BW Gestao de Investimentos Ltda. Quant / Systematic

CIK: 0001568280 · Show all filings

Period: Q2 2018 (← Previous) (Next →)

Filing Date: Aug 14, 2018

Total Value ($000): $440,458 (100.0% shares, 0.0% debt)

Holdings (99)

ICVT ISHARES CONVERTIBLE BOND ETF 14.4%
Value ($000) $63,484 Shares 1,100,050 Est. Cost $53.06 Unrealized
EEM ISHARES MSCI EMERGING MKT IN 12.8%
Value ($000) $56,329 Shares 1,300,000 Est. Cost $43.33 Unrealized
BRF BRASIL FODDS SA-ADR 10.8%
Value ($000) $47,452 Shares 10,139,244 Est. Cost $4.86 Unrealized
SPY SPDR S&P500 ETF TRUST 6.2%
Value ($000) $27,128 Shares 100,000 Est. Cost $271.28 Unrealized
AAPL APPLE INC 5.7%
Value ($000) $24,953 Shares 134,800 Est. Cost $42.75 Unrealized 0.0%
COPX GLOBAL X COPPER MINERS ETF 5.0%
Value ($000) $22,101 Shares 916,296 Est. Cost $26.27 Unrealized
SHW SHERWIN WILLIAMS 3.5%
Value ($000) $15,590 Shares 38,250 Est. Cost $127.08 Unrealized -4.9%
FXI ISHARES FTSE CHINA 25 INDEX FU 3.4%
Value ($000) $15,040 Shares 350,000 Est. Cost $47.24 Unrealized
EWW ISHARES MSCI MEXICO ETF 3.1%
Value ($000) $13,671 Shares 290,000 Est. Cost $47.14 Unrealized
DEO DIAGEO PLC-SPONSORED ADR 2.8%
Value ($000) $12,128 Shares 84,216 Est. Cost $146.03 Unrealized
BUD ANHEUSER BUSCH INBEV SPN ADR 2.7%
Value ($000) $11,950 Shares 118,600 Est. Cost $109.94 Unrealized
NXPI NXP SEMICONDUCTORS NV 2.4%
Value ($000) $10,381 Shares 95,000 Est. Cost $97.96 Unrealized 0.0%
NEXA NEXA RESOURCES SA 1.2%
Value ($000) $5,086 Shares 432,114 Est. Cost $13.67 Unrealized -7.4%
EEM ISHARES MSCI EMERGING MKT IN 1.1%
Value ($000) $4,983 Shares 115,000 Est. Cost $43.33 Unrealized
PKG PACKAGING CORP OF AMERICA 1.1%
Value ($000) $4,980 Shares 44,550 Est. Cost $92.50 Unrealized 0.0%
MCHI ISHARES MSCI CHINA ETF 1.1%
Value ($000) $4,845 Shares 75,000 Est. Cost $64.60 Unrealized
CAAP CORP AMERICA AIRPORTS SA 1.1%
Value ($000) $4,769 Shares 565,000 Est. Cost $14.42 Unrealized -21.4%
GARDNER DENVER HOLDINGS INC 1.0%
Value ($000) $4,409 Shares 150,000 Est. Cost $29.39 Unrealized
EWJ ISHARES MSCI JAPAN IDX 0.9%
Value ($000) $4,054 Shares 70,000 Est. Cost $60.24 Unrealized
XLF AMEX FINANCIAL SELECT SPDR IDX 0.8%
Value ($000) $3,677 Shares 138,300 Est. Cost $26.89 Unrealized
BAC BANK OF AMERICA CORP 0.8%
Value ($000) $3,524 Shares 125,000 Est. Cost $24.85 Unrealized 0.0%
IHI ISHARES US MEDICAL DEVICES 0.7%
Value ($000) $3,010 Shares 15,000 Est. Cost $200.67 Unrealized
RSPN INVESCO S&P 500 EQUAL WEIGHT 0.7%
Value ($000) $2,876 Shares 25,100 Est. Cost $114.58 Unrealized
SOXX ISHARES PHLX SOX SEMICONDUCT 0.6%
Value ($000) $2,674 Shares 15,000 Est. Cost $180.07 Unrealized
ALLE ALLEGION PLC WI 0.5%
Value ($000) $2,321 Shares 30,000 Est. Cost $72.85 Unrealized 0.0%
TWITTER INC 0.5%
Value ($000) $2,184 Shares 50,000 Est. Cost $43.68 Unrealized
XLI INDUSTRIAL SELECT SECT SPDR 0.5%
Value ($000) $2,062 Shares 28,787 Est. Cost $74.30 Unrealized
VMWARE INC-CLASS A 0.5%
Value ($000) $2,058 Shares 14,000 Est. Cost $147.00 Unrealized
NFLX NETFLIX INC 0.4%
Value ($000) $1,957 Shares 5,000 Est. Cost $27.22 Unrealized +25.2%
AIN ALBANY INTL CORP CL A 0.4%
Value ($000) $1,953 Shares 32,477 Est. Cost $39.18 Unrealized +44.0%
STZ CONSTELLATION BRANDS INC A 0.4%
