Unrealized
SPY SPDR S&P 500 ETF TRUST 5.9%
Value ($000) $123,571 Shares 278,765 Est. Cost $443.28 Unrealized
PBR PETROLEO BRASILEIRO ADR 4.6%
Value ($000) $96,317 Shares 6,964,368 Est. Cost $13.83 Unrealized
XLI INDUSTRIAL SPDR 3.6%
Value ($000) $76,282 Shares 710,791 Est. Cost $107.32 Unrealized
XLV HEALTH CARE SPDR ETF 3.5%
Value ($000) $73,384 Shares 552,880 Est. Cost $18105.64 Unrealized
GDX VANECK GOLD MINERS ETF 2.5%
Value ($000) $53,593 Shares 1,779,909 Est. Cost $30.11 Unrealized
XLU UTILITIES SPDR 2.3%
Value ($000) $47,902 Shares 732,000 Est. Cost $65.44 Unrealized
FXI ISHARE CHINA LARGE CAP ETF 2.1%
Value ($000) $44,795 Shares 1,647,481 Est. Cost $28.79 Unrealized
META META PLATFORMS INC 2.1%
Value ($000) $43,706 Shares 152,295 Est. Cost $169.12 Unrealized +44.9%
BABA ALIBABA GROUP HOLDING LTD 1.8%
Value ($000) $39,009 Shares 468,014 Est. Cost $83.35 Unrealized
FDX FEDEX CORP 1.7%
Value ($000) $36,714 Shares 148,100 Est. Cost $193.01 Unrealized +11.9%
EMBJ EMBRAER SA 1.5%
Value ($000) $32,529 Shares 2,104,053 Est. Cost $8563.94 Unrealized
DD DUPONT DE NEMOURS INC 1.5%
Value ($000) $31,583 Shares 442,085 Est. Cost $26.30 Unrealized +3.3%
RTX RTX CORP 1.5%
Value ($000) $30,806 Shares 314,480 Est. Cost $86.59 Unrealized +6.6%
TMUS T-MOBILE US INC COM STK 1.4%
Value ($000) $28,831 Shares 207,564 Est. Cost $126.50 Unrealized +7.2%
H HYATT HOTELS CORP-CL A 1.4%
Value ($000) $28,739 Shares 250,820 Est. Cost $94.15 Unrealized +18.7%
XP XP INC - CLASS A 1.3%
Value ($000) $26,908 Shares 1,146,978 Est. Cost $16.54 Unrealized +2.6%
NFLX NETFLIX INC 1.2%
Value ($000) $25,183 Shares 57,170 Est. Cost $26.94 Unrealized +36.7%
CNH CNH INDUSTRAL NV 1.2%
Value ($000) $24,637 Shares 1,710,931 Est. Cost $12.75 Unrealized +3.2%
EMB ISHARES JPMORGAN USD EMERGING MARKET BND 1.2%
Value ($000) $24,318 Shares 281,000 Est. Cost $86.45 Unrealized
EMR EMERSON ELECTRIC CO 1.1%
Value ($000) $23,275 Shares 257,494 Est. Cost $84.53 Unrealized -5.3%
CTVA CORTEVA INC 1.1%
Value ($000) $22,158 Shares 386,700 Est. Cost $59.04 Unrealized -4.1%
XLB MATERIALS SPDR 1.0%
Value ($000) $22,096 Shares 266,635 Est. Cost $82.87 Unrealized
WMG WARNER MUSIC GROUP CORP-CL A 1.0%
Value ($000) $21,493 Shares 823,805 Est. Cost $28.61 Unrealized -9.4%
CRS CARPENTER TECH 1.0%
Value ($000) $20,658 Shares 368,030 Est. Cost $47.93 Unrealized 0.0%
GDDY GODADDY INC 1.0%
Value ($000) $20,424 Shares 271,850 Est. Cost $73.84 Unrealized 0.0%
GTM ZOOMINFO TECHNOLOGIES INC-A 1.0%
