BW Gestao de Investimentos Ltda. Quant / Systematic

CIK: 0001568280 · Show all filings

Period: Q4 2017 (← Previous) (Next →)

Filing Date: Feb 14, 2018

Total Value ($000): $694,929 (100.0% shares, 0.0% debt)

Holdings (93)

ICVT ISHARES CONVERTIBLE BOND ETF 39.7%
Value ($000) $275,602 Shares 5,000,040 Est. Cost $53.06 Unrealized
SPY SPDR S&P500 ETF TRUST 16.8%
Value ($000) $116,965 Shares 438,300 Est. Cost Unrealized
CLF CLEVELAND-CLIFFS INC 3.3%
Value ($000) $23,072 Shares 3,200,000 Est. Cost $7.02 Unrealized -10.3%
NUE NUCOR CORP 3.0%
Value ($000) $20,664 Shares 325,000 Est. Cost $48.45 Unrealized +1.1%
STLD STEEL DYNAMICS INC 2.8%
Value ($000) $19,409 Shares 450,000 Est. Cost $28.40 Unrealized +14.3%
AA ALCOA CORP 2.3%
Value ($000) $16,118 Shares 299,200 Est. Cost $43.68 Unrealized 0.0%
AK STEEL HLDG CORP 2.2%
Value ($000) $15,565 Shares 2,750,000 Est. Cost $6.16 Unrealized
DEO DIAGEO PLC-SPONSORED ADR 2.2%
Value ($000) $15,341 Shares 105,056 Est. Cost $146.03 Unrealized
FCX FREEPORT-MCMORAN INC 1.8%
Value ($000) $12,324 Shares 650,000 Est. Cost $13.68 Unrealized 0.0%
COPX GLOBAL X COPPER MINERS ETF 1.6%
Value ($000) $10,975 Shares 401,293 Est. Cost $26.92 Unrealized
VANECK VECTORS OIL SERVICES ET 1.5%
Value ($000) $10,420 Shares 400,000 Est. Cost $26.05 Unrealized
ATI ALLEGHENY TECH INC 1.4%
Value ($000) $9,656 Shares 400,000 Est. Cost $23.80 Unrealized 0.0%
TECK TECK RESOURCES LTD-CLS B 1.3%
Value ($000) $9,160 Shares 350,000 Est. Cost $22.79 Unrealized 0.0%
EQT EQT CORP 1.2%
Value ($000) $8,015 Shares 140,820 Est. Cost $30.25 Unrealized 0.0%
BKR BAKER HUGHES 1.1%
Value ($000) $7,910 Shares 250,000 Est. Cost $25.56 Unrealized 0.0%
EWJ ISHARES MSCI JAPAN IDX 0.9%
Value ($000) $6,592 Shares 110,000 Est. Cost $59.93 Unrealized
EOG EOG RESOURCES INC 0.9%
Value ($000) $5,935 Shares 55,000 Est. Cost $68.13 Unrealized +10.7%
PARSLEY ENERGY INC-CLASS A 0.8%
Value ($000) $5,888 Shares 200,000 Est. Cost $29.44 Unrealized
ENCANA CORP 0.8%
Value ($000) $5,332 Shares 400,000 Est. Cost $13.33 Unrealized
NEXA NEXA RESOURCES SA 0.7%
Value ($000) $4,859 Shares 247,807 Est. Cost $13.09 Unrealized 0.0%
POWERSHARES S&P 500 LOW VOLA 0.7%
Value ($000) $4,774 Shares 100,000 Est. Cost $47.74 Unrealized
AAPL APPLE INC 0.6%
Value ($000) $4,118 Shares 24,335 Est. Cost $34.70 Unrealized +12.6%
RSP PERMIAN INC 0.5%
Value ($000) $3,730 Shares 91,700 Est. Cost $40.68 Unrealized
ADBE ADOBE SYSTEMS INC 0.5%
Value ($000) $3,659 Shares 20,878 Est. Cost $136.92 Unrealized +25.7%
WPM WHEATON PRECIOUS METALS CORP 0.5%
Value ($000) $3,320 Shares 150,000 Est. Cost $18.78 Unrealized 0.0%
FANG DIAMONDBACK ENERGY INC 0.5%
Value ($000) $3,156 Shares 25,000 Est. Cost $71.15 Unrealized +17.8%
CALPINE CORPORATION 0.4%
Value ($000) $3,026 Shares 200,000 Est. Cost $15.01 Unrealized
BVN MINAS BUENAVENTURA - ADR 0.4%
Value ($000) $2,816 Shares 200,000 Est. Cost $14.08 Unrealized
NEM NEWMONT MINING 0.4%
Value ($000) $2,814 Shares 75,000 Est. Cost $29.13 Unrealized 0.0%
