Exane Asset Management Quant / Systematic

Location: Paris, France

CIK: 0001666256 · Show all filings

Period: Q1 2016 (← Previous) (Next →)

Filing Date: May 4, 2016

Total Value: $192M (100.0% shares, 0.0% debt)

Holdings (25)

TMUS * T MOBILE US INC COM 23.0%

Value $44.14M Shares 1,152,500 Share Price $38.30 * Est. Cost/Share $37.20 Unrealized @ Report Date -0.5%

— * TIM PARTICIPACOES S A SPONSORED ADR 10.9%

Value $20.96M Shares 1,894,706 Share Price $11.06 Est. Cost/Share $8.48 Unrealized @ Report Date —

— * SHIRE PLC SPONSORED ADR 6.7%

Value $12.85M Shares 74,756 Share Price $171.90 Est. Cost/Share $171.90 Unrealized @ Report Date —

— * ALLERGAN PLC SHS 6.4%

Value $12.31M Shares 45,923 Share Price $268.03 Est. Cost/Share $294.30 Unrealized @ Report Date —

BMRN * BIOMARIN PHARMACEUTICAL INC COM 6.3%

Value $12.03M Shares 145,820 Share Price $82.48 Est. Cost/Share $81.36 Unrealized @ Report Date +1.4%

CNH * CNH INDL N V SHS 5.7%

Value $10.96M Shares 1,612,349 Share Price $6.80 * Est. Cost/Share $4.85 Unrealized @ Report Date +1.5%

— * CELGENE CORP COM 5.4%

Value $10.35M Shares 103,368 Share Price $100.09 Est. Cost/Share $114.30 Unrealized @ Report Date —

C * CITIGROUP INC COM NEW 5.0%

Value $9.638M Shares 230,848 Share Price $41.75 * Est. Cost/Share $38.99 Unrealized @ Report Date -19.9%

— * GRACE W R AND CO DEL NEW COM 4.6%

Value $8.901M Shares 125,043 Share Price $71.18 Est. Cost/Share $71.18 Unrealized @ Report Date —

— * MONSANTO CO NEW COM 4.5%

Value $8.563M Shares 97,591 Share Price $87.74 Est. Cost/Share $87.74 Unrealized @ Report Date —

WLK * WESTLAKE CHEM CORP COM 3.9%

Value $7.448M Shares 160,860 Share Price $46.30 * Est. Cost/Share $39.11 Unrealized @ Report Date +2.3%

GS * GOLDMAN SACHS GROUP INC COM 3.8%

Value $7.236M Shares 46,097 Share Price $156.98 * Est. Cost/Share $126.24 Unrealized @ Report Date +1.8%

SHW * SHERWIN WILLIAMS CO COM 3.5%

Value $6.667M Shares 23,419 Share Price $284.67 * Est. Cost/Share $78.73 Unrealized @ Report Date +10.1%

— * GCP APPLIED TECHNOLOGIES INC COM ADDED 2.7%

Value $5.094M Shares 255,459 Share Price $19.94 Est. Cost/Share $19.94 Unrealized @ Report Date —

— * DELPHI AUTOMOTIVE PLC SHS 2.4%

Value $4.575M Shares 60,984 Share Price $75.02 Est. Cost/Share $75.02 Unrealized @ Report Date —

— * HESS CORP COM 1.3%

Value $2.529M Shares 48,029 Share Price $52.65 Est. Cost/Share $51.96 Unrealized @ Report Date —

SLB * SCHLUMBERGER LTD COM 1.1%

Value $2.107M Shares 28,569 Share Price $73.75 * Est. Cost/Share $53.13 Unrealized @ Report Date +5.2%

CVX * CHEVRON CORP NEW COM 0.9%

Value $1.677M Shares 17,574 Share Price $95.40 * Est. Cost/Share $57.95 Unrealized @ Report Date +8.7%

VMC * VULCAN MATLS CO COM 0.9%

Value $1.636M Shares 15,500 Share Price $105.57 * Est. Cost/Share $88.90 Unrealized @ Report Date +9.2%

— * JOY GLOBAL INC COM 0.6%

Value $1.133M Shares 70,500 Share Price $16.07 Est. Cost/Share $16.07 Unrealized @ Report Date —

OXY * OCCIDENTAL PETE CORP DEL COM 0.5%

Value $893K Shares 13,052 Share Price $68.43 * Est. Cost/Share $52.26 Unrealized @ Report Date -0.9%

