SPX Gestao de Recursos Ltda Quant / Systematic

CIK: 0001589176 · Show all filings

Period: Q3 2023 (← Previous) (Next →)

Filing Date: Nov 13, 2023

Total Value ($000): $1,900,878 (100.0% shares, 0.0% debt)

Holdings (101)

LQD ISHARES IBOXX $ INVEST GRADE CORP BD 17.9%
Value ($000) $340,914 Shares 3,341,641 Est. Cost $105.46 Unrealized
IGSB ISHARES TRUST ISHARES 1-5 YEAR INVESTMEN 14.3%
Value ($000) $272,530 Shares 5,469,188 Est. Cost $50.08 Unrealized
PBR PETROLEO BRASILEIRO ADR 10.4%
Value ($000) $197,197 Shares 13,155,208 Est. Cost $14.38 Unrealized
FXI ISHARE CHINA LARGE CAP ETF 4.2%
Value ($000) $79,344 Shares 2,990,718 Est. Cost $27.77 Unrealized
BABA ALIBABA GROUP HOLDING LTD 2.4%
Value ($000) $45,790 Shares 527,903 Est. Cost $83.73 Unrealized
MSFT MICROSOFT CORPORATION 2.2%
Value ($000) $41,430 Shares 131,210 Est. Cost $324.59 Unrealized 0.0%
META META PLATFORMS INC 2.1%
Value ($000) $39,313 Shares 130,950 Est. Cost $169.12 Unrealized +76.9%
EWJ ISHARES MSCI JAPAN ETF 2.0%
Value ($000) $38,706 Shares 642,000 Est. Cost $60.29 Unrealized
EMBJ EMBRAER SA 1.8%
Value ($000) $33,331 Shares 2,429,374 Est. Cost $7418.97 Unrealized
SHEL SHELL PLC-ADR 1.7%
Value ($000) $32,264 Shares 501,150 Est. Cost $64.38 Unrealized
FDX FEDEX CORP 1.6%
Value ($000) $31,177 Shares 117,686 Est. Cost $193.01 Unrealized +27.9%
DD DUPONT DE NEMOURS INC 1.5%
Value ($000) $28,947 Shares 388,085 Est. Cost $26.30 Unrealized +13.6%
ITUB ITAU UNIBANCO HOLDING SA 1.5%
Value ($000) $28,715 Shares 5,347,351 Est. Cost $1670.37 Unrealized
EMB ISHARES JPMORGAN USD EMERGING MARKET BND 1.5%
Value ($000) $27,727 Shares 336,000 Est. Cost $85.81 Unrealized
H HYATT HOTELS CORP-CL A 1.4%
Value ($000) $26,713 Shares 251,820 Est. Cost $94.15 Unrealized +19.7%
SPY SPDR S&P 500 ETF TRUST 1.4%
Value ($000) $26,553 Shares 62,115 Est. Cost $443.28 Unrealized
WMG WARNER MUSIC GROUP CORP-CL A 1.3%
Value ($000) $25,365 Shares 807,805 Est. Cost $28.61 Unrealized +3.1%
TMUS T-MOBILE US INC COM STK 1.3%
Value ($000) $25,310 Shares 180,723 Est. Cost $126.50 Unrealized +5.8%
XLU UTILITIES SPDR 1.3%
Value ($000) $25,167 Shares 427,066 Est. Cost $65.44 Unrealized
WMT WALMART INC 1.3%
Value ($000) $24,773 Shares 154,900 Est. Cost $49.96 Unrealized +3.7%
CTVA CORTEVA INC 1.3%
Value ($000) $24,327 Shares 475,500 Est. Cost $57.64 Unrealized -10.6%
SLB SCHLUMBERGER LTD 1.3%
Value ($000) $24,058 Shares 412,657 Est. Cost $42.53 Unrealized +28.0%
