BW Gestao de Investimentos Ltda. Quant / Systematic

CIK: 0001568280 · Show all filings

Period: Q3 2017 (← Previous) (Next →)

Filing Date: Nov 8, 2017

Total Value ($000): $495,523 (100.0% shares, 0.0% debt)

Holdings (81)

ICVT ISHARES CONVERTIBLE BOND ETF 55.3%
Value ($000) $273,950 Shares 5,000,000 Est. Cost $53.06 Unrealized
STLD STEEL DYNAMICS INC 7.6%
Value ($000) $37,469 Shares 1,087,000 Est. Cost $28.40 Unrealized +3.8%
NUE NUCOR CORP 5.4%
Value ($000) $26,619 Shares 475,000 Est. Cost $48.45 Unrealized -3.0%
CLF CLEVELAND CLIFFS INC 4.3%
Value ($000) $21,450 Shares 3,000,000 Est. Cost $7.07 Unrealized 0.0%
CNQ CANADIAN NATURAL RESOURCES 3.4%
Value ($000) $16,661 Shares 497,500 Est. Cost $10.18 Unrealized +1.8%
EOG EOG RESOURCES INC 3.0%
Value ($000) $14,898 Shares 154,000 Est. Cost $68.13 Unrealized -1.0%
PIONEER NATURAL RESOURCES CO 2.2%
Value ($000) $11,066 Shares 75,000 Est. Cost $157.36 Unrealized
AK STEEL HLDG CORP 1.7%
Value ($000) $8,385 Shares 1,500,000 Est. Cost $6.57 Unrealized
META FACEBOOK INC A 1.2%
Value ($000) $5,929 Shares 34,700 Est. Cost $155.83 Unrealized +6.3%
AAPL APPLE INC 1.2%
Value ($000) $5,813 Shares 37,719 Est. Cost $34.70 Unrealized +4.2%
NVDA NVIDIA CORP 1.0%
Value ($000) $5,184 Shares 29,000 Est. Cost $3.20 Unrealized +28.3%
EWZ ISHARES MSCI BRAZIL CAPPED IND 0.8%
Value ($000) $4,169 Shares 100,000 Est. Cost Unrealized
ADBE ADOBE SYSTEMS INC 0.8%
Value ($000) $3,860 Shares 25,878 Est. Cost $136.92 Unrealized +9.0%
FANG DIAMONDBACK ENERGY INC 0.7%
Value ($000) $3,380 Shares 34,500 Est. Cost $71.15 Unrealized 0.0%
STZ CONSTELLATION BRANDS INC A 0.6%
Value ($000) $2,792 Shares 14,000 Est. Cost $141.60 Unrealized +22.6%
EEMV ISHARES EDGE MSCI MIN VOL EMER 0.5%
Value ($000) $2,648 Shares 45,584 Est. Cost $55.40 Unrealized
NOC NORTHROP GRUMMAN CORP 0.5%
Value ($000) $2,561 Shares 8,900 Est. Cost $234.97 Unrealized 0.0%
RAYTHEON COMPANY 0.5%
Value ($000) $2,519 Shares 13,500 Est. Cost $186.59 Unrealized
LMT LOCKHEED MARTIN CORP 0.5%
Value ($000) $2,513 Shares 8,100 Est. Cost $238.57 Unrealized 0.0%
GD GENERAL DYNAMICS CORP 0.5%
Value ($000) $2,508 Shares 12,200 Est. Cost $166.44 Unrealized 0.0%
ARMK ARAMARK 0.5%
Value ($000) $2,242 Shares 55,200 Est. Cost $25.32 Unrealized +3.3%
PFE PFIZER INC 0.4%
Value ($000) $2,142 Shares 60,000 Est. Cost $21.60 Unrealized +3.0%
GARDNER DENVER HOLDINGS INC 0.4%
Value ($000) $2,086 Shares 75,800 Est. Cost $21.61 Unrealized
XILINX INC 0.4%
Value ($000) $1,771 Shares 25,000 Est. Cost $70.84 Unrealized
COPX GLOBAL X COPPER MINERS ETF 0.3%
Value ($000) $1,720 Shares 69,200 Est. Cost $24.86 Unrealized
