BW Gestao de Investimentos Ltda. Quant / Systematic

CIK: 0001568280 · Show all filings

Period: Q1 2017 (← Previous) (Next →)

Filing Date: May 9, 2017

Total Value ($000): $356,282 (100.0% shares, 0.0% debt)

Holdings (72)

ICVT ISHARES CONVERTIBLE BOND ETF 28.6%
Value ($000) $101,981 Shares 1,981,802 Est. Cost $51.46 Unrealized
MPC MARATHON PETROLEUM CORP 7.8%
Value ($000) $27,797 Shares 550,000 Est. Cost $32.50 Unrealized +16.4%
STLD STEEL DYNAMICS INC 7.0%
Value ($000) $24,839 Shares 714,573 Est. Cost $27.86 Unrealized +6.5%
WMB WILLIAMS COMPANIES INC 6.9%
Value ($000) $24,560 Shares 830,000 Est. Cost $18.11 Unrealized -1.0%
SEE SEALED AIR CORP - NEW 6.1%
Value ($000) $21,790 Shares 500,000 Est. Cost $39.58 Unrealized +1.6%
ENCANA CORP 5.1%
Value ($000) $18,151 Shares 1,550,000 Est. Cost $11.72 Unrealized
VOO VANGUARD S&P 500 ETF 4.7%
Value ($000) $16,632 Shares 76,877 Est. Cost $187.67 Unrealized
CTRA CABOT OIL & GAS CORP 4.0%
Value ($000) $14,346 Shares 600,000 Est. Cost $16.50 Unrealized +0.4%
VEA VANGUARD FTSE DEVELOPED ETF 3.1%
Value ($000) $10,925 Shares 277,986 Est. Cost $38.84 Unrealized
NUE NUCOR CORP 2.9%
Value ($000) $10,451 Shares 175,000 Est. Cost $50.16 Unrealized 0.0%
FCX FREEPORT-MCMORAN INC 2.8%
Value ($000) $10,020 Shares 750,000 Est. Cost $13.03 Unrealized 0.0%
TECK TECK RESOURCES LTD-CLS B 2.2%
Value ($000) $7,665 Shares 350,000 Est. Cost $22.35 Unrealized 0.0%
HAL HALLIBURTON CO 2.1%
Value ($000) $7,382 Shares 150,000 Est. Cost $45.14 Unrealized 0.0%
EPD ENTERPRISE PRODUCTS PRTNS LP 1.9%
Value ($000) $6,903 Shares 250,000 Est. Cost $27.61 Unrealized
PKG PACKAGING CORP OF AMERICA 1.9%
Value ($000) $6,645 Shares 72,533 Est. Cost $70.61 Unrealized 0.0%
WESTROCK CO-WHEN ISSUED 1.5%
Value ($000) $5,203 Shares 100,000 Est. Cost $52.03 Unrealized
PRAXAIR INC 1.2%
Value ($000) $4,151 Shares 35,000 Est. Cost $118.60 Unrealized
VNQ VANGUARD REIT ETF 1.1%
Value ($000) $4,014 Shares 48,600 Est. Cost $82.59 Unrealized
VB VANGUARD SMALL-CAP ETF 0.8%
Value ($000) $2,941 Shares 22,069 Est. Cost $113.33 Unrealized
STZ CONSTELLATION BRANDS INC-A 0.5%
Value ($000) $1,621 Shares 10,000 Est. Cost $135.96 Unrealized 0.0%
SJM SMUCKER (J.M.) CO-NEW CO 0.4%
Value ($000) $1,311 Shares 10,000 Est. Cost $102.94 Unrealized 0.0%
TURQUOISE HILL RESOURCES LTD 0.3%
Value ($000) $1,226 Shares 399,500 Est. Cost $3.07 Unrealized
SATS ECHOSTAR CORP-A 0.3%
Value ($000) $1,117 Shares 19,610 Est. Cost $39.77 Unrealized +9.7%
AIN ALBANY INTL CORP-CL A 0.3%
Value ($000) $1,070 Shares 23,246 Est. Cost $32.27 Unrealized +29.3%
EWP ISHARES MSCI SPAIN INDEX FUND 0.3%
Value ($000) $1,045 Shares 34,358 Est. Cost $36.85 Unrealized
SYNOVUS FINANCIAL CORP 0.3%
Value ($000) $1,007 Shares 24,551 Est. Cost $24.13 Unrealized
GOOGL ALPHABET INC-CL A 0.2%
Value ($000) $848 Shares 1,000 Est. Cost $41.73 Unrealized 0.0%
FOREST CITY REALTY TRUST- A 0.2%
Value ($000) $814 Shares 37,359 Est. Cost $21.21 Unrealized
VWO VANGUARD EMERGING MARKET 0.2%
Value ($000) $806 Shares 20,290 Est. Cost $35.00 Unrealized
CAPITAL BANK FINANCIAL-CL A 0.2%
Value ($000) $798 Shares 18,379 Est. Cost $32.36 Unrealized
PRI PRIMERICA INC 0.2%
Value ($000) $743 Shares 9,035 Est. Cost $48.71 Unrealized +60.1%
AIZ ASSURANT INC 0.2%
Value ($000) $702 Shares 7,335 Est. Cost $53.23 Unrealized +53.0%
MUSA MURPHY USA INC 0.2%
Value ($000) $663 Shares 9,028 Est. Cost $56.27 Unrealized +13.9%
VRTS VIRTUS INVESTMENT PARTNERS 0.2%
Value ($000) $663 Shares 6,263 Est. Cost $59.85 Unrealized +44.4%
