BW Gestao de Investimentos Ltda. Quant / Systematic

CIK: 0001568280 · Show all filings

Period: Q3 2016 (← Previous) (Next →)

Filing Date: Nov 9, 2016

Total Value ($000): $140,665 (100.0% shares, 0.0% debt)

Holdings (52)

VOO VANGUARD S&P 500 ETF 23.5%
Value ($000) $33,064 Shares 166,409 Est. Cost $187.67 Unrealized
VEA VANGUARD FTSE DEVELOPED ETF 15.2%
Value ($000) $21,403 Shares 572,114 Est. Cost $38.84 Unrealized
MPC MARATHON PETROLEUM CORP 8.7%
Value ($000) $12,213 Shares 300,887 Est. Cost $29.29 Unrealized +3.5%
JPM JPMORGAN CHASE & CO 7.5%
Value ($000) $10,566 Shares 158,674 Est. Cost $50.85 Unrealized 0.0%
GS GOLDMAN SACHS GROUP INC 7.2%
Value ($000) $10,180 Shares 63,122 Est. Cost $133.80 Unrealized 0.0%
STLD STEEL DYNAMICS INC 7.1%
Value ($000) $9,996 Shares 400,000 Est. Cost $21.06 Unrealized 0.0%
WFC WELLS FARGO & COMPANY 6.5%
Value ($000) $9,177 Shares 207,240 Est. Cost $36.83 Unrealized 0.0%
VB VANGUARD SMALL-CAP ETF 4.3%
Value ($000) $5,984 Shares 48,975 Est. Cost $113.33 Unrealized
SPY SPDR S&P500 ETF TRUST 3.2%
Value ($000) $4,521 Shares 20,900 Est. Cost Unrealized
VWO VANGUARD EMERGING MARKET 1.2%
Value ($000) $1,644 Shares 43,698 Est. Cost $35.00 Unrealized
KBE SPDR S&P BANK ETF 0.9%
Value ($000) $1,202 Shares 36,012 Est. Cost $32.79 Unrealized
EWP ISHARES MSCI SPAIN INDEX FUND 0.8%
Value ($000) $1,163 Shares 43,354 Est. Cost $36.85 Unrealized
AMERICAN CAPITAL LTD 0.7%
Value ($000) $991 Shares 58,585 Est. Cost $13.94 Unrealized
AIN ALBANY INTL CORP-CL A 0.7%
Value ($000) $930 Shares 21,955 Est. Cost $31.85 Unrealized +17.6%
SYNOVUS FINANCIAL CORP 0.6%
Value ($000) $813 Shares 24,990 Est. Cost $24.13 Unrealized
SATS ECHOSTAR CORP-A 0.6%
Value ($000) $783 Shares 17,855 Est. Cost $39.39 Unrealized -19.6%
NEENAH PAPER INC 0.5%
Value ($000) $747 Shares 9,457 Est. Cost $54.93 Unrealized
FOREST CITY REALTY TRUST- A 0.5%
Value ($000) $726 Shares 31,370 Est. Cost $21.28 Unrealized
MUSA MURPHY USA INC 0.5%
Value ($000) $715 Shares 10,016 Est. Cost $55.60 Unrealized +30.6%
AIZ ASSURANT INC 0.5%
Value ($000) $677 Shares 7,335 Est. Cost $53.23 Unrealized +36.6%
TFSL TFS FINANCIAL CORP 0.5%
Value ($000) $638 Shares 35,825 Est. Cost $7.25 Unrealized +34.1%
VRTS VIRTUS INVESTMENT PARTNERS 0.4%
Value ($000) $613 Shares 6,263 Est. Cost $59.85 Unrealized +12.2%
REGIS CORP 0.4%
Value ($000) $545 Shares 43,435 Est. Cost $12.46 Unrealized
PRI PRIMERICA INC 0.4%
Value ($000) $544 Shares 10,265 Est. Cost $48.71 Unrealized +13.4%
MGRC MCGRATH RENTCORP 0.4%