Value ($000) $1,839 Shares 8,400 Est. Cost $199.66 Unrealized 0.0%
KWEB KRANESHARES CSI CHINA INTERN 0.4%
Value ($000) $1,799 Shares 30,200 Est. Cost $61.43 Unrealized
HD SUPPLY HOLDINGS INC 0.4%
Value ($000) $1,716 Shares 40,000 Est. Cost $42.90 Unrealized
NXST NEXSTAR MEDIA GROUP INC 0.4%
Value ($000) $1,691 Shares 23,042 Est. Cost $49.67 Unrealized +9.3%
EEMV ISHARES EDGE MSCI MIN VOL EMER 0.4%
Value ($000) $1,574 Shares 27,208 Est. Cost $62.34 Unrealized
UNIVAR INC 0.4%
Value ($000) $1,574 Shares 60,000 Est. Cost $26.23 Unrealized
MGRC MCGRATH RENTCORP 0.4%
Value ($000) $1,565 Shares 24,729 Est. Cost $38.10 Unrealized +61.8%
BOOT BOOT BARN HOLDINGS INC 0.4%
Value ($000) $1,556 Shares 75,000 Est. Cost $21.08 Unrealized 0.0%
ARMK ARAMARK 0.3%
Value ($000) $1,441 Shares 38,845 Est. Cost $25.35 Unrealized -1.0%
CRM SALESFORCE COM INC 0.3%
Value ($000) $1,391 Shares 10,200 Est. Cost $104.43 Unrealized +20.7%
SSD SIMPSON MANUFACTURING CO INC 0.3%
Value ($000) $1,377 Shares 22,137 Est. Cost $45.54 Unrealized +23.7%
SATS ECHOSTAR CORP A 0.3%
Value ($000) $1,354 Shares 30,485 Est. Cost $42.20 Unrealized -3.3%
EMBJ EMBRAER AIRCRAFT CORP SP ADR 0.3%
Value ($000) $1,245 Shares 50,000 Est. Cost $24.90 Unrealized
VRTS VIRTUS INVESTMENT PARTNERS 0.3%
Value ($000) $1,231 Shares 9,618 Est. Cost $72.20 Unrealized +35.2%
GLIN VANECK VECTORS INDIA SMALL C 0.3%
Value ($000) $1,217 Shares 25,000 Est. Cost $56.40 Unrealized
EXTENDED STAY AMERICA INC 0.3%
Value ($000) $1,208 Shares 55,917 Est. Cost $20.34 Unrealized
CONTINENTAL BUILDING PRODUCT 0.3%
Value ($000) $1,150 Shares 36,435 Est. Cost $25.52 Unrealized
TURQUOISE HILL RESOURCES LTD 0.2%
Value ($000) $1,091 Shares 384,000 Est. Cost $3.02 Unrealized
FCX FREEPORT-MCMORAN INC 0.2%
Value ($000) $1,053 Shares 61,000 Est. Cost $13.87 Unrealized +11.2%
AIZ ASSURANT INC 0.2%
Value ($000) $1,046 Shares 10,104 Est. Cost $63.44 Unrealized +28.4%
SCCO SOUTHERN COPPER CORP 0.2%
Value ($000) $1,008 Shares 21,500 Est. Cost $35.06 Unrealized +0.8%
SYF SYNCHRONY FINANCIAL 0.2%
Value ($000) $1,001 Shares 30,000 Est. Cost $28.36 Unrealized 0.0%
FOREST CITY REALTY TRUST A 0.2%
Value ($000) $980 Shares 42,985 Est. Cost $22.05 Unrealized
TECK TECK RESOURCES LTD CLS B 0.2%
Value ($000) $974 Shares 38,265 Est. Cost $22.94 Unrealized +16.7%
PCH POTLATCHDELTIC CORP 0.2%
Value ($000) $947 Shares 18,633 Est. Cost $51.89 Unrealized
PROVIDENCE SERVICE CORP 0.2%
Value ($000) $944 Shares 12,021 Est. Cost $54.50 Unrealized
NBHC NATIONAL BANK HOLD-CL A 0.2%
Value ($000) $924 Shares 23,939 Est. Cost $26.74 Unrealized +13.8%
KAI KADANT INC 0.2%
Value ($000) $907 Shares 9,437 Est. Cost $49.73 Unrealized +83.5%
REGIS CORP 0.2%
Value ($000) $899 Shares 54,378 Est. Cost $13.67 Unrealized
MMS MAXIMUS INC 0.2%
Value ($000) $886 Shares 14,271 Est. Cost $59.89 Unrealized +8.2%
DSW INC-CLASS A 0.2%
Value ($000) $880 Shares 34,094 Est. Cost $21.87 Unrealized
PRI PRIMERICA INC 0.2%
Value ($000) $873 Shares 8,764 Est. Cost $60.99 Unrealized +60.5%
NATIONAL GENERAL HLDGS 0.2%
Value ($000) $863 Shares 32,790 Est. Cost $20.17 Unrealized
NOW SERVICENOW INC 0.2%
Value ($000) $862 Shares 5,000 Est. Cost $30.87 Unrealized +12.3%
BKU BANKUNITED INC 0.2%
