BW Gestao de Investimentos Ltda. Quant / Systematic

CIK: 0001568280 · Show all filings

Period: Q3 2019 (← Previous) (Next →)

Filing Date: Nov 1, 2019

Total Value ($000): $265,392 (100.0% shares, 0.0% debt)

Holdings (94)

ICVT ISHARES CONVERTIBLE BOND ETF 41.0%
Value ($000) $108,722 Shares 1,870,000 Est. Cost $54.60 Unrealized
SHW SHERWIN-WILLIAMS CO/THE 11.8%
Value ($000) $31,326 Shares 56,970 Est. Cost $135.02 Unrealized +19.1%
EWZ ISHARES MSCI BRAZIL ETF 7.4%
Value ($000) $19,569 Shares 464,500 Est. Cost $42.81 Unrealized
COPX GLOBAL X COPPER MINERS ETF 2.7%
Value ($000) $7,050 Shares 412,041 Est. Cost $25.09 Unrealized
AMZN AMAZON.COM INC 2.2%
Value ($000) $5,902 Shares 3,400 Est. Cost $86.01 Unrealized +7.8%
GOOG ALPHABET INC-CL C 2.0%
Value ($000) $5,364 Shares 4,400 Est. Cost $56.38 Unrealized +4.2%
IHI ISHARES U.S. MEDICAL DEVICES E 2.0%
Value ($000) $5,192 Shares 21,000 Est. Cost $205.22 Unrealized
MSFT MICROSOFT CORP 1.8%
Value ($000) $4,866 Shares 35,000 Est. Cost $102.29 Unrealized +27.0%
MTUM ISHARES EDGE MSCI USA MOMENT 1.8%
Value ($000) $4,770 Shares 40,000 Est. Cost $119.25 Unrealized
NKE NIKE INC -CL B 1.8%
Value ($000) $4,724 Shares 50,300 Est. Cost $72.56 Unrealized +8.6%
KWEB KRANESHARES CSI CHINA INTERN 1.6%
Value ($000) $4,133 Shares 100,000 Est. Cost $41.33 Unrealized
META FACEBOOK INC-CLASS A 1.3%
Value ($000) $3,353 Shares 18,830 Est. Cost $181.44 Unrealized +4.0%
JNJ JOHNSON & JOHNSON 1.0%
Value ($000) $2,588 Shares 20,000 Est. Cost $110.00 Unrealized 0.0%
VALE VALE SA-SP ADR 0.9%
Value ($000) $2,300 Shares 200,000 Est. Cost $11.50 Unrealized
VMWARE INC-CLASS A 0.8%
Value ($000) $2,251 Shares 15,000 Est. Cost $150.07 Unrealized
BA BOEING CO/THE 0.8%
Value ($000) $2,221 Shares 5,838 Est. Cost $357.24 Unrealized -1.4%
SHOP SHOPIFY INC - CLASS A 0.6%
Value ($000) $1,558 Shares 5,000 Est. Cost $34.24 Unrealized 0.0%
AIN ALBANY INTL CORP-CL A 0.6%
Value ($000) $1,479 Shares 16,402 Est. Cost $39.18 Unrealized +95.7%
BABA ALIBABA GROUP HOLDING-SP ADR 0.5%
Value ($000) $1,421 Shares 8,500 Est. Cost $167.18 Unrealized
EXP EAGLE MATERIALS INC 0.5%
Value ($000) $1,333 Shares 14,805 Est. Cost $69.36 Unrealized +19.9%
AIZ ASSURANT INC 0.5%
Value ($000) $1,302 Shares 10,349 Est. Cost $63.96 Unrealized +65.4%
EXTENDED STAY AMERICA INC 0.5%
Value ($000) $1,236 Shares 84,441 Est. Cost $19.70 Unrealized
NXST NEXSTAR MEDIA GROUP INC-CL A 0.4%
Value ($000) $1,187 Shares 11,600 Est. Cost $49.88 Unrealized +66.8%
MGRC MCGRATH RENTCORP 0.4%
Value ($000) $1,141 Shares 16,398 Est. Cost $38.10 Unrealized +72.2%
VRTS VIRTUS INVESTMENT PARTNERS 0.4%
Value ($000) $1,079 Shares 9,756 Est. Cost $72.27 Unrealized +20.1%
BZUN BAOZUN INC-SPN ADR 0.4%
Value ($000) $1,068 Shares 25,000 Est. Cost $42.72 Unrealized
EPRT ESSENTIAL PROPERTIES REALTY 0.4%
Value ($000) $1,064 Shares 46,443 Est. Cost $13.84 Unrealized
GCI LIBERTY INC - CLASS A 0.4%
Value ($000) $1,013 Shares 16,325 Est. Cost $50.19 Unrealized
SATS ECHOSTAR CORP-A 0.4%