NXPI NXP SEMICONDUCTORS NV 0.3%
Value ($000) $1,696 Shares 15,000 Est. Cost $95.18 Unrealized +4.1%
AIN ALBANY INTL CORP CL A 0.3%
Value ($000) $1,315 Shares 22,908 Est. Cost $32.27 Unrealized +49.9%
SATS ECHOSTAR CORP A 0.2%
Value ($000) $1,122 Shares 19,610 Est. Cost $39.77 Unrealized +19.9%
CRM SALESFORCE.COM INC 0.2%
Value ($000) $1,121 Shares 12,000 Est. Cost $90.89 Unrealized 0.0%
VMWARE INC CLASS A 0.2%
Value ($000) $1,092 Shares 10,000 Est. Cost $109.20 Unrealized
FOREST CITY REALTY TRUST A 0.2%
Value ($000) $953 Shares 37,359 Est. Cost $21.21 Unrealized
CALPINE CORPORATION 0.2%
Value ($000) $876 Shares 59,421 Est. Cost $14.74 Unrealized
MGRC MCGRATH RENTCORP 0.2%
Value ($000) $853 Shares 19,487 Est. Cost $34.09 Unrealized +12.4%
DELTIC TIMBER CORP 0.2%
Value ($000) $750 Shares 8,485 Est. Cost $68.64 Unrealized
TGS TRANSPORTADOR GAS SUR SP B 0.1%
Value ($000) $735 Shares 36,176 Est. Cost $16.89 Unrealized
SYNOVUS FINANCIAL CORP 0.1%
Value ($000) $734 Shares 15,943 Est. Cost $24.13 Unrealized
VRTS VIRTUS INVESTMENT PARTNERS 0.1%
Value ($000) $718 Shares 6,184 Est. Cost $59.85 Unrealized +45.4%
KAI KADANT INC 0.1%
Value ($000) $709 Shares 7,193 Est. Cost $35.46 Unrealized +125.7%
PRI PRIMERICA INC 0.1%
Value ($000) $707 Shares 8,670 Est. Cost $48.71 Unrealized +60.3%
MUSA MURPHY USA INC 0.1%
Value ($000) $692 Shares 10,035 Est. Cost $57.44 Unrealized +17.7%
AIZ ASSURANT INC 0.1%
Value ($000) $624 Shares 6,531 Est. Cost $53.23 Unrealized +59.7%
MFA FINANCIAL INC 0.1%
Value ($000) $612 Shares 69,822 Est. Cost $7.62 Unrealized
CONTINENTAL BUILDING PRODUCT 0.1%
Value ($000) $609 Shares 23,435 Est. Cost $23.92 Unrealized
COLONY NORTHSTAR INC CLASS A 0.1%
Value ($000) $607 Shares 48,348 Est. Cost $12.91 Unrealized
ENIC ENERSIS CHILE SA ADR W I 0.1%
Value ($000) $600 Shares 100,000 Est. Cost $6.00 Unrealized
NPO ENPRO INDUSTRIES INC 0.1%
Value ($000) $584 Shares 7,246 Est. Cost $67.28 Unrealized +8.5%
VANECK VECTORS EGYPT INDEX E 0.1%
Value ($000) $583 Shares 20,000 Est. Cost $29.15 Unrealized
NXST NEXSTAR MEDIA GROUP INC 0.1%
Value ($000) $570 Shares 9,153 Est. Cost $42.32 Unrealized +15.3%
PARR PAR PACIFIC HOLDINGS INC 0.1%
Value ($000) $566 Shares 27,206 Est. Cost $18.16 Unrealized -0.2%
SSD SIMPSON MANUFACTURING CO INC 0.1%
Value ($000) $550 Shares 11,211 Est. Cost $39.14 Unrealized +4.4%
DENNYS CORPORATION 0.1%
Value ($000) $519 Shares 41,721 Est. Cost $7.69 Unrealized
ARCC AREC CAPITAL CORP 0.1%
Value ($000) $491 Shares 29,944 Est. Cost $7.44 Unrealized -2.1%
NBHC NATIONAL BANK HOLD CL A 0.1%
