BW Gestao de Investimentos Ltda. Quant / Systematic

CIK: 0001568280 · Show all filings

Period: Q3 2014 (← Previous) (Next →)

Filing Date: Nov 10, 2014

Total Value ($000): $230,841 (100.0% shares, 0.0% debt)

Holdings (104)

PACIFIC DRILLING SA 12.4%
Value ($000) $28,511 Shares 3,447,542 Est. Cost $9.77 Unrealized
ISHARES MSCI JAPAN IDX 9.7%
Value ($000) $22,363 Shares 1,900,000 Est. Cost $11.77 Unrealized
EWY ISHARES MSCI SOUTH KOREA CAPPE 9.2%
Value ($000) $21,179 Shares 350,000 Est. Cost $64.67 Unrealized
CIA VALE DO RIO DOCE-ADR 7.9%
Value ($000) $18,339 Shares 1,888,700 Est. Cost $12.31 Unrealized
GS GOLDMAN SACHS GROUP INC 5.3%
Value ($000) $12,152 Shares 66,200 Est. Cost $128.81 Unrealized +9.1%
JPM JPMORGAN CHASE & CO 4.9%
Value ($000) $11,367 Shares 188,700 Est. Cost $39.63 Unrealized +8.8%
RIG TRANSOCEAN LTD 4.8%
Value ($000) $11,126 Shares 348,000 Est. Cost $39.12 Unrealized 0.0%
OCEAN RIG UDW INC - W/I 4.3%
Value ($000) $9,870 Shares 612,279 Est. Cost $17.65 Unrealized
EWP ISHARES MSCI SPAIN INDEX FUND 2.4%
Value ($000) $5,636 Shares 144,879 Est. Cost $40.06 Unrealized
DIAMOND OFFSHORE DRILLING 2.3%
Value ($000) $5,278 Shares 154,000 Est. Cost $34.27 Unrealized
XLK AMEX TECH SELECT SPDR IDX 2.0%
Value ($000) $4,542 Shares 113,810 Est. Cost $35.74 Unrealized
KBE SPDR S&P BANK ETF 1.8%
Value ($000) $4,176 Shares 130,880 Est. Cost $33.17 Unrealized
PEP PEPSICO INC 1.8%
Value ($000) $4,052 Shares 43,530 Est. Cost $57.75 Unrealized +12.3%
MSFT MICROSOFT CORP 1.6%
Value ($000) $3,632 Shares 78,337 Est. Cost $30.02 Unrealized +25.5%
KO COCA COLA COMPANY 1.5%
Value ($000) $3,460 Shares 81,105 Est. Cost $26.90 Unrealized +7.3%
ORCL ORACLE CORP 1.4%
Value ($000) $3,335 Shares 87,118 Est. Cost $28.86 Unrealized +18.5%
PG PROCTER & GAMBLE 1.2%
Value ($000) $2,696 Shares 32,195 Est. Cost $58.01 Unrealized +3.0%
TWENTY-FIRST CENTURY FOX INC 1.0%
Value ($000) $2,364 Shares 68,944 Est. Cost $35.18 Unrealized
BRK/B BERKSHIRE HATHAWAY INC-CL B 0.9%
Value ($000) $2,127 Shares 15,400 Est. Cost $115.63 Unrealized +15.2%
EWC ISHARES MSCI CANADA 0.8%
Value ($000) $1,835 Shares 59,770 Est. Cost $29.17 Unrealized
CSCO CISCO SYSTEMS INC 0.7%
Value ($000) $1,656 Shares 65,795 Est. Cost $15.20 Unrealized +16.4%
COMCAST CORP SPECIAL CL A 0.7%
Value ($000) $1,601 Shares 29,930 Est. Cost $49.87 Unrealized
C CITIGROUP INC 0.7%
Value ($000) $1,584 Shares 30,568 Est. Cost $37.61 Unrealized -0.5%