EMR EMERSON ELECTRIC CO 1.1%
Value ($000) $21,149 Shares 219,000 Est. Cost $84.53 Unrealized +7.8%
CPA COPA HOLDINGS SA 1.1%
Value ($000) $20,071 Shares 225,210 Est. Cost $87.69 Unrealized +2.5%
CRS CARPENTER TECH 1.0%
Value ($000) $19,006 Shares 282,780 Est. Cost $47.93 Unrealized +24.2%
XLI INDUSTRIAL SPDR 0.9%
Value ($000) $16,625 Shares 163,983 Est. Cost $107.32 Unrealized
NFLX NETFLIX INC 0.9%
Value ($000) $16,358 Shares 43,320 Est. Cost $26.94 Unrealized +57.4%
BP BP PLC 0.8%
Value ($000) $15,776 Shares 407,450 Est. Cost $38.72 Unrealized
SKECHERS USA 0.8%
Value ($000) $15,098 Shares 308,440 Est. Cost $44.29 Unrealized
KVUE KENVUE INC ORD 0.8%
Value ($000) $15,084 Shares 751,216 Est. Cost $21.04 Unrealized 0.0%
XLP CONSUMER STAPLES SPDR 0.8%
Value ($000) $14,796 Shares 215,025 Est. Cost $68.81 Unrealized
MDLZ MONDELEZ INT CLA 0.8%
Value ($000) $14,588 Shares 210,200 Est. Cost $62.93 Unrealized +6.8%
LVS LAS VEGAS SANDS 0.8%
Value ($000) $14,284 Shares 311,600 Est. Cost $55.27 Unrealized -6.4%
COMPANIA 0.7%
Value ($000) $13,279 Shares 1,514,148 Est. Cost $669.32 Unrealized
XLF FINANCIAL SELECT SECTOR SPDR 0.7%
Value ($000) $13,041 Shares 393,149 Est. Cost $33.17 Unrealized
PM PHILIP MORRIS 0.6%
Value ($000) $11,758 Shares 127,000 Est. Cost $86.18 Unrealized 0.0%
BYD BOYD GAMING 0.6%
Value ($000) $10,947 Shares 179,962 Est. Cost $59.39 Unrealized +9.4%
UNP UNION PACIFIC CP 0.6%
Value ($000) $10,548 Shares 51,800 Est. Cost $206.15 Unrealized 0.0%
FSLR FIRST SOLAR INC 0.5%
Value ($000) $10,423 Shares 64,500 Est. Cost $186.58 Unrealized 0.0%
NVDA NVIDIA CORP 0.5%
Value ($000) $9,940 Shares 22,850 Est. Cost $44.77 Unrealized 0.0%
PAGS PAGSEGURO DIGITAL LTD-CL A 0.5%
Value ($000) $9,318 Shares 1,082,247 Est. Cost $10.10 Unrealized -6.8%
CIG COMPNHIA ENRG 0.5%
Value ($000) $9,192 Shares 3,798,409 Est. Cost $88.04 Unrealized
CRH CRH PLC ORD 0.5%
Value ($000) $9,156 Shares 167,300 Est. Cost $54.36 Unrealized 0.0%
IYR ISHR DJ REAL EST 0.5%
Value ($000) $8,788 Shares 112,459 Est. Cost $78.14 Unrealized
XOP STREETTRACKS SPDR OIL & GAS EXPLORATION 0.5%
Value ($000) $8,579 Shares 58,000 Est. Cost $147.91 Unrealized
AMZN AMAZON.COM INC 0.4%
Value ($000) $8,006 Shares 62,978 Est. Cost $134.00 Unrealized 0.0%
GGB GERDAU SA 0.4%
Value ($000) $7,909 Shares 1,658,157 Est. Cost $75.05 Unrealized
RIO RIO TINTO PLC 0.4%
Value ($000) $7,626 Shares 119,838 Est. Cost $63.64 Unrealized
VALE VALE SA SP ADR 0.4%