— * TELEFONICA BRASIL SA SPONSORED ADR 0.2%

Value $344K Shares 27,510 Share Price $12.49 Est. Cost/Share $12.49 Unrealized @ Report Date —

BIIB * BIOGEN INC COM 0.0%

Value $19,003 Shares 73 Share Price $260.32 Est. Cost/Share $264.15 Unrealized @ Report Date -1.5%

GILD * GILEAD SCIENCES INC COM 0.0%

Value $15,892 Shares 173 Share Price $91.86 * Est. Cost/Share $72.90 Unrealized @ Report Date -11.0%

REGN * REGENERON PHARMACEUTICALS COM 0.0%

Value $14,418 Shares 40 Share Price $360.45 Est. Cost/Share $409.79 Unrealized @ Report Date -12.5%

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
TMUS	* T MOBILE US INC COM	1,152,500	$44.14M	23.0%	$38.30 *	$37.20	-0.5%	STOCK	872590104
—	* TIM PARTICIPACOES S A SPONSORED ADR	1,894,706	$20.96M	10.9%	$11.06	$8.48	—	STOCK	88706P205
—	* SHIRE PLC SPONSORED ADR	74,756	$12.85M	6.7%	$171.90	$171.90	—	STOCK	82481R106
—	* ALLERGAN PLC SHS	45,923	$12.31M	6.4%	$268.03	$294.30	—	STOCK	G0177J108
BMRN	* BIOMARIN PHARMACEUTICAL INC COM	145,820	$12.03M	6.3%	$82.48	$81.36	+1.4%	STOCK	09061G101
CNH	* CNH INDL N V SHS	1,612,349	$10.96M	5.7%	$6.80 *	$4.85	+1.5%	STOCK	N20944109
—	* CELGENE CORP COM	103,368	$10.35M	5.4%	$100.09	$114.30	—	STOCK	151020104
C	* CITIGROUP INC COM NEW	230,848	$9.638M	5.0%	$41.75 *	$38.99	-19.9%	STOCK	172967424
—	* GRACE W R AND CO DEL NEW COM	125,043	$8.901M	4.6%	$71.18	$71.18	—	STOCK	38388F108
—	* MONSANTO CO NEW COM	97,591	$8.563M	4.5%	$87.74	$87.74	—	STOCK	61166W101
WLK	* WESTLAKE CHEM CORP COM	160,860	$7.448M	3.9%	$46.30 *	$39.11	+2.3%	STOCK	960413102
GS	* GOLDMAN SACHS GROUP INC COM	46,097	$7.236M	3.8%	$156.98 *	$126.24	+1.8%	STOCK	38141G104
SHW	* SHERWIN WILLIAMS CO COM	23,419	$6.667M	3.5%	$284.67 *	$78.73	+10.1%	STOCK	824348106
—	* GCP APPLIED TECHNOLOGIES INC COM ADDED	255,459	$5.094M	2.7%	$19.94	$19.94	—	STOCK	36164Y101
—	* DELPHI AUTOMOTIVE PLC SHS	60,984	$4.575M	2.4%	$75.02	$75.02	—	STOCK	G27823106
—	* HESS CORP COM	48,029	$2.529M	1.3%	$52.65	$51.96	—	STOCK	42809H107
SLB	* SCHLUMBERGER LTD COM	28,569	$2.107M	1.1%	$73.75 *	$53.13	+5.2%	STOCK	806857108
CVX	* CHEVRON CORP NEW COM	17,574	$1.677M	0.9%	$95.40 *	$57.95	+8.7%	STOCK	166764100
VMC	* VULCAN MATLS CO COM	15,500	$1.636M	0.9%	$105.57 *	$88.90	+9.2%	STOCK	929160109
—	* JOY GLOBAL INC COM	70,500	$1.133M	0.6%	$16.07	$16.07	—	STOCK	481165108
OXY	* OCCIDENTAL PETE CORP DEL COM	13,052	$893K	0.5%	$68.43 *	$52.26	-0.9%	STOCK	674599105
—	* TELEFONICA BRASIL SA SPONSORED ADR	27,510	$344K	0.2%	$12.49	$12.49	—	STOCK	87936R106
BIIB	* BIOGEN INC COM	73	$19,003	0.0%	$260.32	$264.15	-1.5%	STOCK	09062X103
GILD	* GILEAD SCIENCES INC COM	173	$15,892	0.0%	$91.86 *	$72.90	-11.0%	STOCK	375558103
REGN	* REGENERON PHARMACEUTICALS COM	40	$14,418	0.0%	$360.45	$409.79	-12.5%	STOCK	75886F107