COLONY NORTHSTAR INC-CLASS A 0.2%
Value ($000) $624 Shares 48,348 Est. Cost $12.91 Unrealized
MGRC MCGRATH RENTCORP 0.2%
Value ($000) $615 Shares 18,325 Est. Cost $34.08 Unrealized +7.0%
DELTIC TIMBER CORP 0.2%
Value ($000) $615 Shares 7,877 Est. Cost $68.18 Unrealized
NPO ENPRO INDUSTRIES INC 0.2%
Value ($000) $610 Shares 8,570 Est. Cost $67.28 Unrealized -1.5%
ATNI ATLANTIC TELE-NETWORK INC 0.2%
Value ($000) $607 Shares 8,626 Est. Cost $58.88 Unrealized +5.1%
MFA FINANCIAL INC 0.2%
Value ($000) $564 Shares 69,822 Est. Cost $7.62 Unrealized
REGIS CORP 0.1%
Value ($000) $530 Shares 45,180 Est. Cost $12.54 Unrealized
NXST NEXSTAR MEDIA GROUP INC 0.1%
Value ($000) $529 Shares 7,535 Est. Cost $40.88 Unrealized +28.4%
ARCC AREC CAPITAL CORP 0.1%
Value ($000) $520 Shares 29,944 Est. Cost $7.44 Unrealized 0.0%
NEENAH PAPER INC 0.1%
Value ($000) $501 Shares 6,710 Est. Cost $54.93 Unrealized
PARR PAR PACIFIC HOLDINGS INC 0.1%
Value ($000) $498 Shares 30,183 Est. Cost $18.16 Unrealized -17.8%
CONTINENTAL BUILDING PRODUCT 0.1%
Value ($000) $484 Shares 19,755 Est. Cost $23.53 Unrealized
DENNY'S CORPORATION 0.1%
Value ($000) $482 Shares 38,971 Est. Cost $7.40 Unrealized
BR BROADRIDGE FINANCIAL SOLUTIO 0.1%
Value ($000) $473 Shares 6,955 Est. Cost $33.89 Unrealized +72.1%
ALTISOURCE RESIDENTI-CL B-WI 0.1%
Value ($000) $470 Shares 30,812 Est. Cost $15.25 Unrealized
KAI KADANT INC 0.1%
Value ($000) $445 Shares 7,493 Est. Cost $35.46 Unrealized +60.5%
CTS CTS CORP 0.1%
Value ($000) $438 Shares 20,565 Est. Cost $16.53 Unrealized +28.0%
CORE-MARK HOLDING CO INC 0.1%
Value ($000) $431 Shares 13,814 Est. Cost $50.05 Unrealized
TFSL TFS FINANCIAL CORP 0.1%
Value ($000) $407 Shares 24,510 Est. Cost $7.25 Unrealized +32.4%
MMS MAXIMUS INC 0.1%
Value ($000) $406 Shares 6,527 Est. Cost $52.59 Unrealized +11.8%
NATIONAL GENERAL HLDGS 0.1%
Value ($000) $365 Shares 15,350 Est. Cost $19.16 Unrealized
DIGITALGLOBE INC 0.1%
Value ($000) $351 Shares 10,721 Est. Cost $25.91 Unrealized
CLW CLEARWATER PAPER CORP 0.1%
Value ($000) $351 Shares 6,260 Est. Cost $65.51 Unrealized -9.6%
OCFC OCEANFIRST FINANCIAL CORP 0.1%
Value ($000) $350 Shares 12,430 Est. Cost $13.00 Unrealized +60.7%
XHR XENIA HOTELS & RESORTS INC 0.1%
Value ($000) $347 Shares 20,325 Est. Cost $19.43 Unrealized
KBE SPDR S&P BANK ETF 0.1%
Value ($000) $344 Shares 8,003 Est. Cost $32.79 Unrealized
PROVIDENCE SERVICE CORP 0.1%
Value ($000) $342 Shares 7,705 Est. Cost $49.64 Unrealized
NBHC NATIONAL BANK HOLD-CL A 0.1%
Value ($000) $304 Shares 9,365 Est. Cost $26.22 Unrealized 0.0%
LORAL SPACE & COMMUNICATIONS 0.1%
Value ($000) $299 Shares 7,585 Est. Cost $39.42 Unrealized
DST SYSTEMS INC 0.1%
Value ($000) $296 Shares 2,420 Est. Cost $112.49 Unrealized
CASY CASEYS GENERAL STORES INC 0.1%
Value ($000) $288 Shares 2,567 Est. Cost $64.98 Unrealized +65.3%
RNST RENASANT CORP 0.1%
Value ($000) $285 Shares 7,193 Est. Cost $30.71 Unrealized +31.7%
PACIFIC PREMIER BANCORP INC 0.1%
Value ($000) $265 Shares 6,871 Est. Cost $35.35 Unrealized
SSD SIMPSON MANUFACTURING CO INC 0.1%
Value ($000) $255 Shares 5,909 Est. Cost $39.37 Unrealized 0.0%
TGNA TEGNA INC 0.1%
Value ($000) $247 Shares 9,657 Est. Cost $15.38 Unrealized 0.0%
CARLYLE GROUP/THE 0.1%
Value ($000) $222 Shares 13,899 Est. Cost $15.97 Unrealized
FSS FEDERAL SIGNAL CORP 0.1%
Value ($000) $184 Shares 13,330 Est. Cost $13.80 Unrealized +0.2%
SGU STAR GAS PARTNERS L.P. 0.0%
Value ($000) $108 Shares 11,755 Est. Cost $10.07 Unrealized 0.0%