BW Gestao de Investimentos Ltda. Quant / Systematic

CIK: 0001568280 · Show all filings

Period: Q1 2018 (← Previous) (Next →)

Filing Date: May 15, 2018

Total Value ($000): $778,727 (100.0% shares, 0.0% debt)

Holdings (92)

SPY SPDR S&P500 ETF TRUST 33.8%
Value ($000) $263,150 Shares 1,000,000 Est. Cost Unrealized
ICVT ISHARES CONVERTIBLE BOND ETF 21.7%
Value ($000) $168,963 Shares 3,000,050 Est. Cost $53.06 Unrealized
XLF AMEX FINANCIAL SELECT SPDR IDX 6.4%
Value ($000) $50,177 Shares 1,820,000 Est. Cost $27.57 Unrealized
XLF AMEX FINANCIAL SELECT SPDR IDX 6.4%
Value ($000) $50,177 Shares 1,820,000 Est. Cost $27.57 Unrealized
EEMV ISHARES EDGE MSCI MIN VOL EMER 3.1%
Value ($000) $24,391 Shares 391,257 Est. Cost $62.34 Unrealized
COPX GLOBAL X COPPER MINERS ETF 2.9%
Value ($000) $22,228 Shares 855,593 Est. Cost $26.42 Unrealized
FXI ISHARES FTSE CHINA 25 INDEX FU 2.8%
Value ($000) $21,730 Shares 460,000 Est. Cost $47.24 Unrealized
SHW SHERWIN WILLIAMS 1.9%
Value ($000) $14,999 Shares 38,250 Est. Cost $127.08 Unrealized 0.0%
BUD ANHEUSER-BUSCH INBEV SPN ADR 1.8%
Value ($000) $14,292 Shares 130,000 Est. Cost $109.94 Unrealized
DEO DIAGEO PLC-SPONSORED ADR 1.6%
Value ($000) $12,642 Shares 93,356 Est. Cost $146.03 Unrealized
EWJ ISHARES MSCI JAPAN IDX 1.5%
Value ($000) $11,529 Shares 190,000 Est. Cost $60.24 Unrealized
NEXA NEXA RESOURCES SA 0.9%
Value ($000) $6,813 Shares 389,066 Est. Cost $13.78 Unrealized +8.7%
VALIDUS HOLDINGS LTD 0.8%
Value ($000) $6,597 Shares 97,800 Est. Cost $67.45 Unrealized
KWEB KRANESHARES CSI CHINA INTERN 0.8%
Value ($000) $6,290 Shares 102,400 Est. Cost $61.43 Unrealized
CAAP CORP AMERICA AIRPORTS SA 0.8%
Value ($000) $5,985 Shares 485,000 Est. Cost $14.93 Unrealized 0.0%
BRF - BRASIL FODDS SA-ADR 0.7%
Value ($000) $5,536 Shares 800,000 Est. Cost $6.92 Unrealized
POWERSHARES S&P 500 LOW VOLA 0.6%
Value ($000) $4,697 Shares 100,000 Est. Cost $47.74 Unrealized
IGV ISHARES NORTH AMERICAN TECH- 0.6%
Value ($000) $4,412 Shares 26,000 Est. Cost $169.69 Unrealized
GOOGL ALPHABET INC-CL A 0.5%
Value ($000) $3,630 Shares 3,500 Est. Cost $55.03 Unrealized 0.0%
CRM SALESFORCE.COM INC 0.4%
Value ($000) $3,489 Shares 30,000 Est. Cost $104.43 Unrealized +8.6%
NFLX NETFLIX INC 0.4%
Value ($000) $2,954 Shares 10,000 Est. Cost $27.22 Unrealized 0.0%
ARISTA NETWORKS INC 0.4%
Value ($000) $2,859 Shares 11,200 Est. Cost $255.27 Unrealized
SOXX ISHARES PHLX SOX SEMICONDUCT 0.3%
Value ($000) $2,701 Shares 15,000 Est. Cost $180.07 Unrealized
RAYTHEON COMPANY 0.3%
Value ($000) $2,621 Shares 12,146 Est. Cost $186.59 Unrealized
ADBE ADOBE SYSTEMS INC 0.3%
Value ($000) $2,593 Shares 12,000 Est. Cost $136.92 Unrealized +48.5%
NOC NORTHROP GRUMMAN CORP 0.3%
Value ($000) $2,586 Shares 7,407 Est. Cost $234.97 Unrealized +25.3%
GD GENERAL DYNAMICS CORP 0.3%
Value ($000) $2,511 Shares 11,368 Est. Cost $166.44 Unrealized +9.3%
NOW SERVICENOW INC 0.3%
Value ($000) $2,482 Shares 15,000 Est. Cost $30.87 Unrealized 0.0%
LMT LOCKHEED MARTIN CORP 0.3%
