BW Gestao de Investimentos Ltda. Quant / Systematic

CIK: 0001568280 · Show all filings

Period: Q3 2023 (← Previous) (Next →)

Filing Date: Oct 24, 2023

Total Value ($000): $852,997 (100.0% shares, 0.0% debt)

Holdings (89)

XLU UTILITIES SELECT SECTOR SPDR 9.8%
Value ($000) $83,377 Shares 1,414,840 Est. Cost $58.93 Unrealized
HYG ISHARES IBOXX HIGH YLD CORP 8.8%
Value ($000) $75,194 Shares 1,020,000 Est. Cost $73.72 Unrealized
XLP CONSUMER STAPLES SPDR 4.8%
Value ($000) $41,330 Shares 600,640 Est. Cost $68.81 Unrealized
TMUS T-MOBILE US INC 4.8%
Value ($000) $40,987 Shares 292,663 Est. Cost $130.18 Unrealized +2.8%
ORCL ORACLE CORP 4.2%
Value ($000) $36,175 Shares 341,531 Est. Cost $80.55 Unrealized +40.0%
THC TENET HEALTHCARE CORP 3.6%
Value ($000) $30,894 Shares 468,871 Est. Cost $71.12 Unrealized +5.1%
IWR ISHARES RUSSELL MID-CAP ETF 3.3%
Value ($000) $28,174 Shares 406,850 Est. Cost $29.19 Unrealized
NTNX NUTANIX INC - A 3.0%
Value ($000) $25,316 Shares 725,795 Est. Cost $26.78 Unrealized +17.2%
SCHD SCHWAB US DVD EQUITY ETF 2.6%
Value ($000) $22,198 Shares 313,705 Est. Cost $72.05 Unrealized
KVUE KENVUE INC 2.6%
Value ($000) $22,088 Shares 1,100,000 Est. Cost $21.04 Unrealized 0.0%
KWEB KRANESHARES CSI CHINA INTERN 2.5%
Value ($000) $21,349 Shares 780,000 Est. Cost $27.37 Unrealized
CCI CROWN CASTLE INC 2.5%
Value ($000) $21,064 Shares 228,878 Est. Cost $109.38 Unrealized -17.4%
EEM ISHARES MSCI EMERGING MARKETS 2.4%
Value ($000) $20,875 Shares 550,075 Est. Cost $1.85 Unrealized
IGV ISHARES EXPANDED TECH-SOFTWARE 2.4%
Value ($000) $20,609 Shares 60,390 Est. Cost $268.92 Unrealized
BJ BJ'S WHOLESALE CLUB HOLDINGS 2.3%
Value ($000) $19,794 Shares 277,339 Est. Cost $69.31 Unrealized -2.9%
IWO ISHARES RUSSELL 2000 GROWTH ET 2.1%
Value ($000) $18,053 Shares 80,540 Est. Cost $242.66 Unrealized
BX BLACKSTONE INC 2.1%
Value ($000) $17,677 Shares 164,990 Est. Cost $100.91 Unrealized -3.5%
CROX CROCS INC 2.1%
Value ($000) $17,646 Shares 200,000 Est. Cost $102.77 Unrealized 0.0%
PM PHILIP MORRIS INTERNATIONAL 1.9%
Value ($000) $16,202 Shares 175,000 Est. Cost $84.92 Unrealized +1.5%
LOW LOWE'S COS INC 1.9%
Value ($000) $16,141 Shares 77,660 Est. Cost $190.22 Unrealized +13.0%
SHW SHERWIN-WILLIAMS CO/THE 1.8%
Value ($000) $15,230 Shares 59,712 Est. Cost $258.36 Unrealized +1.5%
SUZ SUZANO SA - SPON ADR 1.6%
Value ($000) $13,663 Shares 1,271,000 Est. Cost $8.57 Unrealized
WCN WASTE CONNECTIONS INC 1.6%
Value ($000) $13,437 Shares 100,052 Est. Cost $116.49 Unrealized +18.3%
RBA RB GLOBAL INC 1.4%
Value ($000) $12,360 Shares 197,759 Est. Cost $57.71 Unrealized +6.8%
SKECHERS USA INC-CL A 1.3%
Value ($000) $11,259 Shares 230,000 Est. Cost $50.93 Unrealized
AMT AMERICAN TOWER CORP 1.3%
Value ($000) $10,689 Shares 65,000 Est. Cost $167.65 Unrealized 0.0%
IEF ISHARES 7-10 YEAR TREASURY BON 1.1%
Value ($000) $9,320 Shares 101,755 Est. Cost $94.97 Unrealized
VTV VANGUARD VALUE ETF 1.1%
