Exane Asset Management Quant / Systematic

CIK: 0001666256 · Show all filings

Period: Q1 2016 (← Previous) (Next →)

Filing Date: May 4, 2016

Total Value ($000): $192,080,878 (100.0% shares, 0.0% debt)

Holdings (25)

TMUS * T MOBILE US INC COM 23.0%

Value ($000) $44,140,750 Shares 1,152,500 Est. Cost $37.20 Unrealized -2.0%

— * TIM PARTICIPACOES S A SPONSORED ADR 10.9%

Value ($000) $20,955,448 Shares 1,894,706 Est. Cost $8480.00 Unrealized —

— * SHIRE PLC SPONSORED ADR 6.7%

Value ($000) $12,850,556 Shares 74,756 Est. Cost $171900.00 Unrealized —

— * ALLERGAN PLC SHS 6.4%

Value ($000) $12,308,742 Shares 45,923 Est. Cost $294297.75 Unrealized —

BMRN * BIOMARIN PHARMACEUTICAL INC COM 6.3%

Value ($000) $12,027,234 Shares 145,820 Est. Cost $81.36 Unrealized 0.0%

CNH * CNH INDL N V SHS 5.7%

Value ($000) $10,963,680 Shares 1,612,349 Est. Cost $4.85 Unrealized -2.7%

— * CELGENE CORP COM 5.4%

Value ($000) $10,346,103 Shares 103,368 Est. Cost $114303.20 Unrealized —

C * CITIGROUP INC COM NEW 5.0%

Value ($000) $9,637,904 Shares 230,848 Est. Cost $38.99 Unrealized -19.9%

— * GRACE W R AND CO DEL NEW COM 4.6%

Value ($000) $8,900,561 Shares 125,043 Est. Cost $71180.00 Unrealized —

— * MONSANTO CO NEW COM 4.5%

Value ($000) $8,562,634 Shares 97,591 Est. Cost $87740.00 Unrealized —

WLK * WESTLAKE CHEM CORP COM 3.9%

Value ($000) $7,447,818 Shares 160,860 Est. Cost $39.11 Unrealized 0.0%

GS * GOLDMAN SACHS GROUP INC COM 3.8%

Value ($000) $7,236,307 Shares 46,097 Est. Cost $126.24 Unrealized 0.0%

SHW * SHERWIN WILLIAMS CO COM 3.5%

Value ($000) $6,666,687 Shares 23,419 Est. Cost $78.73 Unrealized +1.4%

— * GCP APPLIED TECHNOLOGIES INC COM ADDED 2.7%

Value ($000) $5,093,852 Shares 255,459 Est. Cost $19940.00 Unrealized —

— * DELPHI AUTOMOTIVE PLC SHS 2.4%

Value ($000) $4,575,020 Shares 60,984 Est. Cost $75020.01 Unrealized —

— * HESS CORP COM 1.3%

Value ($000) $2,528,727 Shares 48,029 Est. Cost $51956.29 Unrealized —

SLB * SCHLUMBERGER LTD COM 1.1%

Value ($000) $2,106,964 Shares 28,569 Est. Cost $53.13 Unrealized 0.0%

CVX * CHEVRON CORP NEW COM 0.9%

Value ($000) $1,676,560 Shares 17,574 Est. Cost $57.95 Unrealized -0.9%

VMC * VULCAN MATLS CO COM 0.9%

Value ($000) $1,636,335 Shares 15,500 Est. Cost $88.90 Unrealized -2.1%

— * JOY GLOBAL INC COM 0.6%

Value ($000) $1,132,935 Shares 70,500 Est. Cost $16070.00 Unrealized —

OXY * OCCIDENTAL PETE CORP DEL COM 0.5%

Value ($000) $893,148 Shares 13,052 Est. Cost $52.26 Unrealized -3.6%