Value ($000) $2,410 Shares 7,131 Est. Cost $238.57 Unrealized +15.5%
BTI BRITISH AMER TOBACCO PLC - ADR 0.3%
Value ($000) $2,250 Shares 39,000 Est. Cost $57.69 Unrealized
ARMK ARAMARK 0.3%
Value ($000) $2,207 Shares 55,801 Est. Cost $25.35 Unrealized +9.5%
XLI INDUSTRIAL SELECT SECT SPDR 0.3%
Value ($000) $2,139 Shares 28,787 Est. Cost $74.30 Unrealized
AIN ALBANY INTL CORP-CL A 0.3%
Value ($000) $2,009 Shares 32,047 Est. Cost $38.94 Unrealized +49.1%
SATS ECHOSTAR CORP-A 0.2%
Value ($000) $1,586 Shares 30,063 Est. Cost $42.22 Unrealized +12.7%
MGRC MCGRATH RENTCORP 0.2%
Value ($000) $1,484 Shares 27,642 Est. Cost $38.10 Unrealized +31.1%
DELL TECHNOLOGIES-CL V W/I 0.2%
Value ($000) $1,464 Shares 20,000 Est. Cost $73.20 Unrealized
GLIN VANECK VECTORS INDIA SMALL-C 0.2%
Value ($000) $1,298 Shares 22,697 Est. Cost $57.19 Unrealized
WDAY WORKDAY INC-CLASS A 0.2%
Value ($000) $1,271 Shares 10,000 Est. Cost $122.34 Unrealized 0.0%
SSD SIMPSON MANUFACTURING CO INC 0.2%
Value ($000) $1,257 Shares 21,820 Est. Cost $45.38 Unrealized +17.7%
VRTS VIRTUS INVESTMENT PARTNERS 0.2%
Value ($000) $1,175 Shares 9,490 Est. Cost $71.85 Unrealized +38.2%
XLF AMEX FINANCIAL SELECT SPDR IDX 0.1%
Value ($000) $1,166 Shares 42,300 Est. Cost $27.57 Unrealized
NXST NEXSTAR MEDIA GROUP INC 0.1%
Value ($000) $1,096 Shares 16,478 Est. Cost $47.83 Unrealized +22.7%
PRI PRIMERICA INC 0.1%
Value ($000) $1,082 Shares 11,197 Est. Cost $60.99 Unrealized +64.7%
BKU BANKUNITED INC 0.1%
Value ($000) $1,026 Shares 25,675 Est. Cost $27.77 Unrealized +15.8%
CONTINENTAL BUILDING PRODUCT 0.1%
Value ($000) $1,026 Shares 35,929 Est. Cost $25.44 Unrealized
FCX FREEPORT-MCMORAN INC 0.1%
Value ($000) $956 Shares 54,400 Est. Cost $13.68 Unrealized +24.4%
TECK TECK RESOURCES LTD-CLS B 0.1%
Value ($000) $947 Shares 36,765 Est. Cost $22.79 Unrealized +23.7%
TURQUOISE HILL RESOURCES LTD 0.1%
Value ($000) $930 Shares 303,000 Est. Cost $3.07 Unrealized
AIZ ASSURANT INC 0.1%
Value ($000) $915 Shares 10,010 Est. Cost $63.44 Unrealized +24.0%
DENNY'S CORPORATION 0.1%
Value ($000) $898 Shares 58,168 Est. Cost $9.31 Unrealized
KAI KADANT INC 0.1%
Value ($000) $892 Shares 9,437 Est. Cost $49.73 Unrealized +87.2%
XHR XENIA HOTELS & RESORTS INC 0.1%
Value ($000) $884 Shares 44,842 Est. Cost $19.85 Unrealized
SYNOVUS FINANCIAL CORP 0.1%
Value ($000) $871 Shares 17,438 Est. Cost $30.43 Unrealized
PCH POTLATCHDELTIC CORP 0.1%
Value ($000) $846 Shares 16,256 Est. Cost $52.04 Unrealized
REGIS CORP 0.1%
Value ($000) $823 Shares 54,378 Est. Cost $13.67 Unrealized
PROVIDENCE SERVICE CORP 0.1%
Value ($000) $819 Shares 11,846 Est. Cost $54.15 Unrealized
NATIONAL GENERAL HLDGS 0.1%
Value ($000) $807 Shares 33,215 Est. Cost $20.17 Unrealized
MFA FINANCIAL INC 0.1%
Value ($000) $807 Shares 107,203 Est. Cost $7.68 Unrealized
FOREST CITY REALTY TRUST- A 0.1%
Value ($000) $803 Shares 39,629 Est. Cost $21.98 Unrealized
CTS CTS CORP 0.1%
Value ($000) $798 Shares 29,355 Est. Cost $19.36 Unrealized +33.9%