Value ($000) $7,556 Shares 563,874 Est. Cost $2121.11 Unrealized
VVV VALVOLINE INC 0.4%
Value ($000) $7,415 Shares 230,000 Est. Cost $35.15 Unrealized 0.0%
UBS UBS GROUP AG 0.4%
Value ($000) $7,103 Shares 288,156 Est. Cost $20.67 Unrealized +13.0%
ALB ALBEMARLE 0.4%
Value ($000) $6,770 Shares 39,813 Est. Cost $191.29 Unrealized 0.0%
IBN ICICI BANK LTD 0.3%
Value ($000) $6,593 Shares 285,179 Est. Cost $23.12 Unrealized
EWZ ISHARES MSCI BRAZIL ETF 0.3%
Value ($000) $6,382 Shares 208,091 Est. Cost $32.38 Unrealized
HDB HDFC BK LTD 0.3%
Value ($000) $6,281 Shares 106,433 Est. Cost $59.01 Unrealized
CNH CNH INDUSTRAL NV 0.3%
Value ($000) $6,269 Shares 518,073 Est. Cost $12.75 Unrealized +2.4%
DIS WALT DISNEY CO 0.3%
Value ($000) $5,917 Shares 73,000 Est. Cost $98.50 Unrealized -15.3%
ONON ON HOLDING AG-CLASS A 0.3%
Value ($000) $5,881 Shares 211,400 Est. Cost $23.74 Unrealized +33.3%
PAX PATRIA INVESTMENTS LTD-A 0.3%
Value ($000) $5,581 Shares 382,781 Est. Cost $12.68 Unrealized +1.6%
PDD PDD HOLDINGS INC 0.3%
Value ($000) $4,904 Shares 50,000 Est. Cost $98.07 Unrealized
CROX CROCS INC 0.2%
Value ($000) $4,335 Shares 49,131 Est. Cost $102.77 Unrealized 0.0%
PUT - SPY 100 @ 440 EXP 10/20/2023 0.2%
Value ($000) $4,025 Shares 3,000 Est. Cost Unrealized
SBS SABESP 0.2%
Value ($000) $3,883 Shares 320,348 Est. Cost $12.10 Unrealized
VSTA VASTA PLATFORM LTD 0.2%
Value ($000) $3,872 Shares 937,589 Est. Cost $3.54 Unrealized +3.3%
KMX CARMAX GROUP 0.2%
Value ($000) $3,692 Shares 52,200 Est. Cost $81.89 Unrealized 0.0%
TCOM TRIP.COM GROUP LTD 0.2%
Value ($000) $3,184 Shares 91,052 Est. Cost $34.97 Unrealized
PUT - SPY 100 @ 445 EXP 10/20/2023 0.2%
Value ($000) $3,003 Shares 1,700 Est. Cost Unrealized
NU NU HOLDINGS LTD/CAYMAN ISL-A 0.2%
Value ($000) $2,971 Shares 409,786 Est. Cost $6.14 Unrealized +21.8%
PUT - SPY 100 @ 450 EXP 01/19/2024 0.1%
Value ($000) $2,809 Shares 1,150 Est. Cost Unrealized
CALL- ASHR 100 @ 27 EXP 11/17/2023 0.1%
Value ($000) $2,760 Shares 60,000 Est. Cost Unrealized
ABEV COMPHANIA DE BEBIDAS DAS AMERICAS AMBEV 0.1%
Value ($000) $2,711 Shares 1,050,651 Est. Cost $2.64 Unrealized
BA THE BOEING COMPANY 0.1%
Value ($000) $2,373 Shares 12,379 Est. Cost $218.79 Unrealized 0.0%
PBR/A PETROLEO BRASILEIRO SA PETRO 0.1%
Value ($000) $2,270 Shares 165,595 Est. Cost $13.71 Unrealized
VINP VINCI PARTNERS INVESTMENTS-A 0.1%
Value ($000) $1,574 Shares 154,300 Est. Cost $9.72 Unrealized +3.7%
BBD BANCO BRADESCO 0.1%
