BW Gestao de Investimentos Ltda. Quant / Systematic

CIK: 0001568280 · Show all filings

Period: Q4 2015 (← Previous) (Next →)

Filing Date: Feb 16, 2016

Total Value ($000): $108,046 (100.0% shares, 0.0% debt)

Holdings (74)

VOO VANGUARD S&P 500 ETF 27.8%
Value ($000) $30,081 Shares 160,920 Est. Cost $187.58 Unrealized
VEA VANGUARD FTSE DEVELOPED ETF 17.7%
Value ($000) $19,104 Shares 520,252 Est. Cost $39.18 Unrealized
VB VANGUARD SMALL-CAP ETF 4.8%
Value ($000) $5,193 Shares 46,917 Est. Cost $113.63 Unrealized
EWP ISHARES MSCI SPAIN INDEX FUND 2.9%
Value ($000) $3,104 Shares 109,791 Est. Cost $36.85 Unrealized
VWO VANGUARD EMERGING MARKET 2.8%
Value ($000) $3,003 Shares 91,806 Est. Cost $35.00 Unrealized
MSFT MICROSOFT CORP 1.9%
Value ($000) $2,097 Shares 37,800 Est. Cost $30.02 Unrealized +53.0%
ORCL ORACLE CORP 1.8%
Value ($000) $1,903 Shares 52,100 Est. Cost $28.86 Unrealized +13.7%
BRK/B BERKSHIRE HATHAWAY INC-CL B 1.7%
Value ($000) $1,868 Shares 14,150 Est. Cost $118.20 Unrealized +13.5%
GOOG ALPHABET INC-CL C 1.5%
Value ($000) $1,626 Shares 2,142 Est. Cost $35.61 Unrealized 0.0%
AON PLC 1.4%
Value ($000) $1,540 Shares 16,700 Est. Cost $77.33 Unrealized
C CITIGROUP INC 1.4%
Value ($000) $1,516 Shares 29,300 Est. Cost $37.61 Unrealized +5.3%
LIBERTY GLOBAL INC SERIES C 1.4%
Value ($000) $1,508 Shares 37,000 Est. Cost $41.03 Unrealized
AMZN AMAZON.COM INC 1.4%
Value ($000) $1,460 Shares 2,160 Est. Cost $15.84 Unrealized +98.9%
ECL ECOLAB INC 1.1%
Value ($000) $1,178 Shares 10,300 Est. Cost $90.95 Unrealized +15.7%
UNH UNITED HEALTH GROUP INC 1.0%
Value ($000) $1,094 Shares 9,300 Est. Cost $59.09 Unrealized +68.0%
FEZ SPDR EURO STOXX 50 ETF 1.0%
Value ($000) $1,077 Shares 31,288 Est. Cost $34.42 Unrealized
MDLZ MONDELEZ INTERNATIONAL INC 1.0%
Value ($000) $1,067 Shares 23,800 Est. Cost $25.52 Unrealized +39.0%
KBE SPDR S&P BANK ETF 1.0%
Value ($000) $1,041 Shares 30,771 Est. Cost $33.20 Unrealized
TWENTY-FIRST CENTURY FOX - B 1.0%
Value ($000) $1,039 Shares 38,150 Est. Cost $31.59 Unrealized
DISH NETWORK CORP - A 0.9%
Value ($000) $943 Shares 16,500 Est. Cost $62.70 Unrealized
TFSL TFS FINANCIAL CORP 0.9%
Value ($000) $939 Shares 49,860 Est. Cost $7.25 Unrealized +34.5%
PEP PEPSICO INC 0.9%
Value ($000) $939 Shares 9,400 Est. Cost $57.75 Unrealized +27.2%
AMERICAN CAPITAL LTD 0.8%
Value ($000) $885 Shares 64,210 Est. Cost $13.94 Unrealized
MS MORGAN STANLEY 0.8%
Value ($000) $875 Shares 27,500 Est. Cost $21.86 Unrealized +14.4%
VALEANT PHARMACEUTICALS INTE 0.8%
Value ($000) $836 Shares 8,225 Est. Cost $113.83 Unrealized
BABA ALIBABA GROUP HOLDING-SP ADR 0.8%
Value ($000) $817 Shares 10,050 Est. Cost $79.46 Unrealized
SYNOVUS FINANCIAL CORP 0.7%
Value ($000) $809 Shares 24,990 Est. Cost $24.13 Unrealized
AIN ALBANY INTL CORP-CL A 0.7%
Value ($000) $767 Shares 20,980 Est. Cost $31.70 Unrealized -1.7%
TMO THERMO FISHER SCIENTIFIC INC 0.7%
Value ($000) $766 Shares 5,400 Est. Cost $95.60 Unrealized +35.5%
JPM JPMORGAN CHASE & CO 0.7%
Value ($000) $720 Shares 10,900 Est. Cost $41.85 Unrealized +18.7%
GOOGL ALPHABET INC-CL A 0.6%
Value ($000) $685 Shares 880 Est. Cost $36.73 Unrealized 0.0%
CORE-MARK HOLDING CO INC 0.6%
Value ($000) $684 Shares 8,342 Est. Cost $53.02 Unrealized
NOBLE ENERGY INC. 0.6%
Value ($000) $672 Shares 20,400 Est. Cost $63.97 Unrealized
BAC BANK OF AMERICA CORP 0.6%
Value ($000) $638 Shares 37,900 Est. Cost $13.13 Unrealized +3.2%
NEENAH PAPER INC 0.6%
Value ($000) $613 Shares 9,827 Est. Cost $54.93 Unrealized
ATLANTIC TELE-NETWORK INC 0.6%