LIBERTY GLOBAL INC SERIES C 0.7%
Value ($000) $1,518 Shares 37,000 Est. Cost $41.03 Unrealized
AON PLC 0.6%
Value ($000) $1,495 Shares 17,050 Est. Cost $77.33 Unrealized
SYY SYSCO CORP 0.6%
Value ($000) $1,486 Shares 39,160 Est. Cost $24.38 Unrealized +13.1%
JNJ JOHNSON & JOHNSON 0.6%
Value ($000) $1,465 Shares 13,745 Est. Cost $65.75 Unrealized +14.9%
WMT WAL-MART STORES INC 0.6%
Value ($000) $1,338 Shares 17,495 Est. Cost $20.35 Unrealized -0.2%
TWENTY-FIRST CENTURY FOX - B 0.6%
Value ($000) $1,271 Shares 38,150 Est. Cost $31.59 Unrealized
ECL ECOLAB INC 0.5%
Value ($000) $1,228 Shares 10,697 Est. Cost $90.95 Unrealized +9.1%
UNH UNITED HEALTH GROUP INC 0.5%
Value ($000) $1,123 Shares 13,023 Est. Cost $59.09 Unrealized +19.1%
NOBLE ENERGY INC. 0.5%
Value ($000) $1,094 Shares 16,000 Est. Cost $68.11 Unrealized
COP CONOCOPHILLIPS 0.5%
Value ($000) $1,078 Shares 14,085 Est. Cost $48.40 Unrealized +17.1%
SYK STRYKER CORP 0.4%
Value ($000) $1,028 Shares 12,725 Est. Cost $63.06 Unrealized +14.1%
BARD CR INC 0.4%
Value ($000) $1,022 Shares 7,162 Est. Cost $133.99 Unrealized
MS MORGAN STANLEY 0.4%
Value ($000) $1,013 Shares 29,309 Est. Cost $21.86 Unrealized +12.7%
CORE-MARK HOLDING CO INC 0.4%
Value ($000) $974 Shares 18,372 Est. Cost $53.02 Unrealized
VIACOM INC-CLASS B 0.4%
Value ($000) $877 Shares 11,394 Est. Cost $87.30 Unrealized
NPO ENPRO INDUSTRIES INC 0.4%
Value ($000) $838 Shares 13,850 Est. Cost $68.11 Unrealized 0.0%
BR BROADRIDGE FINANCIAL SOLUTIO 0.4%
Value ($000) $837 Shares 20,100 Est. Cost $33.89 Unrealized 0.0%
MDLZ MONDELEZ INTERNATIONAL INC 0.4%
Value ($000) $816 Shares 23,800 Est. Cost $25.52 Unrealized +10.9%
PRAXAIR INC 0.3%
Value ($000) $798 Shares 6,186 Est. Cost $130.02 Unrealized
CLX CLOROX CO 0.3%
Value ($000) $796 Shares 8,292 Est. Cost $63.81 Unrealized +2.9%
USB US BANCORP<NEW> 0.3%
Value ($000) $778 Shares 18,600 Est. Cost $25.38 Unrealized +12.0%
STZ CONSTELLATION BRANDS INC-A 0.3%
Value ($000) $767 Shares 8,800 Est. Cost $57.22 Unrealized +30.1%
SATS ECHOSTAR CORP-A 0.3%
Value ($000) $742 Shares 15,225 Est. Cost $41.00 Unrealized 0.0%
TFSL TFS FINANCIAL CORP 0.3%
Value ($000) $733 Shares 51,155 Est. Cost $7.25 Unrealized 0.0%
AIN ALBANY INTL CORP-CL A 0.3%
Value ($000) $687 Shares 20,185 Est. Cost $31.86 Unrealized 0.0%
TMO THERMO FISHER SCIENTIFIC INC 0.3%
Value ($000) $657 Shares 5,400 Est. Cost $95.60 Unrealized +22.8%