Value ($000) $20,243 Shares 797,300 Est. Cost $23.68 Unrealized 0.0%
SKECHERS USA 0.9%
Value ($000) $19,929 Shares 378,440 Est. Cost $44.29 Unrealized
SLB SCHLUMBERGER LTD 0.9%
Value ($000) $19,508 Shares 397,157 Est. Cost $42.06 Unrealized +5.8%
QQQ INVESCO QQQ TRUST SERIES 1 0.9%
Value ($000) $19,456 Shares 52,666 Est. Cost $369.42 Unrealized
PAX PATRIA INVESTMENTS LTD-A 0.9%
Value ($000) $19,115 Shares 1,336,684 Est. Cost $12.68 Unrealized 0.0%
XLE ENERGY SPDR 0.9%
Value ($000) $18,559 Shares 228,641 Est. Cost $1752.64 Unrealized
CALY TOPGOLF CALLAWAY BRANDS CORP 0.9%
Value ($000) $18,105 Shares 912,098 Est. Cost $21.73 Unrealized -7.9%
MDLZ MONDELEZ INT CLA 0.8%
Value ($000) $17,790 Shares 243,900 Est. Cost $62.93 Unrealized +8.9%
TS TENARIS S A ADR 0.8%
Value ($000) $16,277 Shares 543,467 Est. Cost $28.42 Unrealized
ITUB ITAU UNIBANCO HOLDING SA 0.8%
Value ($000) $16,155 Shares 2,738,108 Est. Cost $3257.00 Unrealized
WMT WALMART INC 0.7%
Value ($000) $15,781 Shares 100,400 Est. Cost $48.96 Unrealized 0.0%
CPA COPA HOLDINGS SA 0.7%
Value ($000) $14,980 Shares 135,470 Est. Cost $86.26 Unrealized 0.0%
UBS UBS GROUP AG 0.7%
Value ($000) $14,948 Shares 737,431 Est. Cost $20.67 Unrealized -2.7%
BYD BOYD GAMING 0.7%
Value ($000) $14,676 Shares 211,562 Est. Cost $59.39 Unrealized +10.0%
DIS WALT DISNEY CO 0.7%
Value ($000) $14,570 Shares 163,200 Est. Cost $98.50 Unrealized -6.0%
LVS LAS VEGAS SANDS 0.6%
Value ($000) $13,485 Shares 232,500 Est. Cost $56.48 Unrealized 0.0%
ONON ON HOLDING AG-CLASS A 0.6%
Value ($000) $13,074 Shares 396,196 Est. Cost $23.74 Unrealized +28.1%
SNOW SNOWFLAKE INC-CLASS A 0.6%
Value ($000) $12,539 Shares 71,250 Est. Cost $162.55 Unrealized 0.0%
VALE VALE SA SP ADR 0.5%
Value ($000) $11,469 Shares 854,657 Est. Cost $2121.11 Unrealized
OUTFRONT MEDIA INC 0.5%
Value ($000) $10,702 Shares 680,788 Est. Cost $16.02 Unrealized
PAGS PAGSEGURO DIGITAL LTD-CL A 0.5%
Value ($000) $9,714 Shares 1,029,053 Est. Cost $10.14 Unrealized 0.0%
COMPANIA 0.4%
Value ($000) $9,489 Shares 1,102,135 Est. Cost $916.25 Unrealized
RSPT INVESCO S&P 500 EQUAL WEIGHT T 0.4%
Value ($000) $9,293 Shares 31,600 Est. Cost $294.09 Unrealized
CCI CROWN CASTLE INC 0.4%
Value ($000) $9,275 Shares 81,400 Est. Cost $117.52 Unrealized -12.9%
MTCH MATCH GROUP INC 0.4%
Value ($000) $8,370 Shares 200,000 Est. Cost $35.72 Unrealized 0.0%
PENN PENN ENTERTAINMENT INC 0.4%
Value ($000) $7,433 Shares 309,316 Est. Cost $32.13 Unrealized -17.1%
ARCO PLATFORM LTD - CLASS A 0.3%
