Recommendation from the B4D Forum: 

“APCEF is the country club for the employees of the Caixa Federal, but the children's daycare/camp is open to the public, even if you don't join APCEF. 

During the regular Brazilian school year, children can attend PLIM for half days (either morning or afternoon). PLIM is closed during the lunch hour. The Colonia de ferias program during the Brazilian school breaks (last two weeks of July, December-January) is a full-day program offering a variety of activities and classes, such as swimming, soccer, jujitsu classes, a trip to a nearby farm, etc. 

The program is all in Portuguese, but the staff is very friendly and welcoming toward international children.”