BW Gestao de Investimentos Ltda. Quant / Systematic

CIK: 0001568280 · Show all filings

Period: Q2 2019 (← Previous) (Next →)

Filing Date: Aug 14, 2019

Total Value ($000): $284,938 (100.0% shares, 0.0% debt)

Holdings (93)

ICVT ISHARES CONVERTIBLE BOND ETF 30.3%
Value ($000) $86,319 Shares 1,450,000 Est. Cost $53.57 Unrealized
SHW SHERWIN-WILLIAMS CO/THE 11.8%
Value ($000) $33,625 Shares 73,370 Est. Cost $135.02 Unrealized +4.4%
EWZ ISHARES MSCI BRAZIL ETF 10.2%
Value ($000) $29,052 Shares 664,500 Est. Cost $42.81 Unrealized
XLV HEALTH CARE SELECT SECTOR 4.9%
Value ($000) $13,896 Shares 150,000 Est. Cost $92.64 Unrealized
META FACEBOOK INC-CLASS A 4.1%
Value ($000) $11,580 Shares 60,000 Est. Cost $181.44 Unrealized 0.0%
IBB ISHARES NASDAQ BIOTECHNOLOGY E 3.8%
Value ($000) $10,910 Shares 100,000 Est. Cost $109.10 Unrealized
COPX GLOBAL X COPPER MINERS ETF 3.0%
Value ($000) $8,570 Shares 412,041 Est. Cost $25.09 Unrealized
VLUE ISHARES EDGE MSCI USA VALUE 2.8%
Value ($000) $8,119 Shares 100,000 Est. Cost $81.19 Unrealized
IHI ISHARES U.S. MEDICAL DEVICES E 1.8%
Value ($000) $5,055 Shares 21,000 Est. Cost $205.22 Unrealized
MSFT MICROSOFT CORP 1.6%
Value ($000) $4,689 Shares 35,000 Est. Cost $102.29 Unrealized +16.8%
AMZN AMAZON.COM INC 1.6%
Value ($000) $4,545 Shares 2,400 Est. Cost $83.22 Unrealized +11.9%
NKE NIKE INC -CL B 1.5%
Value ($000) $4,223 Shares 50,300 Est. Cost $72.56 Unrealized +6.2%
GOOG ALPHABET INC-CL C 1.3%
Value ($000) $3,675 Shares 3,400 Est. Cost $55.69 Unrealized +2.8%
PAM PAMPA ENERGIA SA-SPON ADR 0.9%
Value ($000) $2,427 Shares 70,000 Est. Cost $30.62 Unrealized
PINS PINTEREST INC- CLASS A 0.8%
Value ($000) $2,165 Shares 79,532 Est. Cost $27.32 Unrealized 0.0%
BA BOEING CO/THE 0.7%
Value ($000) $2,125 Shares 5,838 Est. Cost $357.24 Unrealized 0.0%
TGS TRANSPORTADOR GAS SUR-SP B 0.7%
Value ($000) $1,952 Shares 135,000 Est. Cost $13.16 Unrealized
XILINX INC 0.7%
Value ($000) $1,946 Shares 16,500 Est. Cost $126.80 Unrealized
BMA BANCO MACRO SA-ADR 0.6%
Value ($000) $1,821 Shares 25,000 Est. Cost $56.58 Unrealized
AIN ALBANY INTL CORP-CL A 0.6%
Value ($000) $1,702 Shares 20,525 Est. Cost $39.18 Unrealized +76.1%
SUPV GRUPO SUPERVIELLE SA-SP ADR 0.5%
Value ($000) $1,458 Shares 185,000 Est. Cost $6.08 Unrealized
EDN EMP DISTRIB Y COMERC NOR-ADR 0.5%
Value ($000) $1,440 Shares 79,320 Est. Cost $19.60 Unrealized
EXTENDED STAY AMERICA INC 0.5%
Value ($000) $1,426 Shares 84,441 Est. Cost $19.70 Unrealized
EXP EAGLE MATERIALS INC 0.5%
Value ($000) $1,372 Shares 14,805 Est. Cost $69.36 Unrealized +23.0%
NXST NEXSTAR MEDIA GROUP INC-CL A 0.4%
Value ($000) $1,247 Shares 12,347 Est. Cost $49.88 Unrealized +76.2%
AIZ ASSURANT INC 0.4%
Value ($000) $1,101 Shares 10,349 Est. Cost $63.96 Unrealized +37.0%
FTDR FRONTDOOR INC 0.4%
Value ($000) $1,089 Shares 25,000 Est. Cost $30.54 Unrealized +25.7%
VRTS VIRTUS INVESTMENT PARTNERS 0.4%
Value ($000) $1,048 Shares 9,756 Est. Cost $72.27 Unrealized +24.1%
MGRC MCGRATH RENTCORP 0.4%