DENNY'S CORPORATION 0.3%
Value ($000) $653 Shares 92,890 Est. Cost $7.03 Unrealized
EBAY EBAY INC 0.3%
Value ($000) $619 Shares 10,933 Est. Cost $19.72 Unrealized +0.4%
WELLPOINT INC 0.3%
Value ($000) $602 Shares 5,031 Est. Cost $92.39 Unrealized
DISH NETWORK CORP - A 0.3%
Value ($000) $601 Shares 9,300 Est. Cost $57.88 Unrealized
GOOGLE INC-CL A 0.3%
Value ($000) $601 Shares 1,022 Est. Cost $585.01 Unrealized
GOOGLE INC-CL A 0.3%
Value ($000) $590 Shares 1,022 Est. Cost $575.41 Unrealized
BRISTOW GROUP INC 0.3%
Value ($000) $581 Shares 8,640 Est. Cost $67.25 Unrealized
SYNOVUS FINANCIAL CORP 0.2%
Value ($000) $561 Shares 23,735 Est. Cost $23.64 Unrealized
WRB WR BERKLEY CORP 0.2%
Value ($000) $554 Shares 11,600 Est. Cost $9.82 Unrealized +8.9%
AMERICAN CAPITAL LTD 0.2%
Value ($000) $545 Shares 38,505 Est. Cost $14.15 Unrealized
KAI KADANT INC 0.2%
Value ($000) $544 Shares 13,940 Est. Cost $35.46 Unrealized 0.0%
VALEANT PHARMACEUTICALS INTE 0.2%
Value ($000) $538 Shares 4,100 Est. Cost $126.10 Unrealized
XOM EXXON MOBIL CORP 0.2%
Value ($000) $531 Shares 5,648 Est. Cost $55.94 Unrealized +9.9%
AIR METHODS CORP 0.2%
Value ($000) $518 Shares 9,325 Est. Cost $55.55 Unrealized
ASCENT CAPITAL GRP INC 0.2%
Value ($000) $494 Shares 8,210 Est. Cost $60.17 Unrealized
CHRW C.H. ROBINSON WORLDWIDE INC 0.2%
Value ($000) $491 Shares 7,400 Est. Cost $43.63 Unrealized +16.7%
FOREST CITY ENTERPRISES-CL A 0.2%
Value ($000) $490 Shares 25,060 Est. Cost $19.55 Unrealized
CORELOGIC INC 0.2%
Value ($000) $452 Shares 16,680 Est. Cost $27.10 Unrealized
RIGNET INC 0.2%
Value ($000) $438 Shares 10,840 Est. Cost $40.41 Unrealized
ATLANTIC TELE-NETWORK INC 0.2%
Value ($000) $418 Shares 7,760 Est. Cost $53.87 Unrealized
NORTHSTAR ASSET MANAGEMEN-WI 0.2%
Value ($000) $417 Shares 22,650 Est. Cost $18.41 Unrealized
ALTERA CORP 0.2%
Value ($000) $415 Shares 11,600 Est. Cost $32.50 Unrealized
BABA ALIBABA GROUP HOLDING-SP ADR 0.2%
Value ($000) $409 Shares 4,600 Est. Cost $88.91 Unrealized
MFA FINANCIAL INC 0.2%
Value ($000) $409 Shares 52,605 Est. Cost $7.77 Unrealized
BK BANK OF NEW YORK MELLON CORP 0.2%
Value ($000) $408 Shares 10,540 Est. Cost $24.30 Unrealized +21.1%
ANADARKO PETROLEUM CORP 0.2%
Value ($000) $400 Shares 3,940 Est. Cost $84.80 Unrealized
NEENAH PAPER INC 0.2%
Value ($000) $399 Shares 7,470 Est. Cost $53.41 Unrealized
MGRC MCGRATH RENTCORP 0.2%
Value ($000) $384 Shares 11,235 Est. Cost $36.54 Unrealized 0.0%