Value ($000) $489 Shares 13,710 Est. Cost $26.23 Unrealized +3.5%
CTS CTS CORP 0.1%
Value ($000) $483 Shares 20,037 Est. Cost $16.53 Unrealized +30.2%
REGIS CORP 0.1%
Value ($000) $452 Shares 31,697 Est. Cost $12.54 Unrealized
CORE MARK HOLDING CO INC 0.1%
Value ($000) $444 Shares 13,814 Est. Cost $50.05 Unrealized
BR BROADRIDGE FINANCIAL SOLUTIO 0.1%
Value ($000) $442 Shares 5,464 Est. Cost $33.89 Unrealized +97.3%
MMS MAXIMUS INC 0.1%
Value ($000) $421 Shares 6,527 Est. Cost $52.59 Unrealized +16.6%
PROVIDENCE SERVICE CORP 0.1%
Value ($000) $417 Shares 7,705 Est. Cost $49.64 Unrealized
USFD US FOODS HOLDING CORP 0.1%
Value ($000) $415 Shares 15,554 Est. Cost $28.45 Unrealized -3.7%
NEENAH PAPER INC 0.1%
Value ($000) $414 Shares 4,835 Est. Cost $54.93 Unrealized
NATIONAL GENERAL HLDGS 0.1%
Value ($000) $413 Shares 21,629 Est. Cost $19.64 Unrealized
LORAL SPACE & COMMUNICATIONS 0.1%
Value ($000) $410 Shares 8,288 Est. Cost $39.60 Unrealized
TFSL TFS FINANCIAL CORP 0.1%
Value ($000) $395 Shares 24,510 Est. Cost $7.25 Unrealized +19.0%
ALTISOURCE RESIDENTI CL B WI 0.1%
Value ($000) $389 Shares 34,985 Est. Cost $14.98 Unrealized
FSS FEDERAL SIGNAL CORP 0.1%
Value ($000) $362 Shares 17,022 Est. Cost $14.17 Unrealized +22.3%
TGNA TEGNA INC 0.1%
Value ($000) $342 Shares 25,662 Est. Cost $14.82 Unrealized -9.5%
BKU BANKUNITED INC 0.1%
Value ($000) $336 Shares 9,434 Est. Cost $25.85 Unrealized 0.0%
XHR XENIA HOTELS and RESORTS INC 0.1%
Value ($000) $328 Shares 15,571 Est. Cost $19.43 Unrealized
OCFC OCEANFIRST FINANCIAL CORP 0.1%
Value ($000) $317 Shares 11,527 Est. Cost $13.00 Unrealized +45.5%
RNST RENASANT CORP 0.1%
Value ($000) $309 Shares 7,193 Est. Cost $30.71 Unrealized +34.1%
CLW CLEARWATER PAPER CORP 0.1%
Value ($000) $308 Shares 6,260 Est. Cost $65.51 Unrealized -28.6%
CAPITAL BANK FINANCIAL CL A 0.1%
Value ($000) $307 Shares 7,489 Est. Cost $32.36 Unrealized
CASY CASEYS GENERAL STORES INC 0.1%
Value ($000) $281 Shares 2,567 Est. Cost $64.98 Unrealized +54.1%
DIGITALGLOBE INC 0.1%
Value ($000) $279 Shares 7,922 Est. Cost $25.91 Unrealized
LIBERTY VENTURES SER A 0.1%
Value ($000) $268 Shares 4,652 Est. Cost $57.61 Unrealized
DST SYSTEMS INC 0.1%
Value ($000) $266 Shares 4,840 Est. Cost $87.13 Unrealized
EZA ISHARES MSCI SOUTH AFRICA IN 0.1%
Value ($000) $265 Shares 4,514 Est. Cost $58.71 Unrealized
ATNI ATLANTIC TELE NETWORK INC 0.1%
Value ($000) $256 Shares 4,859 Est. Cost $58.88 Unrealized -16.7%
PACIFIC PREMIER BANCORP INC 0.0%
Value ($000) $232 Shares 6,138 Est. Cost $35.35 Unrealized
SGU STAR GROUP LP 0.0%
Value ($000) $160 Shares 14,124 Est. Cost $10.19 Unrealized +5.7%