BW Gestao de Investimentos Ltda. Quant / Systematic

CIK: 0001568280 · Show all filings

Period: Q4 2016 (← Previous) (Next →)

Filing Date: Feb 10, 2017

Total Value ($000): $120,834 (100.0% shares, 0.0% debt)

Holdings (54)

MPC MARATHON PETROLEUM CORP 16.7%
Value ($000) $20,185 Shares 400,887 Est. Cost $30.52 Unrealized +12.1%
VOO VANGUARD S&P 500 ETF 14.1%
Value ($000) $17,029 Shares 82,944 Est. Cost $187.67 Unrealized
SEE SEALED AIR CORP - NEW 11.3%
Value ($000) $13,602 Shares 300,000 Est. Cost $39.16 Unrealized 0.0%
VEA VANGUARD FTSE DEVELOPED ETF 8.6%
Value ($000) $10,375 Shares 283,924 Est. Cost $38.84 Unrealized
WMB WILLIAMS COMPANIES INC 6.4%
Value ($000) $7,785 Shares 250,000 Est. Cost $18.55 Unrealized 0.0%
ENCANA CORP 5.8%
Value ($000) $7,044 Shares 600,000 Est. Cost $11.74 Unrealized
EQT EQT CORP 5.4%
Value ($000) $6,540 Shares 100,000 Est. Cost $34.21 Unrealized 0.0%
CTRA CABOT OIL & GAS CORP 4.8%
Value ($000) $5,840 Shares 250,000 Est. Cost $16.40 Unrealized 0.0%
STLD STEEL DYNAMICS INC 4.4%
Value ($000) $5,337 Shares 150,000 Est. Cost $21.06 Unrealized +23.9%
VB VANGUARD SMALL-CAP ETF 2.7%
Value ($000) $3,233 Shares 25,073 Est. Cost $113.33 Unrealized
AIN ALBANY INTL CORP-CL A 0.9%
Value ($000) $1,076 Shares 23,246 Est. Cost $32.27 Unrealized +22.2%
SYNOVUS FINANCIAL CORP 0.8%
Value ($000) $1,027 Shares 24,990 Est. Cost $24.13 Unrealized
SATS ECHOSTAR CORP-A 0.8%
Value ($000) $918 Shares 17,855 Est. Cost $39.39 Unrealized +0.8%
EWP ISHARES MSCI SPAIN INDEX FUND 0.8%
Value ($000) $911 Shares 34,358 Est. Cost $36.85 Unrealized
AMERICAN CAPITAL 0.7%
Value ($000) $887 Shares 49,521 Est. Cost $13.94 Unrealized
FOREST CITY REALTY TRUST- A 0.6%
Value ($000) $779 Shares 37,359 Est. Cost $21.21 Unrealized
VRTS VIRTUS INVESTMENT PARTNERS 0.6%
Value ($000) $739 Shares 6,263 Est. Cost $59.85 Unrealized +40.4%
VWO VANGUARD EMERGING MARKET 0.6%
Value ($000) $726 Shares 20,290 Est. Cost $35.00 Unrealized
ATNI ATLANTIC TELE-NETWORK INC 0.6%
Value ($000) $720 Shares 8,985 Est. Cost $58.88 Unrealized -1.9%
PRI PRIMERICA INC 0.6%
Value ($000) $710 Shares 10,265 Est. Cost $48.71 Unrealized +30.5%
AIZ ASSURANT INC 0.6%
Value ($000) $681 Shares 7,335 Est. Cost $53.23 Unrealized +37.4%
MGRC MCGRATH RENTCORP 0.6%
Value ($000) $672 Shares 17,153 Est. Cost $33.92 Unrealized +2.9%
CAPITAL BANK FINANCIAL-CL A 0.5%
Value ($000) $664 Shares 16,921 Est. Cost $31.41 Unrealized
MUSA MURPHY USA INC 0.5%
Value ($000) $661 Shares 10,746 Est. Cost $56.27 Unrealized +16.3%
REGIS CORP 0.5%
Value ($000) $656 Shares 45,180 Est. Cost $12.54 Unrealized
NEENAH PAPER INC 0.5%