DIGITALGLOBE INC 0.2%
Value ($000) $366 Shares 12,845 Est. Cost $28.49 Unrealized
AAPL APPLE INC 0.2%
Value ($000) $360 Shares 3,575 Est. Cost $18.41 Unrealized +17.4%
AVON PRODUCTS INC 0.2%
Value ($000) $355 Shares 28,155 Est. Cost $16.47 Unrealized
MMM 3M CO 0.2%
Value ($000) $354 Shares 2,500 Est. Cost $72.67 Unrealized +14.9%
INNOPHOS HOLDINGS INC 0.2%
Value ($000) $353 Shares 6,415 Est. Cost $55.03 Unrealized
AIZ ASSURANT INC 0.2%
Value ($000) $347 Shares 5,400 Est. Cost $52.27 Unrealized 0.0%
WFC WELLS FARGO & COMPANY 0.1%
Value ($000) $331 Shares 6,385 Est. Cost $30.76 Unrealized +21.6%
TRS TRIMAS CORP 0.1%
Value ($000) $326 Shares 13,410 Est. Cost $25.91 Unrealized 0.0%
DESTINATION MATERNITY CORP 0.1%
Value ($000) $325 Shares 21,040 Est. Cost $15.45 Unrealized
STARZ - LIBERTY CAPITAL 0.1%
Value ($000) $313 Shares 9,450 Est. Cost $33.12 Unrealized
MAIDEN HOLDINGS LTD 0.1%
Value ($000) $305 Shares 27,540 Est. Cost $11.07 Unrealized
MTS SYSTEMS CORP 0.1%
Value ($000) $286 Shares 4,190 Est. Cost $68.26 Unrealized
CATO CATO CORP-CLASS A 0.1%
Value ($000) $282 Shares 8,195 Est. Cost $17.89 Unrealized 0.0%
CTS CTS CORP 0.1%
Value ($000) $280 Shares 17,595 Est. Cost $16.62 Unrealized 0.0%
AMERICAN EQUITY INVT LIFE HL 0.1%
Value ($000) $278 Shares 12,145 Est. Cost $22.89 Unrealized
L LOWES CORP 0.1%
Value ($000) $275 Shares 6,600 Est. Cost $45.01 Unrealized -9.6%
MMS MAXIMUS INC 0.1%
Value ($000) $275 Shares 6,845 Est. Cost $41.38 Unrealized 0.0%
MONEYGRAM INTERNATIONAL INC 0.1%
Value ($000) $262 Shares 20,915 Est. Cost $12.53 Unrealized
SIGMA-ALDRICH 0.1%
Value ($000) $252 Shares 1,855 Est. Cost $135.85 Unrealized
CLW CLEARWATER PAPER CORP 0.1%
Value ($000) $238 Shares 3,965 Est. Cost $66.11 Unrealized 0.0%
CASY CASEYS GENERAL STORES INC 0.1%
Value ($000) $203 Shares 2,825 Est. Cost $63.66 Unrealized 0.0%
CULP CULP INC 0.1%
Value ($000) $199 Shares 10,985 Est. Cost $14.74 Unrealized 0.0%
NATIONAL GENERAL HLDGS 0.1%
Value ($000) $198 Shares 11,740 Est. Cost $16.87 Unrealized
ORITANI FINANCIAL CORP 0.1%
Value ($000) $182 Shares 12,915 Est. Cost $14.09 Unrealized
OCFC OCEANFIRST FINANCIAL CORP 0.1%
Value ($000) $174 Shares 10,965 Est. Cost $10.99 Unrealized 0.0%
CFFN CAPITOL FEDERAL FINANCIAL 0.1%
Value ($000) $164 Shares 13,855 Est. Cost $5.64 Unrealized 0.0%
VPG VISHAY PRECISION GROUP-W/I 0.1%
Value ($000) $156 Shares 10,470 Est. Cost $15.67 Unrealized 0.0%