Value ($000) $9,159 Shares 66,400 Est. Cost $137.93 Unrealized
AMBP ARDAGH METAL PACKAGING SA 1.0%
Value ($000) $8,713 Shares 2,783,639 Est. Cost $2.75 Unrealized -0.3%
XRT SPDR S&P RETAIL ETF 0.9%
Value ($000) $7,925 Shares 130,210 Est. Cost $62.82 Unrealized
BLMN BLOOMIN' BRANDS INC 0.9%
Value ($000) $7,812 Shares 317,679 Est. Cost $23.55 Unrealized 0.0%
MSFT MICROSOFT CORP 0.9%
Value ($000) $7,778 Shares 24,633 Est. Cost $257.97 Unrealized +25.8%
XLY CONSUMER DISCRETIONARY SELT 0.8%
Value ($000) $6,862 Shares 42,625 Est. Cost $130.29 Unrealized
GDX VANECK GOLD MINERS ETF 0.7%
Value ($000) $6,107 Shares 226,935 Est. Cost $26.91 Unrealized
NKE NIKE INC -CL B 0.6%
Value ($000) $5,510 Shares 57,627 Est. Cost $113.71 Unrealized -13.6%
ECL ECOLAB INC 0.6%
Value ($000) $5,310 Shares 31,345 Est. Cost $179.75 Unrealized -1.4%
TSLA TESLA INC 0.6%
Value ($000) $5,004 Shares 20,000 Est. Cost $245.51 Unrealized +4.6%
STNE STONECO LTD-A 0.6%
Value ($000) $4,755 Shares 445,600 Est. Cost $12.74 Unrealized
LIN LINDE PLC 0.5%
Value ($000) $4,654 Shares 12,500 Est. Cost $358.71 Unrealized +2.9%
SPY 350 STRIKE AMER PUT 01/19/2024 0.5%
Value ($000) $4,447 Shares 6,800 Est. Cost Unrealized
VTI VANGUARD TOTAL STOCK MKT ETF 0.5%
Value ($000) $4,367 Shares 20,560 Est. Cost $217.74 Unrealized
CP CANADIAN PACIFIC KANSAS CITY 0.5%
Value ($000) $4,093 Shares 55,000 Est. Cost $77.95 Unrealized +0.1%
WY WEYERHAEUSER CO 0.4%
Value ($000) $3,679 Shares 120,000 Est. Cost $30.62 Unrealized 0.0%
GOOGL ALPHABET INC-CL A 0.4%
Value ($000) $3,421 Shares 26,140 Est. Cost $110.33 Unrealized +16.4%
KRE 35 STRIKE AMER PUT 06/21/2024 0.4%
Value ($000) $3,295 Shares 13,000 Est. Cost Unrealized
AMZN AMAZON.COM INC 0.4%
Value ($000) $3,268 Shares 25,709 Est. Cost $125.32 Unrealized +6.9%
FIVN FIVE9 INC 0.4%
Value ($000) $3,215 Shares 50,000 Est. Cost $74.83 Unrealized 0.0%
PAGS PAGSEGURO DIGITAL LTD-CL A 0.4%
Value ($000) $3,168 Shares 368,000 Est. Cost $10.14 Unrealized -7.2%
ARCO ARCOS DORADOS HOLDINGS INC-A 0.4%
Value ($000) $2,988 Shares 315,810 Est. Cost $5.11 Unrealized +88.8%
ALLY 24 STRIKE AMER PUT 01/19/2024 0.3%
Value ($000) $2,975 Shares 18,000 Est. Cost Unrealized
ITB 76 STRIKE AMER PUT 11/17/2023 0.3%
Value ($000) $2,880 Shares 6,079 Est. Cost Unrealized
AEM AGNICO EAGLE MINES LTD 0.3%
Value ($000) $2,727 Shares 60,000 Est. Cost $46.66 Unrealized 0.0%
FNV FRANCO-NEVADA CORP 0.3%
Value ($000) $2,670 Shares 20,000 Est. Cost $146.40 Unrealized -5.6%
CNQ CANADIAN NATURAL RESOURCES 0.3%
Value ($000) $2,635 Shares 30,000 Est. Cost $25.69 Unrealized +8.4%
XRT 60 STRIKE AMER PUT 12/15/2023 0.3%
Value ($000) $2,632 Shares 9,000 Est. Cost Unrealized
CINT CI&T INC/UNITED STATES-A 0.3%
Value ($000) $2,568 Shares 395,000 Est. Cost $5.87 Unrealized 0.0%
EOG EOG RESOURCES INC 0.3%
Value ($000) $2,535 Shares 20,000 Est. Cost $117.17 Unrealized 0.0%
BX 110 STRIKE AMER PUT 12/15/2023 0.3%
Value ($000) $2,329 Shares 6,000 Est. Cost Unrealized
