BW Gestao de Investimentos Ltda. Quant / Systematic

CIK: 0001568280 · Show all filings

Period: Q2 2016 (← Previous) (Next →)

Filing Date: Aug 19, 2016

Total Value ($000): $87,680 (100.0% shares, 0.0% debt)

Holdings (49)

VOO VANGUARD S&P 500 ETF 38.8%
Value ($000) $34,063 Shares 177,211 Est. Cost $187.67 Unrealized
VEA VANGUARD FTSE DEVELOPED ETF 23.3%
Value ($000) $20,442 Shares 578,123 Est. Cost $38.84 Unrealized
VB VANGUARD SMALL-CAP ETF 7.2%
Value ($000) $6,338 Shares 54,786 Est. Cost $113.33 Unrealized
MPC MARATHON PETROLEUM CORP 4.3%
Value ($000) $3,796 Shares 100,000 Est. Cost $27.21 Unrealized 0.0%
VWO VANGUARD EMERGING MARKET 2.0%
Value ($000) $1,711 Shares 48,573 Est. Cost $35.00 Unrealized
KBE SPDR S&P BANK ETF 1.3%
Value ($000) $1,098 Shares 36,012 Est. Cost $32.79 Unrealized
EWP ISHARES MSCI SPAIN INDEX FUND 1.2%
Value ($000) $1,083 Shares 43,354 Est. Cost $36.85 Unrealized
AMERICAN CAPITAL LTD 1.1%
Value ($000) $974 Shares 61,550 Est. Cost $13.94 Unrealized
AIN ALBANY INTL CORP-CL A 1.0%
Value ($000) $877 Shares 21,955 Est. Cost $31.85 Unrealized +10.0%
TFSL TFS FINANCIAL CORP 0.9%
Value ($000) $822 Shares 47,720 Est. Cost $7.25 Unrealized +32.1%
MUSA MURPHY USA INC 0.8%
Value ($000) $743 Shares 10,016 Est. Cost $55.60 Unrealized +13.9%
SYNOVUS FINANCIAL CORP 0.8%
Value ($000) $724 Shares 24,990 Est. Cost $24.13 Unrealized
DIAMOND RESORTS INTERNATIONA 0.8%
Value ($000) $720 Shares 24,045 Est. Cost $30.64 Unrealized
FOREST CITY REALTY TRUST- A 0.8%
Value ($000) $700 Shares 31,370 Est. Cost $21.28 Unrealized
NEENAH PAPER INC 0.8%
Value ($000) $684 Shares 9,457 Est. Cost $54.93 Unrealized
SATS ECHOSTAR CORP-A 0.7%
Value ($000) $646 Shares 16,280 Est. Cost $40.14 Unrealized -18.5%
AIZ ASSURANT INC 0.7%
Value ($000) $633 Shares 7,335 Est. Cost $53.23 Unrealized +30.5%
CORE-MARK HOLDING CO INC 0.7%
Value ($000) $622 Shares 13,264 Est. Cost $50.64 Unrealized
CLW CLEARWATER PAPER CORP 0.7%
Value ($000) $574 Shares 8,788 Est. Cost $65.51 Unrealized -10.7%
ATNI ATLANTIC TELE-NETWORK INC 0.7%
Value ($000) $571 Shares 7,335 Est. Cost $59.26 Unrealized 0.0%
PRI PRIMERICA INC 0.6%
Value ($000) $529 Shares 9,250 Est. Cost $47.99 Unrealized +8.2%
MGRC MCGRATH RENTCORP 0.6%
Value ($000) $525 Shares 17,153 Est. Cost $33.92 Unrealized -20.5%
BR BROADRIDGE FINANCIAL SOLUTIO 0.6%
Value ($000) $514 Shares 7,890 Est. Cost $33.89 Unrealized +55.0%
MFA FINANCIAL INC 0.6%
Value ($000) $508 Shares 69,822 Est. Cost $7.62 Unrealized
NORTHSTAR REALTY FINANCE 0.5%
Value ($000) $459 Shares 40,150 Est. Cost $12.56 Unrealized
DELTIC TIMBER CORP 0.5%
Value ($000) $453 Shares 6,748 Est. Cost $66.69 Unrealized
AIR METHODS CORP 0.5%
Value ($000) $449 Shares 12,530 Est. Cost $52.03 Unrealized
DENNY'S CORPORATION 0.5%
Value ($000) $446 Shares 41,596 Est. Cost $7.40 Unrealized
REGIS CORP 0.5%
Value ($000) $438 Shares 35,210 Est. Cost $12.44 Unrealized
KAI KADANT INC 0.5%
Value ($000) $433 Shares 8,410 Est. Cost $35.46 Unrealized +26.5%
PARR PAR PACIFIC HOLDINGS INC 0.5%
Value ($000) $403 Shares 26,263 Est. Cost $18.79 Unrealized -9.1%
CTS CTS CORP 0.4%
Value ($000) $369 Shares 20,565 Est. Cost $16.53 Unrealized -0.6%
VRTS VIRTUS INVESTMENT PARTNERS 0.4%
Value ($000) $345 Shares 4,843 Est. Cost $57.72 Unrealized 0.0%
DIGITALGLOBE INC 0.4%
Value ($000) $345 Shares 16,140 Est. Cost $25.91 Unrealized
NORTHSTAR ASSET MANAGEMEN-WI 0.4%
Value ($000) $340 Shares 33,312 Est. Cost $16.66 Unrealized
CASY CASEYS GENERAL STORES INC 0.4%
Value ($000) $338 Shares 2,567 Est. Cost $64.98 Unrealized +66.5%
NPO ENPRO INDUSTRIES INC 0.4%
Value ($000) $330 Shares 7,430 Est. Cost $68.11 Unrealized -24.0%
CATO CATO CORP-CLASS A 0.4%
Value ($000) $326 Shares 8,640 Est. Cost $18.00 Unrealized +17.5%
MMS MAXIMUS INC 0.3%
Value ($000) $277 Shares 4,994 Est. Cost $51.65 Unrealized +4.4%
PROVIDENCE SERVICE CORP 0.3%
Value ($000) $270 Shares 6,005 Est. Cost $51.12 Unrealized
RNST RENASANT CORP 0.3%
Value ($000) $241 Shares 7,460 Est. Cost $30.71 Unrealized +8.4%
LIBERTY LILAC GROUP-C 0.3%
Value ($000) $236 Shares 7,275 Est. Cost $36.75 Unrealized
NATIONAL GENERAL HLDGS 0.3%
Value ($000) $228 Shares 10,665 Est. Cost $16.87 Unrealized
FSS FEDERAL SIGNAL CORP 0.3%
Value ($000) $227 Shares 17,590 Est. Cost $13.80 Unrealized -14.0%
DST SYSTEMS INC 0.2%
Value ($000) $205 Shares 1,760 Est. Cost $112.95 Unrealized
OCFC OCEANFIRST FINANCIAL CORP 0.2%
Value ($000) $203 Shares 11,145 Est. Cost $12.81 Unrealized 0.0%
CAPITAL BANK FINANCIAL-CL A 0.2%
Value ($000) $201 Shares 6,980 Est. Cost $28.80 Unrealized
MAIDEN HOLDINGS LTD 0.2%
Value ($000) $152 Shares 12,395 Est. Cost $11.07 Unrealized
DESTINATION MATERNITY CORP 0.1%
Value ($000) $69 Shares 11,789 Est. Cost $15.45 Unrealized