— * TELEFONICA BRASIL SA SPONSORED ADR 0.2%

Value ($000) $343,600 Shares 27,510 Est. Cost $12490.00 Unrealized —

BIIB * BIOGEN INC COM 0.0%

Value ($000) $19,003 Shares 73 Est. Cost $264.15 Unrealized 0.0%

GILD * GILEAD SCIENCES INC COM 0.0%

Value ($000) $15,892 Shares 173 Est. Cost $72.90 Unrealized -12.9%

REGN * REGENERON PHARMACEUTICALS COM 0.0%

Value ($000) $14,418 Shares 40 Est. Cost $409.79 Unrealized 0.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
TMUS	* T MOBILE US INC COM	1,152,500	$44,140,750	23.0%	$37.20	-2.0%	STOCK	872590104
—	* TIM PARTICIPACOES S A SPONSORED ADR	1,894,706	$20,955,448	10.9%	$8480.00	—	STOCK	88706P205
—	* SHIRE PLC SPONSORED ADR	74,756	$12,850,556	6.7%	$171900.00	—	STOCK	82481R106
—	* ALLERGAN PLC SHS	45,923	$12,308,742	6.4%	$294297.75	—	STOCK	G0177J108
BMRN	* BIOMARIN PHARMACEUTICAL INC COM	145,820	$12,027,234	6.3%	$81.36	0.0%	STOCK	09061G101
CNH	* CNH INDL N V SHS	1,612,349	$10,963,680	5.7%	$4.85	-2.7%	STOCK	N20944109
—	* CELGENE CORP COM	103,368	$10,346,103	5.4%	$114303.20	—	STOCK	151020104
C	* CITIGROUP INC COM NEW	230,848	$9,637,904	5.0%	$38.99	-19.9%	STOCK	172967424
—	* GRACE W R AND CO DEL NEW COM	125,043	$8,900,561	4.6%	$71180.00	—	STOCK	38388F108
—	* MONSANTO CO NEW COM	97,591	$8,562,634	4.5%	$87740.00	—	STOCK	61166W101
WLK	* WESTLAKE CHEM CORP COM	160,860	$7,447,818	3.9%	$39.11	0.0%	STOCK	960413102
GS	* GOLDMAN SACHS GROUP INC COM	46,097	$7,236,307	3.8%	$126.24	0.0%	STOCK	38141G104
SHW	* SHERWIN WILLIAMS CO COM	23,419	$6,666,687	3.5%	$78.73	+1.4%	STOCK	824348106
—	* GCP APPLIED TECHNOLOGIES INC COM ADDED	255,459	$5,093,852	2.7%	$19940.00	—	STOCK	36164Y101
—	* DELPHI AUTOMOTIVE PLC SHS	60,984	$4,575,020	2.4%	$75020.01	—	STOCK	G27823106
—	* HESS CORP COM	48,029	$2,528,727	1.3%	$51956.29	—	STOCK	42809H107
SLB	* SCHLUMBERGER LTD COM	28,569	$2,106,964	1.1%	$53.13	0.0%	STOCK	806857108
CVX	* CHEVRON CORP NEW COM	17,574	$1,676,560	0.9%	$57.95	-0.9%	STOCK	166764100
VMC	* VULCAN MATLS CO COM	15,500	$1,636,335	0.9%	$88.90	-2.1%	STOCK	929160109
—	* JOY GLOBAL INC COM	70,500	$1,132,935	0.6%	$16070.00	—	STOCK	481165108
OXY	* OCCIDENTAL PETE CORP DEL COM	13,052	$893,148	0.5%	$52.26	-3.6%	STOCK	674599105
—	* TELEFONICA BRASIL SA SPONSORED ADR	27,510	$343,600	0.2%	$12490.00	—	STOCK	87936R106
BIIB	* BIOGEN INC COM	73	$19,003	0.0%	$264.15	0.0%	STOCK	09062X103
GILD	* GILEAD SCIENCES INC COM	173	$15,892	0.0%	$72.90	-12.9%	STOCK	375558103
REGN	* REGENERON PHARMACEUTICALS COM	40	$14,418	0.0%	$409.79	0.0%	STOCK	75886F107