IWM 130 STRIKE AMER PUT 01/19/2024 0.3%
Value ($000) $2,283 Shares 13,500 Est. Cost Unrealized
ARKK 40 STRIKE AMER PUT 01/19/2024 0.3%
Value ($000) $2,275 Shares 7,000 Est. Cost Unrealized
COF 75 STRIKE AMER PUT 01/19/2024 0.3%
Value ($000) $2,168 Shares 4,500 Est. Cost Unrealized
ETN EATON CORP PLC 0.3%
Value ($000) $2,133 Shares 10,000 Est. Cost $170.34 Unrealized +23.1%
IWM 178 STRIKE AMER CALL 10/20/2023 0.2%
Value ($000) $2,107 Shares 9,452 Est. Cost Unrealized
VTEX VTEX -CLASS A 0.2%
Value ($000) $1,904 Shares 380,000 Est. Cost $3.74 Unrealized +42.8%
TMUS 140 STRIKE AMER CALL 01/19/2024 0.2%
Value ($000) $1,855 Shares 3,000 Est. Cost Unrealized
QQQ 250 STRIKE AMER PUT 01/19/2024 0.2%
Value ($000) $1,825 Shares 3,000 Est. Cost Unrealized
AAPL APPLE INC 0.2%
Value ($000) $1,814 Shares 10,596 Est. Cost $145.35 Unrealized +24.7%
KMX 50 STRIKE AMER PUT 01/19/2024 0.2%
Value ($000) $1,745 Shares 4,750 Est. Cost Unrealized
IE IVANHOE ELECTRIC INC / US 0.2%
Value ($000) $1,488 Shares 125,000 Est. Cost $15.01 Unrealized 0.0%
NVDA 400 STRIKE AMER PUT 06/21/2024 0.2%
Value ($000) $1,479 Shares 350 Est. Cost Unrealized
TSLA 160 STRIKE AMER PUT 01/19/2024 0.1%
Value ($000) $1,205 Shares 2,000 Est. Cost Unrealized
COIN 45 STRIKE AMER PUT 01/19/2024 0.1%
Value ($000) $902 Shares 1,100 Est. Cost Unrealized
QQQ 365 STRIKE AMER CALL 10/20/2023 0.1%
Value ($000) $863 Shares 2,000 Est. Cost Unrealized
XLU 57 STRIKE AMER PUT 11/17/2023 0.1%
Value ($000) $845 Shares 10,000 Est. Cost Unrealized
BJ 70 STRIKE AMER CALL 11/17/2023 0.1%
Value ($000) $760 Shares 2,000 Est. Cost Unrealized
ABNB 135 STRIKE AMER PUT 11/17/2023 0.1%
Value ($000) $710 Shares 1,000 Est. Cost Unrealized
BABA 95 STRIKE AMER CALL 12/15/2023 0.1%
Value ($000) $660 Shares 2,000 Est. Cost Unrealized
ASHR 27 STRIKE AMER CALL 11/17/2023 0.1%
Value ($000) $575 Shares 12,500 Est. Cost Unrealized
XLV 130 STRIKE AMER PUT 01/19/2024 0.1%
Value ($000) $555 Shares 1,500 Est. Cost Unrealized
MU 60 STRIKE AMER PUT 01/19/2024 0.0%
Value ($000) $412 Shares 2,000 Est. Cost Unrealized
TOL TOLL BROTHERS INC 0.0%
Value ($000) $370 Shares 5,000 Est. Cost $54.49 Unrealized +44.9%
MANU MANCHESTER UNITED PLC-CL A 0.0%
Value ($000) $286 Shares 14,452 Est. Cost $21.76 Unrealized 0.0%
F 11.35 STRIKE AMER PUT 01/19/2024 0.0%
Value ($000) $279 Shares 6,000 Est. Cost Unrealized
SAN 2.5 STRIKE AMER PUT 01/19/2024 0.0%
Value ($000) $268 Shares 53,590 Est. Cost Unrealized
SMH 135 STRIKE AMER PUT 11/17/2023 0.0%
Value ($000) $225 Shares 1,000 Est. Cost Unrealized
SPY 428 STRIKE AMER CALL 10/06/2023 0.0%
Value ($000) $191 Shares 500 Est. Cost Unrealized
MANU 28 STRIKE AMER CALL 01/19/2024 0.0%
Value ($000) $90 Shares 1,000 Est. Cost Unrealized
KVUE 22.5 STRIKE AMER CALL 11/17/2023 0.0%
Value ($000) $75 Shares 6,000 Est. Cost Unrealized
TIP 119 STRIKE AMER CALL 01/19/2024 0.0%
Value ($000) $75 Shares 6,000 Est. Cost Unrealized