Value ($000) $1,019 Shares 16,398 Est. Cost $38.10 Unrealized +56.9%
GCI LIBERTY INC - CLASS A 0.4%
Value ($000) $1,003 Shares 16,325 Est. Cost $50.19 Unrealized
WAFD WASHINGTON FEDERAL INC 0.3%
Value ($000) $977 Shares 27,973 Est. Cost $27.13 Unrealized -4.2%
MRC GLOBAL INC 0.3%
Value ($000) $974 Shares 56,894 Est. Cost $19.81 Unrealized
DENNY'S CORP 0.3%
Value ($000) $964 Shares 46,937 Est. Cost $10.10 Unrealized
PRI PRIMERICA INC 0.3%
Value ($000) $947 Shares 7,899 Est. Cost $60.99 Unrealized +103.0%
EPRT ESSENTIAL PROPERTIES REALTY 0.3%
Value ($000) $931 Shares 46,443 Est. Cost $13.84 Unrealized
MMS MAXIMUS INC 0.3%
Value ($000) $894 Shares 12,323 Est. Cost $59.89 Unrealized +21.1%
SATS ECHOSTAR CORP-A 0.3%
Value ($000) $874 Shares 19,710 Est. Cost $41.70 Unrealized -20.1%
KAI KADANT INC 0.3%
Value ($000) $863 Shares 9,500 Est. Cost $49.73 Unrealized +73.3%
PACIFIC PREMIER BANCORP INC 0.3%
Value ($000) $846 Shares 27,402 Est. Cost $34.51 Unrealized
XHR XENIA HOTELS & RESORTS INC 0.3%
Value ($000) $819 Shares 39,285 Est. Cost $20.31 Unrealized
SSD SIMPSON MANUFACTURING CO INC 0.3%
Value ($000) $800 Shares 12,030 Est. Cost $45.69 Unrealized +31.5%
MWA MUELLER WATER PRODUCTS INC-A 0.3%
Value ($000) $796 Shares 81,088 Est. Cost $9.86 Unrealized -9.5%
CEPU CENTRAL PUERTO-SPONSORED ADR 0.3%
Value ($000) $788 Shares 85,000 Est. Cost $9.20 Unrealized
MFA FINANCIAL INC 0.3%
Value ($000) $781 Shares 108,827 Est. Cost $7.68 Unrealized
NATIONAL GENERAL HLDGS 0.3%
Value ($000) $766 Shares 33,411 Est. Cost $20.25 Unrealized
NBHC NATIONAL BANK HOLD-CL A 0.3%
Value ($000) $723 Shares 19,923 Est. Cost $26.79 Unrealized +13.4%
OCFC OCEANFIRST FINANCIAL CORP 0.3%
Value ($000) $721 Shares 29,029 Est. Cost $17.66 Unrealized +5.4%
MAGELLAN HEALTH INC 0.3%
Value ($000) $718 Shares 9,673 Est. Cost $83.79 Unrealized
SPB SPECTRUM BRANDS HOLDINGS INC 0.3%
Value ($000) $717 Shares 13,334 Est. Cost $79.88 Unrealized -25.6%
GGAL GRUPO FINANCIERO GALICIA-ADR 0.2%
Value ($000) $710 Shares 20,000 Est. Cost $25.50 Unrealized
LOMA LOMA NEGRA CIA IND-SPON ADR 0.2%
Value ($000) $708 Shares 60,476 Est. Cost $10.96 Unrealized
DLX DELUXE CORP 0.2%
Value ($000) $700 Shares 17,204 Est. Cost $30.22 Unrealized -0.4%
PROVIDENCE SERVICE CORP 0.2%
Value ($000) $689 Shares 12,021 Est. Cost $54.50 Unrealized
CABOT MICROELECTRONICS CORP 0.2%
Value ($000) $676 Shares 6,142 Est. Cost $111.39 Unrealized
TRISTATE CAPITAL HLDGS INC 0.2%
Value ($000) $671 Shares 31,466 Est. Cost $22.85 Unrealized
ARCC ARES CAPITAL CORP 0.2%
Value ($000) $655 Shares 36,510 Est. Cost $7.47 Unrealized +25.7%
BBDC BARINGS BDC INC 0.2%
Value ($000) $651 Shares 66,142 Est. Cost $5.27 Unrealized +0.1%
REGIS CORP 0.2%
Value ($000) $642 Shares 38,663 Est. Cost $13.67 Unrealized
MUSA MURPHY USA INC 0.2%
Value ($000) $640 Shares 7,614 Est. Cost $64.64 Unrealized +25.9%
RNST RENASANT CORP 0.2%
Value ($000) $627 Shares 17,459 Est. Cost $35.29 Unrealized -0.3%
RIVIERA RESOURCES INC 0.2%