Value ($000) $597 Shares 7,625 Est. Cost $53.87 Unrealized
DIAMOND RESORTS INTERNATIONA 0.5%
Value ($000) $590 Shares 23,125 Est. Cost $30.67 Unrealized
GS GOLDMAN SACHS GROUP INC 0.5%
Value ($000) $577 Shares 3,200 Est. Cost $128.81 Unrealized +17.3%
SATS ECHOSTAR CORP-A 0.5%
Value ($000) $577 Shares 14,745 Est. Cost $41.00 Unrealized -18.2%
BR BROADRIDGE FINANCIAL SOLUTIO 0.5%
Value ($000) $568 Shares 10,565 Est. Cost $33.89 Unrealized +38.8%
CASH AMERICA INTL INC 0.5%
Value ($000) $557 Shares 18,610 Est. Cost $22.85 Unrealized
MUSA MURPHY USA INC 0.5%
Value ($000) $557 Shares 9,166 Est. Cost $54.88 Unrealized +5.9%
AIZ ASSURANT INC 0.5%
Value ($000) $533 Shares 6,620 Est. Cost $52.24 Unrealized +28.9%
WRB WR BERKLEY CORP 0.5%
Value ($000) $531 Shares 9,700 Est. Cost $9.82 Unrealized +32.1%
AIR METHODS CORP 0.5%
Value ($000) $525 Shares 12,530 Est. Cost $52.03 Unrealized
TWENTY-FIRST CENTURY FOX INC 0.5%
Value ($000) $519 Shares 19,125 Est. Cost $29.75 Unrealized
MFA FINANCIAL INC 0.4%
Value ($000) $461 Shares 69,822 Est. Cost $7.62 Unrealized
LIBERTY LILAC GROUP-C 0.4%
Value ($000) $453 Shares 10,525 Est. Cost $36.75 Unrealized
CLW CLEARWATER PAPER CORP 0.4%
Value ($000) $435 Shares 9,563 Est. Cost $65.51 Unrealized -26.7%
DENNY'S CORPORATION 0.4%
Value ($000) $409 Shares 41,596 Est. Cost $7.40 Unrealized
NORTHSTAR ASSET MANAGEMEN-WI 0.4%
Value ($000) $404 Shares 33,312 Est. Cost $16.66 Unrealized
STANCORP FINANCIAL GROUP 0.4%
Value ($000) $403 Shares 3,535 Est. Cost $79.80 Unrealized
NPO ENPRO INDUSTRIES INC 0.4%
Value ($000) $399 Shares 9,100 Est. Cost $68.11 Unrealized -31.0%
DELTIC TIMBER CORP 0.4%
Value ($000) $397 Shares 6,748 Est. Cost $66.69 Unrealized
KAI KADANT INC 0.4%
Value ($000) $387 Shares 9,520 Est. Cost $35.46 Unrealized +6.8%
PARR PAR PACIFIC HOLDINGS INC 0.3%
Value ($000) $371 Shares 15,749 Est. Cost $19.93 Unrealized +16.1%
CTS CTS CORP 0.3%
Value ($000) $363 Shares 20,565 Est. Cost $16.53 Unrealized +7.0%
MGRC MCGRATH RENTCORP 0.3%
Value ($000) $357 Shares 14,155 Est. Cost $35.61 Unrealized -22.4%
FSS FEDERAL SIGNAL CORP 0.3%
Value ($000) $343 Shares 21,670 Est. Cost $13.80 Unrealized +2.4%
STARWOOD HOTELS & RESORTS 0.3%
Value ($000) $322 Shares 4,650 Est. Cost $69.25 Unrealized
STZ CONSTELLATION BRANDS INC-A 0.3%
Value ($000) $320 Shares 2,250 Est. Cost $57.22 Unrealized +107.4%
CATO CATO CORP-CLASS A 0.3%
Value ($000) $318 Shares 8,640 Est. Cost $18.00 Unrealized +17.1%
ORITANI FINANCIAL CORP 0.3%
Value ($000) $310 Shares 18,815 Est. Cost $14.60 Unrealized
CASY CASEYS GENERAL STORES INC 0.3%
Value ($000) $309 Shares 2,567 Est. Cost $64.98 Unrealized +63.1%
PRI PRIMERICA INC 0.3%
Value ($000) $288 Shares 6,100 Est. Cost $48.89 Unrealized 0.0%
KHC KRAFT HEINZ CO/THE 0.3%
Value ($000) $276 Shares 3,800 Est. Cost $47.82 Unrealized -1.6%
RNST RENASANT CORP 0.2%
Value ($000) $257 Shares 7,460 Est. Cost $30.71 Unrealized +14.8%
DISCOVERY COMMUNICATIONS-A 0.2%
Value ($000) $244 Shares 9,150 Est. Cost $34.49 Unrealized
NATIONAL GENERAL HLDGS 0.2%
Value ($000) $233 Shares 10,665 Est. Cost $16.87 Unrealized
DIGITALGLOBE INC 0.2%
Value ($000) $194 Shares 12,420 Est. Cost $28.49 Unrealized
MAIDEN HOLDINGS LTD 0.2%
Value ($000) $185 Shares 12,395 Est. Cost $11.07 Unrealized
DESTINATION MATERNITY CORP 0.1%
Value ($000) $142 Shares 16,299 Est. Cost $15.45 Unrealized
CAMPUS CREST COMMUNITIES INC 0.1%
Value ($000) $134 Shares 19,650 Est. Cost $7.26 Unrealized
AROC ARCHROCK INC 0.1%
Value ($000) $114 Shares 15,139 Est. Cost $8.04 Unrealized 0.0%