NBHC NATIONAL BANK HOLD-CL A 0.1%
Value ($000) $787 Shares 23,660 Est. Cost $26.69 Unrealized +2.5%
EXTENDED STAY AMERICA INC 0.1%
Value ($000) $765 Shares 38,677 Est. Cost $19.78 Unrealized
DSW INC-CLASS A 0.1%
Value ($000) $757 Shares 33,723 Est. Cost $21.83 Unrealized
ARCC AREC CAPITAL CORP 0.1%
Value ($000) $745 Shares 46,932 Est. Cost $7.45 Unrealized +0.3%
FRONT YARD RESIDENTIAL CORP 0.1%
Value ($000) $736 Shares 73,195 Est. Cost $10.06 Unrealized
TGS TRANSPORTADOR GAS SUR-SP B 0.1%
Value ($000) $736 Shares 36,176 Est. Cost $16.89 Unrealized
WAFD WASHINGTON FEDERAL INC 0.1%
Value ($000) $718 Shares 20,765 Est. Cost $27.70 Unrealized 0.0%
MUSA MURPHY USA INC 0.1%
Value ($000) $708 Shares 9,732 Est. Cost $60.37 Unrealized +25.7%
FSS FEDERAL SIGNAL CORP 0.1%
Value ($000) $687 Shares 31,184 Est. Cost $16.56 Unrealized +16.4%
MMS MAXIMUS INC 0.1%
Value ($000) $668 Shares 10,010 Est. Cost $57.80 Unrealized +17.6%
DST SYSTEMS INC 0.1%
Value ($000) $625 Shares 7,475 Est. Cost $80.75 Unrealized
BR BROADRIDGE FINANCIAL SOLUTIO 0.1%
Value ($000) $614 Shares 5,594 Est. Cost $36.72 Unrealized +136.7%
GCI LIBERTY INC - CLASS A 0.1%
Value ($000) $576 Shares 10,904 Est. Cost $52.82 Unrealized
LORAL SPACE & COMMUNICATIONS 0.1%
Value ($000) $573 Shares 13,766 Est. Cost $40.93 Unrealized
TFSL TFS FINANCIAL CORP 0.1%
Value ($000) $554 Shares 37,717 Est. Cost $7.73 Unrealized +10.4%
SCCO SOUTHERN COPPER CORP 0.1%
Value ($000) $498 Shares 9,200 Est. Cost $34.68 Unrealized 0.0%
NPO ENPRO INDUSTRIES INC 0.1%
Value ($000) $487 Shares 6,293 Est. Cost $69.11 Unrealized +19.4%
OCFC OCEANFIRST FINANCIAL CORP 0.1%
Value ($000) $473 Shares 17,697 Est. Cost $15.39 Unrealized +28.6%
RNST RENASANT CORP 0.1%
Value ($000) $470 Shares 11,034 Est. Cost $34.70 Unrealized +24.0%
CORE-MARK HOLDING CO INC 0.1%
Value ($000) $450 Shares 21,190 Est. Cost $42.44 Unrealized
TGNA TEGNA INC 0.1%
Value ($000) $448 Shares 39,358 Est. Cost $14.28 Unrealized -4.3%
ATNI ATLANTIC TELE-NETWORK INC 0.1%
Value ($000) $445 Shares 7,459 Est. Cost $54.47 Unrealized -10.9%
CASY CASEYS GENERAL STORES INC 0.1%
Value ($000) $435 Shares 3,965 Est. Cost $80.29 Unrealized +36.3%
NEENAH INC 0.1%
Value ($000) $417 Shares 5,318 Est. Cost $64.34 Unrealized
PACIFIC PREMIER BANCORP INC 0.0%
Value ($000) $379 Shares 9,425 Est. Cost $36.99 Unrealized
COLONY NORTHSTAR INC-CLASS A 0.0%
Value ($000) $368 Shares 65,480 Est. Cost $12.51 Unrealized
PARR PAR PACIFIC HOLDINGS INC 0.0%
Value ($000) $362 Shares 21,071 Est. Cost $18.16 Unrealized -0.6%
TFIN TRIUMPH BANCORP INC 0.0%
Value ($000) $308 Shares 7,481 Est. Cost $31.59 Unrealized +24.0%
REX REX AMERICAN RESOURCES CORP 0.0%
Value ($000) $307 Shares 4,218 Est. Cost $13.65 Unrealized 0.0%
SGU STAR GROUP LP 0.0%
Value ($000) $251 Shares 26,799 Est. Cost $10.21 Unrealized -2.7%
TRISTATE CAPITAL HLDGS INC 0.0%
Value ($000) $223 Shares 9,604 Est. Cost $23.22 Unrealized
LANDMARK INFRASTRUCTURE PART 0.0%
Value ($000) $181 Shares 10,895 Est. Cost $16.61 Unrealized