Value ($000) $6,720 Shares 553,536 Est. Cost $12.14 Unrealized
CIG COMPNHIA ENRG 0.3%
Value ($000) $6,630 Shares 2,520,896 Est. Cost $131.43 Unrealized
EWZ ISHARES MSCI BRAZIL ETF 0.3%
Value ($000) $6,563 Shares 202,372 Est. Cost $32.43 Unrealized
MCHI ISHARES MSCI CHN 0.3%
Value ($000) $5,854 Shares 130,835 Est. Cost $44.74 Unrealized
GGB GERDAU SA 0.3%
Value ($000) $5,755 Shares 1,102,422 Est. Cost $110.48 Unrealized
UHAL/B U-HAUL HOLDING CO 0.2%
Value ($000) $5,166 Shares 101,946 Est. Cost $52.35 Unrealized 0.0%
GSK GSK PLC-SPON ADR 0.2%
Value ($000) $4,944 Shares 138,722 Est. Cost $21861.14 Unrealized
NU NU HOLDINGS LTD/CAYMAN ISL-A 0.2%
Value ($000) $4,637 Shares 587,702 Est. Cost $6.14 Unrealized 0.0%
PUT - PBR 100 @ 14 EXP 07/21/2023 0.2%
Value ($000) $4,462 Shares 80,000 Est. Cost Unrealized
AFYA AFYA LTD-CLASS A 0.2%
Value ($000) $4,316 Shares 307,433 Est. Cost $12.08 Unrealized 0.0%
SUZ SUZANO SA 0.1%
Value ($000) $2,723 Shares 295,283 Est. Cost $5625.44 Unrealized
ARCO ARCOS DORADOS HOLDINGS INC 0.1%
Value ($000) $2,569 Shares 250,641 Est. Cost $7.95 Unrealized 0.0%
VTEX VTEX -CLASS A 0.1%
Value ($000) $2,536 Shares 528,287 Est. Cost $3.97 Unrealized 0.0%
CVX CHEVRON CORP 0.1%
Value ($000) $2,439 Shares 15,500 Est. Cost $143.24 Unrealized 0.0%
VSTA VASTA PLATFORM LTD 0.1%
Value ($000) $2,331 Shares 695,883 Est. Cost $3.50 Unrealized 0.0%
PUT - NU 100 @ 5.5 EXP 10/20/2023 0.1%
Value ($000) $2,116 Shares 200,000 Est. Cost Unrealized
BBD BANCO BRADESCO 0.1%
Value ($000) $1,752 Shares 506,408 Est. Cost $30.02 Unrealized
AGRO ADECOAGRO SA 0.1%
Value ($000) $1,684 Shares 179,895 Est. Cost $8.23 Unrealized 0.0%
VTMX VESTA REAL ESTATE CORPORATION 0.1%
Value ($000) $1,395 Shares 43,300 Est. Cost $32.22 Unrealized
EVEX/WS ZANITE ACQ CL A -CW25 0.1%
Value ($000) $1,323 Shares 1,503,796 Est. Cost $510.40 Unrealized
VLO VALERO ENERGY 0.0%
Value ($000) $1,002 Shares 8,544 Est. Cost $107.19 Unrealized 0.0%
MPC MARATHON PETROLEUM CORP 0.0%
Value ($000) $891 Shares 7,645 Est. Cost $109.92 Unrealized 0.0%
CALL- ASHR 100 @ 29 EXP 08/18/2023 0.0%
Value ($000) $888 Shares 71,000 Est. Cost Unrealized
XHB SPDR S&P HOMEBUILDERS 0.0%
Value ($000) $834 Shares 10,382 Est. Cost $78.67 Unrealized
AXIA CENTRAIS ELETRICAS BR-SP ADR 0.0%
Value ($000) $828 Shares 100,158 Est. Cost $8.27 Unrealized
AMBWQ AMBIPAR EMERGENCY RESPONS-28 0.0%
Value ($000) $711 Shares 1,421,940 Est. Cost $0.50 Unrealized
PSX PHILLIPS 66 0.0%
Value ($000) $582 Shares 6,097 Est. Cost $88.54 Unrealized 0.0%