NOC NORTHROP GRUMMAN CORP 0.4%
Value ($000) $2,731 Shares 8,900 Est. Cost $234.97 Unrealized +11.9%
LMT LOCKHEED MARTIN CORP 0.4%
Value ($000) $2,601 Shares 8,100 Est. Cost $238.57 Unrealized +6.3%
RAYTHEON COMPANY 0.4%
Value ($000) $2,536 Shares 13,500 Est. Cost $186.59 Unrealized
GD GENERAL DYNAMICS CORP 0.4%
Value ($000) $2,482 Shares 12,200 Est. Cost $166.44 Unrealized +2.4%
BRF VANECK VECTORS BRAZIL SMALL-C 0.3%
Value ($000) $2,390 Shares 101,913 Est. Cost $23.45 Unrealized
ARMK ARAMARK 0.3%
Value ($000) $2,359 Shares 55,200 Est. Cost $25.32 Unrealized +9.1%
PRETIUM RESOURCES INC 0.3%
Value ($000) $2,282 Shares 200,000 Est. Cost $11.41 Unrealized
NVDA NVIDIA CORP 0.3%
Value ($000) $2,129 Shares 11,000 Est. Cost $3.20 Unrealized +53.4%
YAMANA GOLD INC 0.3%
Value ($000) $2,028 Shares 650,000 Est. Cost $3.12 Unrealized
AIN ALBANY INTL CORP-CL A 0.3%
Value ($000) $1,801 Shares 29,314 Est. Cost $37.16 Unrealized +47.1%
SATS ECHOSTAR CORP-A 0.2%
Value ($000) $1,595 Shares 26,636 Est. Cost $41.53 Unrealized +11.8%
CPFL ENERGIA SA-ADR 0.2%
Value ($000) $1,495 Shares 130,000 Est. Cost $11.50 Unrealized
VANECK VECTORS EGYPT INDEX E 0.2%
Value ($000) $1,308 Shares 40,000 Est. Cost $30.93 Unrealized
VMWARE INC-CLASS A 0.2%
Value ($000) $1,253 Shares 10,000 Est. Cost $109.20 Unrealized
CRM SALESFORCE.COM INC 0.2%
Value ($000) $1,227 Shares 12,000 Est. Cost $90.89 Unrealized +10.8%
FOREST CITY REALTY TRUST- A 0.2%
Value ($000) $1,226 Shares 50,853 Est. Cost $21.98 Unrealized
PRI PRIMERICA INC 0.2%
Value ($000) $1,196 Shares 11,777 Est. Cost $60.99 Unrealized +56.2%
MGRC MCGRATH RENTCORP 0.2%
Value ($000) $1,151 Shares 24,491 Est. Cost $36.58 Unrealized +26.5%
NXST NEXSTAR MEDIA GROUP INC 0.2%
Value ($000) $1,142 Shares 14,599 Est. Cost $46.43 Unrealized +14.9%
ENEL AMERICAS SA ADR 0.2%
Value ($000) $1,117 Shares 100,000 Est. Cost $11.17 Unrealized
DELTIC TIMBER CORP 0.2%
Value ($000) $1,056 Shares 11,533 Est. Cost $74.70 Unrealized
SYNOVUS FINANCIAL CORP 0.1%
Value ($000) $1,039 Shares 21,669 Est. Cost $30.43 Unrealized
SSD SIMPSON MANUFACTURING CO INC 0.1%
Value ($000) $994 Shares 17,306 Est. Cost $43.29 Unrealized +17.6%
MUSA MURPHY USA INC 0.1%
Value ($000) $987 Shares 12,281 Est. Cost $60.37 Unrealized +21.6%
VRTS VIRTUS INVESTMENT PARTNERS 0.1%
Value ($000) $967 Shares 8,408 Est. Cost $68.32 Unrealized +34.5%
BKU BANKUNITED INC 0.1%
Value ($000) $926 Shares 22,749 Est. Cost $27.20 Unrealized +3.5%
KAI KADANT INC 0.1%
Value ($000) $911 Shares 9,071 Est. Cost $47.98 Unrealized +100.0%
CONTINENTAL BUILDING PRODUCT 0.1%
Value ($000) $896 Shares 31,834 Est. Cost $25.03 Unrealized
AIZ ASSURANT INC 0.1%
Value ($000) $894 Shares 8,869 Est. Cost $61.48 Unrealized +37.5%
XILINX INC 0.1%
Value ($000) $843 Shares 12,500 Est. Cost $70.84 Unrealized
TGS TRANSPORTADOR GAS SUR-SP B 0.1%
Value ($000) $804 Shares 36,176 Est. Cost $16.89 Unrealized
NPO ENPRO INDUSTRIES INC 0.1%