Value ($000) $610 Shares 7,156 Est. Cost $54.93 Unrealized
NORTHSTAR REALTY 0.5%
Value ($000) $608 Shares 40,150 Est. Cost $12.56 Unrealized
DELTIC TIMBER CORP 0.5%
Value ($000) $607 Shares 7,877 Est. Cost $68.18 Unrealized
CORE-MARK HOLDING CO INC 0.5%
Value ($000) $595 Shares 13,814 Est. Cost $50.05 Unrealized
NPO ENPRO INDUSTRIES INC 0.5%
Value ($000) $555 Shares 8,235 Est. Cost $67.32 Unrealized -10.7%
NXST NEXSTAR MEDIA GROUP INC 0.4%
Value ($000) $538 Shares 8,505 Est. Cost $40.88 Unrealized +9.3%
DENNY'S CORPORATION 0.4%
Value ($000) $534 Shares 41,596 Est. Cost $7.40 Unrealized
MFA FINANCIAL INC 0.4%
Value ($000) $533 Shares 69,822 Est. Cost $7.62 Unrealized
BR BROADRIDGE FINANCIAL SOLUTIO 0.4%
Value ($000) $487 Shares 7,350 Est. Cost $33.89 Unrealized +64.2%
TFSL TFS FINANCIAL CORP 0.4%
Value ($000) $467 Shares 24,510 Est. Cost $7.25 Unrealized +38.5%
CTS CTS CORP 0.4%
Value ($000) $461 Shares 20,565 Est. Cost $16.53 Unrealized +18.3%
KAI KADANT INC 0.4%
Value ($000) $459 Shares 7,493 Est. Cost $35.46 Unrealized +51.7%
CLW CLEARWATER PAPER CORP 0.4%
Value ($000) $448 Shares 6,833 Est. Cost $65.51 Unrealized -5.5%
PARR PAR PACIFIC HOLDINGS INC 0.4%
Value ($000) $439 Shares 30,183 Est. Cost $18.16 Unrealized -21.4%
AIR METHODS CORP 0.3%
Value ($000) $399 Shares 12,530 Est. Cost $52.03 Unrealized
XHR XENIA HOTELS & RESORTS INC 0.3%
Value ($000) $395 Shares 20,325 Est. Cost $19.43 Unrealized
KBE SPDR S&P BANK ETF 0.3%
Value ($000) $388 Shares 8,933 Est. Cost $32.79 Unrealized
OCFC OCEANFIRST FINANCIAL CORP 0.3%
Value ($000) $386 Shares 12,850 Est. Cost $13.00 Unrealized +27.9%
DIGITALGLOBE INC 0.3%
Value ($000) $358 Shares 12,485 Est. Cost $25.91 Unrealized
MMS MAXIMUS INC 0.3%
Value ($000) $338 Shares 6,064 Est. Cost $52.12 Unrealized +4.2%
NATIONAL GENERAL HLDGS 0.3%
Value ($000) $327 Shares 13,105 Est. Cost $18.37 Unrealized
RNST RENASANT CORP 0.3%
Value ($000) $315 Shares 7,460 Est. Cost $30.71 Unrealized +23.5%
CONTINENTAL BUILDING PRODUCT 0.3%
Value ($000) $313 Shares 13,555 Est. Cost $23.09 Unrealized
CASY CASEYS GENERAL STORES INC 0.3%
Value ($000) $305 Shares 2,567 Est. Cost $64.98 Unrealized +71.2%
PACIFIC PREMIER BANCORP INC 0.2%
Value ($000) $266 Shares 7,525 Est. Cost $35.35 Unrealized
DST SYSTEMS INC 0.2%
Value ($000) $240 Shares 2,240 Est. Cost $111.70 Unrealized
FSS FEDERAL SIGNAL CORP 0.2%
Value ($000) $233 Shares 14,955 Est. Cost $13.80 Unrealized -4.4%
PROVIDENCE SERVICE CORP 0.2%
Value ($000) $228 Shares 6,005 Est. Cost $51.12 Unrealized
CULP CULP INC 0.2%
Value ($000) $205 Shares 5,505 Est. Cost $27.85 Unrealized 0.0%