Value ($000) $544 Shares 17,153 Est. Cost $33.92 Unrealized -6.8%
ATNI ATLANTIC TELE-NETWORK INC 0.4%
Value ($000) $537 Shares 8,250 Est. Cost $58.98 Unrealized -3.7%
BR BROADRIDGE FINANCIAL SOLUTIO 0.4%
Value ($000) $535 Shares 7,890 Est. Cost $33.89 Unrealized +71.6%
NORTHSTAR REALTY FINANCE 0.4%
Value ($000) $529 Shares 40,150 Est. Cost $12.56 Unrealized
MFA FINANCIAL INC 0.4%
Value ($000) $522 Shares 69,822 Est. Cost $7.62 Unrealized
CLW CLEARWATER PAPER CORP 0.4%
Value ($000) $513 Shares 7,933 Est. Cost $65.51 Unrealized -3.5%
CORE-MARK HOLDING CO INC 0.4%
Value ($000) $495 Shares 13,814 Est. Cost $50.05 Unrealized
CAPITAL BANK FINANCIAL-CL A 0.3%
Value ($000) $492 Shares 15,326 Est. Cost $30.60 Unrealized
NXST NEXSTAR BROADCASTING GROUP-A 0.3%
Value ($000) $491 Shares 8,505 Est. Cost $40.88 Unrealized 0.0%
NORTHSTAR ASSET MANAGEMEN-WI 0.3%
Value ($000) $490 Shares 37,932 Est. Cost $16.20 Unrealized
DELTIC TIMBER CORP 0.3%
Value ($000) $457 Shares 6,748 Est. Cost $66.69 Unrealized
DENNY'S CORPORATION 0.3%
Value ($000) $445 Shares 41,596 Est. Cost $7.40 Unrealized
DIGITALGLOBE INC 0.3%
Value ($000) $444 Shares 16,140 Est. Cost $25.91 Unrealized
KAI KADANT INC 0.3%
Value ($000) $438 Shares 8,410 Est. Cost $35.46 Unrealized +40.1%
NPO ENPRO INDUSTRIES INC 0.3%
Value ($000) $422 Shares 7,430 Est. Cost $68.11 Unrealized -24.6%
AIR METHODS CORP 0.3%
Value ($000) $395 Shares 12,530 Est. Cost $52.03 Unrealized
PARR PAR PACIFIC HOLDINGS INC 0.3%
Value ($000) $395 Shares 30,183 Est. Cost $18.16 Unrealized -23.2%
CTS CTS CORP 0.3%
Value ($000) $383 Shares 20,565 Est. Cost $16.53 Unrealized +8.9%
CASY CASEYS GENERAL STORES INC 0.2%
Value ($000) $308 Shares 2,567 Est. Cost $64.98 Unrealized +84.9%
PROVIDENCE SERVICE CORP 0.2%
Value ($000) $292 Shares 6,005 Est. Cost $51.12 Unrealized
MMS MAXIMUS INC 0.2%
Value ($000) $282 Shares 4,994 Est. Cost $51.65 Unrealized +12.7%
RNST RENASANT CORP 0.2%
Value ($000) $251 Shares 7,460 Est. Cost $30.71 Unrealized +9.3%
OCFC OCEANFIRST FINANCIAL CORP 0.2%
Value ($000) $240 Shares 12,455 Est. Cost $12.89 Unrealized +4.8%
NATIONAL GENERAL HLDGS 0.2%
Value ($000) $237 Shares 10,665 Est. Cost $16.87 Unrealized
FSS FEDERAL SIGNAL CORP 0.2%
Value ($000) $233 Shares 17,590 Est. Cost $13.80 Unrealized -13.4%
DST SYSTEMS INC 0.1%
Value ($000) $208 Shares 1,760 Est. Cost $112.95 Unrealized
MAIDEN HOLDINGS LTD 0.1%
Value ($000) $169 Shares 13,325 Est. Cost $11.19 Unrealized
DESTINATION MATERNITY CORP 0.1%
Value ($000) $83 Shares 11,789 Est. Cost $15.45 Unrealized