Value ($000) $952 Shares 24,016 Est. Cost $40.70 Unrealized -11.2%
BUD ANHEUSER-BUSCH INBEV-SPN ADR 0.4%
Value ($000) $952 Shares 10,000 Est. Cost $95.20 Unrealized
WAFD WASHINGTON FEDERAL INC 0.3%
Value ($000) $922 Shares 24,938 Est. Cost $27.13 Unrealized +6.4%
MWA MUELLER WATER PRODUCTS INC-A 0.3%
Value ($000) $911 Shares 81,088 Est. Cost $9.86 Unrealized -6.8%
PRI PRIMERICA INC 0.3%
Value ($000) $897 Shares 7,049 Est. Cost $60.99 Unrealized +97.9%
ARCO ARCOS DORADOS HOLDINGS INC-A 0.3%
Value ($000) $874 Shares 130,000 Est. Cost $6.46 Unrealized 0.0%
CABOT MICROELECTRONICS CORP 0.3%
Value ($000) $867 Shares 6,142 Est. Cost $111.39 Unrealized
REGIS CORP 0.3%
Value ($000) $861 Shares 42,559 Est. Cost $14.27 Unrealized
PACIFIC PREMIER BANCORP INC 0.3%
Value ($000) $855 Shares 27,402 Est. Cost $34.51 Unrealized
MMS MAXIMUS INC 0.3%
Value ($000) $847 Shares 10,957 Est. Cost $59.89 Unrealized +26.7%
DLX DELUXE CORP 0.3%
Value ($000) $846 Shares 17,204 Est. Cost $30.22 Unrealized +5.9%
KAI KADANT INC 0.3%
Value ($000) $834 Shares 9,500 Est. Cost $49.73 Unrealized +65.7%
XHR XENIA HOTELS & RESORTS INC 0.3%
Value ($000) $830 Shares 39,285 Est. Cost $20.31 Unrealized
MFA FINANCIAL INC 0.3%
Value ($000) $801 Shares 108,827 Est. Cost $7.68 Unrealized
MAGELLAN HEALTH INC 0.3%
Value ($000) $786 Shares 12,658 Est. Cost $78.68 Unrealized
NATIONAL GENERAL HLDGS 0.3%
Value ($000) $769 Shares 33,411 Est. Cost $20.25 Unrealized
PROVIDENCE SERVICE CORP 0.3%
Value ($000) $757 Shares 12,731 Est. Cost $54.78 Unrealized
NPSNY NASPERS LTD-N SHS SPON ADR 0.3%
Value ($000) $749 Shares 25,000 Est. Cost $29.96 Unrealized
HUYA HUYA INC-ADR 0.3%
Value ($000) $709 Shares 30,000 Est. Cost $23.63 Unrealized
ABCB AMERIS BANCORP 0.3%
Value ($000) $707 Shares 17,567 Est. Cost $34.25 Unrealized 0.0%
SSD SIMPSON MANUFACTURING CO INC 0.3%
Value ($000) $691 Shares 9,964 Est. Cost $45.69 Unrealized +34.2%
DENNY'S CORP 0.3%
Value ($000) $686 Shares 30,130 Est. Cost $10.10 Unrealized
OCFC OCEANFIRST FINANCIAL CORP 0.3%
Value ($000) $685 Shares 29,029 Est. Cost $17.66 Unrealized +0.4%
NBHC NATIONAL BANK HOLD-CL A 0.3%
Value ($000) $681 Shares 19,923 Est. Cost $26.79 Unrealized +9.5%
ARCC ARES CAPITAL CORP 0.3%
Value ($000) $680 Shares 36,510 Est. Cost $7.47 Unrealized +34.8%
TRISTATE CAPITAL HLDGS INC 0.2%
Value ($000) $662 Shares 31,466 Est. Cost $22.85 Unrealized
DBI DESIGNER BRANDS INC-CLASS A 0.2%
Value ($000) $655 Shares 38,243 Est. Cost $19.51 Unrealized -25.7%
MUSA MURPHY USA INC 0.2%
Value ($000) $649 Shares 7,614 Est. Cost $64.64 Unrealized +32.2%
UMBF UMB FINANCIAL CORP 0.2%
Value ($000) $636 Shares 9,843 Est. Cost $64.62 Unrealized 0.0%
FSS FEDERAL SIGNAL CORP 0.2%
Value ($000) $629 Shares 19,208 Est. Cost $16.63 Unrealized +69.8%
BBDC BARINGS BDC INC 0.2%
Value ($000) $628 Shares 61,871 Est. Cost $5.27 Unrealized +1.1%
RIVIERA RESOURCES INC 0.2%
Value ($000) $627 Shares 46,925 Est. Cost $13.98 Unrealized
RNST RENASANT CORP 0.2%
Value ($000) $611 Shares 17,459 Est. Cost $35.29 Unrealized -2.8%
GDS GDS HOLDINGS LTD - ADR 0.2%