Value ($000) $623 Shares 49,063 Est. Cost $13.98 Unrealized
HUDSON LTD-CLASS A 0.2%
Value ($000) $570 Shares 41,311 Est. Cost $19.67 Unrealized
TFSL TFS FINANCIAL CORP 0.2%
Value ($000) $552 Shares 30,539 Est. Cost $7.73 Unrealized +34.7%
FSS FEDERAL SIGNAL CORP 0.2%
Value ($000) $514 Shares 19,208 Est. Cost $16.63 Unrealized +49.5%
TV GRUPO TELEVISA SA-SPON ADR 0.2%
Value ($000) $506 Shares 60,000 Est. Cost $11.06 Unrealized
DKS DICK'S SPORTING GOODS INC 0.2%
Value ($000) $504 Shares 14,568 Est. Cost $28.19 Unrealized +5.6%
DBI DESIGNER BRANDS INC-CLASS A 0.2%
Value ($000) $503 Shares 26,214 Est. Cost $21.81 Unrealized -21.0%
TFIN TRIUMPH BANCORP INC 0.2%
Value ($000) $493 Shares 16,961 Est. Cost $34.19 Unrealized -12.8%
LORAL SPACE & COMMUNICATIONS 0.2%
Value ($000) $475 Shares 13,766 Est. Cost $40.93 Unrealized
BBVA ARGENTINA SA-ADR 0.2%
Value ($000) $453 Shares 40,000 Est. Cost $11.32 Unrealized
CPF CENTRAL PACIFIC FINANCIAL CO 0.2%
Value ($000) $447 Shares 14,912 Est. Cost $21.44 Unrealized +1.5%
CORE-MARK HOLDING CO INC 0.2%
Value ($000) $439 Shares 11,047 Est. Cost $38.07 Unrealized
SMART GLOBAL HOLDINGS INC 0.1%
Value ($000) $418 Shares 18,162 Est. Cost $27.02 Unrealized
REX REX AMERICAN RESOURCES CORP 0.1%
Value ($000) $408 Shares 5,599 Est. Cost $13.37 Unrealized -2.1%
WADDELL & REED FINANCIAL-A 0.1%
Value ($000) $364 Shares 21,823 Est. Cost $18.10 Unrealized
CONTINENTAL BUILDING PRODUCT 0.1%
Value ($000) $353 Shares 13,280 Est. Cost $26.58 Unrealized
SGU STAR GROUP LP 0.1%
Value ($000) $348 Shares 34,792 Est. Cost $10.08 Unrealized -3.6%
CRAI CRA INTERNATIONAL INC 0.1%
Value ($000) $343 Shares 8,955 Est. Cost $44.26 Unrealized -11.4%
PGC PEAPACK GLADSTONE FINL CORP 0.1%
Value ($000) $333 Shares 11,841 Est. Cost $26.18 Unrealized +0.7%
SOUTH MOUNTAIN MERGER CORP 0.1%
Value ($000) $294 Shares 29,438 Est. Cost $9.99 Unrealized
CTS CTS CORP 0.1%
Value ($000) $254 Shares 9,198 Est. Cost $19.36 Unrealized +44.3%
PRSU VIAD CORP 0.1%
Value ($000) $212 Shares 3,201 Est. Cost $61.26 Unrealized 0.0%
LYDALL INC 0.1%
Value ($000) $198 Shares 9,786 Est. Cost $23.50 Unrealized
LANDMARK INFRASTRUCTURE PART 0.1%
Value ($000) $194 Shares 11,540 Est. Cost $16.46 Unrealized
CNTY CENTURY CASINOS INC 0.1%
Value ($000) $194 Shares 20,007 Est. Cost $8.00 Unrealized +14.5%
WSBC WESBANCO INC 0.1%
Value ($000) $191 Shares 4,962 Est. Cost $40.26 Unrealized -4.4%
NEENAH INC 0.1%
Value ($000) $185 Shares 2,739 Est. Cost $64.26 Unrealized
HOWARD BANCORP INC 0.1%
Value ($000) $167 Shares 11,015 Est. Cost $18.01 Unrealized
TILE SHOP HLDGS INC 0.0%
Value ($000) $138 Shares 34,481 Est. Cost $5.55 Unrealized
NESCO HOLDINGS INC 0.0%
Value ($000) $111 Shares 10,864 Est. Cost $10.22 Unrealized
CONS TOMOKA LAND CO-FLORIDA 0.0%
Value ($000) $103 Shares 1,723 Est. Cost $59.20 Unrealized
CULP CULP INC 0.0%
Value ($000) $95 Shares 5,019 Est. Cost $17.10 Unrealized 0.0%
NGS NATURAL GAS SERVICES GROUP 0.0%
Value ($000) $89 Shares 5,404 Est. Cost $17.65 Unrealized -8.1%