Value ($000) $757 Shares 8,092 Est. Cost $69.11 Unrealized +22.6%
MFA FINANCIAL INC 0.1%
Value ($000) $752 Shares 94,982 Est. Cost $7.70 Unrealized
DENNY'S CORPORATION 0.1%
Value ($000) $751 Shares 56,699 Est. Cost $9.15 Unrealized
COLONY NORTHSTAR INC-CLASS A 0.1%
Value ($000) $750 Shares 65,755 Est. Cost $12.51 Unrealized
CTS CTS CORP 0.1%
Value ($000) $701 Shares 27,241 Est. Cost $18.86 Unrealized +34.3%
NBHC NATIONAL BANK HOLD-CL A 0.1%
Value ($000) $679 Shares 20,927 Est. Cost $26.61 Unrealized +2.7%
REGIS CORP 0.1%
Value ($000) $661 Shares 43,064 Est. Cost $13.28 Unrealized
ALTISOURCE RESIDENTI-CL B-WI 0.1%
Value ($000) $643 Shares 54,237 Est. Cost $13.87 Unrealized
ARCC AREC CAPITAL CORP 0.1%
Value ($000) $640 Shares 40,717 Est. Cost $7.45 Unrealized +0.4%
MMS MAXIMUS INC 0.1%
Value ($000) $635 Shares 8,869 Est. Cost $56.49 Unrealized +19.2%
PROVIDENCE SERVICE CORP 0.1%
Value ($000) $623 Shares 10,496 Est. Cost $52.22 Unrealized
NEENAH INC 0.1%
Value ($000) $595 Shares 6,565 Est. Cost $64.34 Unrealized
CORE-MARK HOLDING CO INC 0.1%
Value ($000) $593 Shares 18,775 Est. Cost $45.17 Unrealized
NATIONAL GENERAL HLDGS 0.1%
Value ($000) $578 Shares 29,429 Est. Cost $19.64 Unrealized
FSS FEDERAL SIGNAL CORP 0.1%
Value ($000) $555 Shares 27,629 Est. Cost $16.21 Unrealized +20.3%
BR BROADRIDGE FINANCIAL SOLUTIO 0.1%
Value ($000) $531 Shares 5,858 Est. Cost $36.72 Unrealized +107.2%
LIBERTY VENTURES -SER A 0.1%
Value ($000) $524 Shares 9,661 Est. Cost $55.86 Unrealized
TFSL TFS FINANCIAL CORP 0.1%
Value ($000) $499 Shares 33,417 Est. Cost $7.63 Unrealized +13.8%
LORAL SPACE & COMMUNICATIONS 0.1%
Value ($000) $496 Shares 11,259 Est. Cost $40.77 Unrealized
TGNA TEGNA INC 0.1%
Value ($000) $491 Shares 34,872 Est. Cost $14.36 Unrealized -8.9%
PARR PAR PACIFIC HOLDINGS INC 0.1%
Value ($000) $465 Shares 24,093 Est. Cost $18.16 Unrealized +11.6%
XHR XENIA HOTELS & RESORTS INC 0.1%
Value ($000) $457 Shares 21,150 Est. Cost $20.00 Unrealized
DSW INC-CLASS A 0.1%
Value ($000) $432 Shares 20,171 Est. Cost $21.42 Unrealized
OCFC OCEANFIRST FINANCIAL CORP 0.1%
Value ($000) $412 Shares 15,679 Est. Cost $14.82 Unrealized +34.1%
DST SYSTEMS INC 0.1%
Value ($000) $411 Shares 6,623 Est. Cost $80.38 Unrealized
RNST RENASANT CORP 0.1%
Value ($000) $400 Shares 9,776 Est. Cost $33.63 Unrealized +24.2%
CASY CASEYS GENERAL STORES INC 0.1%
Value ($000) $393 Shares 3,513 Est. Cost $76.54 Unrealized +41.0%
ENIC ENERSIS CHILE SA - ADR W/I 0.1%
Value ($000) $392 Shares 69,049 Est. Cost $6.00 Unrealized
CLW CLEARWATER PAPER CORP 0.1%
Value ($000) $386 Shares 8,509 Est. Cost $60.21 Unrealized -24.5%
ATNI ATLANTIC TELE-NETWORK INC 0.1%
Value ($000) $365 Shares 6,609 Est. Cost $55.23 Unrealized -18.4%
PACIFIC PREMIER BANCORP INC 0.0%
Value ($000) $334 Shares 8,351 Est. Cost $36.58 Unrealized
TFIN TRIUMPH BANCORP INC 0.0%
Value ($000) $241 Shares 7,645 Est. Cost $31.59 Unrealized 0.0%
SGU STAR GROUP LP 0.0%
Value ($000) $206 Shares 19,192 Est. Cost $10.32 Unrealized +3.5%