Value ($000) $1,160 Shares 407,106 Est. Cost $30.02 Unrealized
EVEX/WS ZANITE ACQ CL A -CW25 0.1%
Value ($000) $1,068 Shares 1,503,796 Est. Cost $510.40 Unrealized
CALL- ASHR 100 @ 28 EXP 11/17/2023 0.1%
Value ($000) $1,025 Shares 50,000 Est. Cost Unrealized
AMBWQ AMBIPAR EMERGENCY RESPONS-28 0.0%
Value ($000) $708 Shares 1,573,109 Est. Cost $0.50 Unrealized
AXIA CENTRAIS ELETRICAS BR-SP ADR 0.0%
Value ($000) $659 Shares 90,211 Est. Cost $8.27 Unrealized
AMBIQ AMBIPAR EMERGENCY RESPONSE 0.0%
Value ($000) $641 Shares 92,629 Est. Cost $8.91 Unrealized +6.6%
NATURA &CO HOLDING-ADR 0.0%
Value ($000) $613 Shares 106,188 Est. Cost $68.06 Unrealized
ALMACENES EXITO SA-ADR-W/I 0.0%
Value ($000) $560 Shares 102,189 Est. Cost $5.48 Unrealized
BSBR BANCO SANTANDER 0.0%
Value ($000) $547 Shares 106,705 Est. Cost $5.13 Unrealized
BAK BRASKEM SA-SPON ADR 0.0%
Value ($000) $536 Shares 65,286 Est. Cost $8.21 Unrealized
INTR INTER & CO INC - CL A 0.0%
Value ($000) $535 Shares 133,634 Est. Cost $2.52 Unrealized +47.0%
PUT - NU 100 @ 5.5 EXP 10/20/2023 0.0%
Value ($000) $400 Shares 200,000 Est. Cost Unrealized
EQNR EQUINOR ASA 0.0%
Value ($000) $298 Shares 9,100 Est. Cost $32.79 Unrealized
CALL- DIS 100 @ 90 EXP 11/17/2023 0.0%
Value ($000) $260 Shares 2,440 Est. Cost Unrealized
VIV TELEFONICA BRASIL SA-ADR 0.0%
Value ($000) $258 Shares 30,140 Est. Cost $8.55 Unrealized
SUZ SUZANO SA 0.0%
Value ($000) $238 Shares 22,102 Est. Cost $5625.44 Unrealized
CALL- PM 100 @ 105 EXP 12/15/2023 0.0%
Value ($000) $60 Shares 2,000 Est. Cost Unrealized
XHB SPDR S&P HOMEBUILDERS 0.0%
Value ($000) $36 Shares 470 Est. Cost $78.67 Unrealized
CENTRAIS ELEC BRAS-ADR PREF 0.0%
Value ($000) $34 Shares 4,089 Est. Cost $9.43 Unrealized
CALL- PM 100 @ 97 EXP 10/20/2023 0.0%
Value ($000) $33 Shares 600 Est. Cost Unrealized
UGP ULTRAPAR PARTICIPACOES 0.0%
Value ($000) $33 Shares 8,870 Est. Cost $3.67 Unrealized
CALL- FDX 100 @ 280 EXP 10/20/2023 0.0%
Value ($000) $27 Shares 300 Est. Cost Unrealized
VITRU LTD 0.0%
Value ($000) $26 Shares 1,462 Est. Cost $17.59 Unrealized
BHP BHP BILLITON LTD -SPON ADR 0.0%
Value ($000) $8 Shares 138 Est. Cost $56.88 Unrealized
COMPANHIA BRASILEIRA DE DISTRIBUIACAO SA 0.0%
Value ($000) $8 Shares 11,496 Est. Cost $3.85 Unrealized
WALDW WALDENCAST ACQ CL A -CW27 0.0%
Value ($000) $2 Shares 1,988 Est. Cost $0.50 Unrealized
SID COMPANHIA SIDERURGICA NACIONAL 0.0%
Value ($000) $2 Shares 720 Est. Cost $2.39 Unrealized