Value ($000) $601 Shares 15,000 Est. Cost $40.07 Unrealized
MRC GLOBAL INC 0.2%
Value ($000) $597 Shares 49,220 Est. Cost $19.81 Unrealized
DKS DICK'S SPORTING GOODS INC 0.2%
Value ($000) $595 Shares 14,568 Est. Cost $28.19 Unrealized +4.7%
OPLN KAR AUCTION SERVICES INC 0.2%
Value ($000) $589 Shares 24,011 Est. Cost $25.61 Unrealized 0.0%
LORAL SPACE & COMMUNICATIONS 0.2%
Value ($000) $570 Shares 13,766 Est. Cost $40.93 Unrealized
TFIN TRIUMPH BANCORP INC 0.2%
Value ($000) $541 Shares 16,961 Est. Cost $34.19 Unrealized -11.8%
SPB SPECTRUM BRANDS HOLDINGS INC 0.2%
Value ($000) $535 Shares 10,140 Est. Cost $79.88 Unrealized -34.7%
HUDSON LTD-CLASS A 0.2%
Value ($000) $507 Shares 41,311 Est. Cost $19.67 Unrealized
SMART GLOBAL HOLDINGS INC 0.2%
Value ($000) $474 Shares 18,603 Est. Cost $26.98 Unrealized
REX REX AMERICAN RESOURCES CORP 0.2%
Value ($000) $427 Shares 5,599 Est. Cost $13.37 Unrealized -7.5%
CPF CENTRAL PACIFIC FINANCIAL CO 0.2%
Value ($000) $424 Shares 14,912 Est. Cost $21.44 Unrealized +1.3%
CRAI CRA INTERNATIONAL INC 0.1%
Value ($000) $384 Shares 9,143 Est. Cost $44.12 Unrealized -15.9%
WADDELL & REED FINANCIAL-A 0.1%
Value ($000) $375 Shares 21,823 Est. Cost $18.10 Unrealized
CONTINENTAL BUILDING PRODUCT 0.1%
Value ($000) $362 Shares 13,280 Est. Cost $26.58 Unrealized
CORE-MARK HOLDING CO INC 0.1%
Value ($000) $355 Shares 11,047 Est. Cost $38.07 Unrealized
SGU STAR GROUP LP 0.1%
Value ($000) $333 Shares 35,200 Est. Cost $10.07 Unrealized -4.9%
PGC PEAPACK GLADSTONE FINL CORP 0.1%
Value ($000) $332 Shares 11,841 Est. Cost $26.18 Unrealized +2.1%
SOUTH MOUNTAIN MERGER CORP 0.1%
Value ($000) $309 Shares 29,438 Est. Cost $9.99 Unrealized
CTS CTS CORP 0.1%
Value ($000) $298 Shares 9,198 Est. Cost $19.36 Unrealized +49.5%
PROSY PROSUS NV -SPON ADR 0.1%
Value ($000) $291 Shares 20,000 Est. Cost $14.55 Unrealized
LYDALL INC 0.1%
Value ($000) $249 Shares 10,008 Est. Cost $23.53 Unrealized
AVTR AVANTOR INC 0.1%
Value ($000) $221 Shares 15,000 Est. Cost $16.94 Unrealized 0.0%
PRSU VIAD CORP 0.1%
Value ($000) $215 Shares 3,201 Est. Cost $61.26 Unrealized +9.2%
WSBC WESBANCO INC 0.1%
Value ($000) $185 Shares 4,962 Est. Cost $40.26 Unrealized -10.0%
HOWARD BANCORP INC 0.1%
Value ($000) $184 Shares 11,015 Est. Cost $18.01 Unrealized
NEENAH INC 0.1%
Value ($000) $178 Shares 2,739 Est. Cost $64.26 Unrealized
LANDMARK INFRASTRUCTURE PART 0.1%
Value ($000) $164 Shares 9,107 Est. Cost $16.46 Unrealized
CNTY CENTURY CASINOS INC 0.1%
Value ($000) $155 Shares 20,007 Est. Cost $8.00 Unrealized +8.7%
CONS TOMOKA LAND CO-FLORIDA 0.0%
Value ($000) $113 Shares 1,723 Est. Cost $59.20 Unrealized
NGS NATURAL GAS SERVICES GROUP 0.0%
Value ($000) $107 Shares 8,344 Est. Cost $16.21 Unrealized -16.3%
CULP CULP INC 0.0%
Value ($000) $100 Shares 6,122 Est. Cost $16.72 Unrealized -10.4%
ALRS ALERUS FINANCIAL CORP 0.0%
Value ($000) $99 Shares 4,548 Est. Cost $16.34 Unrealized 0.0%
NESCO HOLDINGS INC 0.0%
Value ($000) $65 Shares 10,864 Est. Cost $10.22 Unrealized