Value ($000) $859 Shares 21,028 Est. Cost $27.77 Unrealized +16.8%
SYNOVUS FINANCIAL CORP 0.2%
Value ($000) $830 Shares 15,703 Est. Cost $30.43 Unrealized
MFA FINANCIAL INC 0.2%
Value ($000) $825 Shares 108,827 Est. Cost $7.68 Unrealized
ARCC AREC CAPITAL CORP 0.2%
Value ($000) $801 Shares 48,707 Est. Cost $7.47 Unrealized +6.3%
DENNYS CORPORATION 0.2%
Value ($000) $781 Shares 49,043 Est. Cost $9.31 Unrealized
WAFD WASHINGTON FEDERAL INC 0.2%
Value ($000) $776 Shares 23,722 Est. Cost $27.46 Unrealized -6.2%
FRONT YARD RESIDENTIAL CORP 0.2%
Value ($000) $763 Shares 73,195 Est. Cost $10.06 Unrealized
FSS FEDERAL SIGNAL CORP 0.2%
Value ($000) $736 Shares 31,616 Est. Cost $16.63 Unrealized +30.9%
GCI LIBERTY INC CLASS A 0.2%
Value ($000) $724 Shares 16,053 Est. Cost $50.35 Unrealized
CTS CTS CORP 0.2%
Value ($000) $681 Shares 18,927 Est. Cost $19.36 Unrealized +57.8%
OCFC OCEANFIRST FINANCIAL CORP 0.1%
Value ($000) $655 Shares 21,870 Est. Cost $16.44 Unrealized +26.9%
XHR XENIA HOTELS & RESORTS INC 0.1%
Value ($000) $644 Shares 26,450 Est. Cost $19.85 Unrealized
MUSA MURPHY USA INC 0.1%
Value ($000) $619 Shares 8,332 Est. Cost $60.37 Unrealized +11.2%
CORE MARK HOLDING CO INC 0.1%
Value ($000) $597 Shares 26,318 Est. Cost $38.59 Unrealized
TFSL TFS FINANCIAL CORP 0.1%
Value ($000) $595 Shares 37,717 Est. Cost $7.73 Unrealized +15.1%
MRC GLOBAL INC 0.1%
Value ($000) $545 Shares 25,146 Est. Cost $21.67 Unrealized
LORAL SPACE & COMMUNICATIONS 0.1%
Value ($000) $518 Shares 13,766 Est. Cost $40.93 Unrealized
MWA MUELLER WATER PRODUCTS INC-A 0.1%
Value ($000) $516 Shares 44,009 Est. Cost $9.80 Unrealized 0.0%
RNST RENASANT CORP 0.1%
Value ($000) $502 Shares 11,034 Est. Cost $34.70 Unrealized +34.1%
MAGELLAN HEALTH INC 0.1%
Value ($000) $456 Shares 4,750 Est. Cost $96.00 Unrealized
REX REX AMERICAN RESOURCES CORP 0.1%
Value ($000) $453 Shares 5,599 Est. Cost $13.37 Unrealized -6.3%
CPF CENTRAL PACIFIC FINANCIAL CO 0.1%
Value ($000) $427 Shares 14,912 Est. Cost $21.44 Unrealized 0.0%
ATNI ATLANTIC TELE NETWORK INC 0.1%
Value ($000) $394 Shares 7,459 Est. Cost $54.47 Unrealized -14.5%
PACIFIC PREMIER BANCORP INC 0.1%
Value ($000) $360 Shares 9,425 Est. Cost $36.99 Unrealized
NEENAH INC 0.1%
Value ($000) $340 Shares 4,009 Est. Cost $64.34 Unrealized
TFIN TRIUMPH BANCORP INC 0.1%
Value ($000) $305 Shares 7,481 Est. Cost $31.59 Unrealized +27.9%
TRIANGLE CAPITAL CORP 0.1%
Value ($000) $297 Shares 25,787 Est. Cost $11.52 Unrealized
SGU STAR GROUP LP 0.1%
Value ($000) $289 Shares 29,537 Est. Cost $10.15 Unrealized -5.2%
KMG CHEMICALS INC 0.1%
Value ($000) $261 Shares 3,536 Est. Cost $73.81 Unrealized
TRISTATE CAPITAL HLDGS INC 0.1%
Value ($000) $251 Shares 9,604 Est. Cost $23.22 Unrealized
FARMERS CAPITAL BANK CORP 0.1%
Value ($000) $246 Shares 4,713 Est. Cost $52.20 Unrealized
HOWARD BANCORP INC 0.1%
Value ($000) $227 Shares 12,606 Est. Cost $18.01 Unrealized
PARR PAR PACIFIC HOLDINGS INC 0.0%
Value ($000) $212 Shares 12,202 Est. Cost $18.16 Unrealized -2.1%
LANDMARK INFRASTRUCTURE PART 0.0%
Value ($000) $160 Shares 11,540 Est. Cost $16.46 Unrealized
CNTY CENTURY CASINOS INC 0.0%
Value ($000) $118 Shares 13,444 Est. Cost $8.29 Unrealized 0.0%