CNQ CANADIAN NATURAL RESOURCES LIMITED 0.0%
Value ($000) $563 Shares 10,000 Est. Cost $25.69 Unrealized 0.0%
NATURA &CO HOLDING-ADR 0.0%
Value ($000) $450 Shares 64,629 Est. Cost $108.11 Unrealized
INTR INTER & CO INC - CL A 0.0%
Value ($000) $426 Shares 135,977 Est. Cost $2.52 Unrealized -8.4%
ABEV COMPHANIA DE BEBIDAS DAS AMERICAS AMBEV 0.0%
Value ($000) $358 Shares 112,702 Est. Cost $3.18 Unrealized
PUT - FCX 100 @ 35 EXP 08/18/2023 0.0%
Value ($000) $350 Shares 7,000 Est. Cost Unrealized
CALL- LVS 100 @ 62.5 EXP 09/15/2023 0.0%
Value ($000) $349 Shares 2,000 Est. Cost Unrealized
COMPANHIA BRASILEIRA DE DISTRIBUIACAO SA 0.0%
Value ($000) $337 Shares 87,451 Est. Cost $3.85 Unrealized
VINP VINCI PARTNERS INVESTMENTS-A 0.0%
Value ($000) $324 Shares 34,738 Est. Cost $8.49 Unrealized 0.0%
CVE CENOVUS ENERGY INC 0.0%
Value ($000) $306 Shares 18,000 Est. Cost $15.70 Unrealized 0.0%
SBS SABESP 0.0%
Value ($000) $242 Shares 20,431 Est. Cost $11.84 Unrealized
AMBIQ AMBIPAR EMERGENCY RESPONSE 0.0%
Value ($000) $210 Shares 21,599 Est. Cost $6.99 Unrealized 0.0%
PUT - NKE 100 @ 108 EXP 07/21/2023 0.0%
Value ($000) $206 Shares 1,800 Est. Cost Unrealized
CALL- CVX 100 @ 165 EXP 08/18/2023 0.0%
Value ($000) $201 Shares 1,000 Est. Cost Unrealized
CALL- BA 100 @ 225 EXP 08/18/2023 0.0%
Value ($000) $190 Shares 500 Est. Cost Unrealized
PUT - SPY 100 @ 424 EXP 07/21/2023 0.0%
Value ($000) $186 Shares 3,150 Est. Cost Unrealized
CENTRAIS ELEC BRAS-ADR PREF 0.0%
Value ($000) $164 Shares 17,444 Est. Cost $9.43 Unrealized
PUT - SCCO 100 @ 65 EXP 08/18/2023 0.0%
Value ($000) $144 Shares 1,250 Est. Cost Unrealized
STNE STONECO LTD-A 0.0%
Value ($000) $123 Shares 9,688 Est. Cost $9.54 Unrealized
GOL LINHAS AEREAS INTEL 0.0%
Value ($000) $83 Shares 15,290 Est. Cost $5.46 Unrealized
CSAN COSAN SA -ADR -W/I 0.0%
Value ($000) $38 Shares 2,575 Est. Cost $11.82 Unrealized
PUT - SPY 100 @ 415 EXP 07/21/2023 0.0%
Value ($000) $27 Shares 770 Est. Cost Unrealized
BBDO BANCO BRADESCO 0.0%
Value ($000) $20 Shares 6,591 Est. Cost $3.01 Unrealized
CALL- CNHI 100 @ 15 EXP 07/21/2023 0.0%
Value ($000) $13 Shares 1,000 Est. Cost Unrealized
CALL- SU 100 @ 32 EXP 07/21/2023 0.0%
Value ($000) $7 Shares 1,000 Est. Cost Unrealized
EWZS ISHRS BRAZIL SM 0.0%
Value ($000) $6 Shares 400 Est. Cost $15.06 Unrealized
AZUL SA 0.0%
Value ($000) $2 Shares 110 Est. Cost $13.69 Unrealized
WALDW WALDENCAST ACQ CL A -CW27 0.0%
Value ($000) $1 Shares 1,988 Est. Cost $0.50 Unrealized