Exane Asset Management Quant / Systematic

CIK: 0001666256 · Show all filings

Period: Q2 2016 (← Previous) (Next →)

Filing Date: Aug 4, 2016

Total Value ($000): $257,742,299 (100.0% shares, 0.0% debt)

Holdings (32)

— * SHIRE PLC SPONSORED ADR 9.7%

Value ($000) $25,074,273 Shares 136,214 Est. Cost $177395.45 Unrealized —

— * ALLERGAN PLC SHS 7.7%

Value ($000) $19,830,988 Shares 85,815 Est. Cost $264914.97 Unrealized —

— * TIM PARTICIPACOES S A SPONSORED ADR 7.1%

Value ($000) $18,379,176 Shares 1,742,102 Est. Cost $8480.00 Unrealized —

— * ALEXION PHARMACEUTICALS INC COM 6.4%

Value ($000) $16,516,169 Shares 141,454 Est. Cost $116760.00 Unrealized —

GILD * GILEAD SCIENCES INC COM 6.2%

Value ($000) $15,929,466 Shares 190,955 Est. Cost $62.77 Unrealized -0.0%

— * QIAGEN NV REG SHS 5.5%

Value ($000) $14,260,214 Shares 642,752 Est. Cost $22186.18 Unrealized —

CNH * CNH INDL N V SHS 5.1%

Value ($000) $13,086,606 Shares 1,774,568 Est. Cost $4.88 Unrealized +7.1%

BMRN * BIOMARIN PHARMACEUTICAL INC COM 4.9%

Value ($000) $12,698,672 Shares 163,222 Est. Cost $81.75 Unrealized +4.0%

APD * AIR PRODS CHEMS INC COM 4.8%

Value ($000) $12,271,830 Shares 86,397 Est. Cost $104.91 Unrealized 0.0%

PPG * PPG INDS INC COM 4.8%

Value ($000) $12,263,246 Shares 117,746 Est. Cost $91.56 Unrealized 0.0%

C * CITIGROUP INC COM NEW 4.1%

Value ($000) $10,499,198 Shares 247,681 Est. Cost $38.59 Unrealized -14.2%

ECL * ECOLAB INC COM 3.5%

Value ($000) $9,141,688 Shares 77,080 Est. Cost $104.92 Unrealized 0.0%

— * ASHLAND INC NEW COM 3.5%

Value ($000) $8,936,451 Shares 77,864 Est. Cost $114770.00 Unrealized —

BAC * BANK AMER CORP COM 3.4%

Value ($000) $8,716,320 Shares 656,844 Est. Cost $11.34 Unrealized 0.0%

UBS * UBS GROUP AG SHS 3.2%

Value ($000) $8,236,463 Shares 628,317 Est. Cost $15.28 Unrealized 0.0%

TMUS * T MOBILE US INC COM 2.6%

Value ($000) $6,750,120 Shares 156,000 Est. Cost $37.20 Unrealized +6.5%

CRTO * CRITEO S A SPONS ADS 2.4%

Value ($000) $6,236,303 Shares 135,808 Est. Cost $45920.00 Unrealized —

— * GCP APPLIED TECHNOLOGIES INC COM ADDED 2.4%

Value ($000) $6,145,075 Shares 235,986 Est. Cost $19940.00 Unrealized —

— * GRACE W R CO DEL NEW COM 2.2%

Value ($000) $5,780,442 Shares 78,957 Est. Cost $71180.00 Unrealized —

— * DELPHI AUTOMOTIVE PLC SHS 2.2%

Value ($000) $5,675,128 Shares 90,657 Est. Cost $70954.80 Unrealized —

— * DBV TECHNOLOGIES S A SPONSORED ADR 1.7%

Value ($000) $4,406,636 Shares 135,090 Est. Cost $32620.00 Unrealized —

VMC * VULCAN MATLS CO COM 1.2%

Value ($000) $3,129,360 Shares 26,000 Est. Cost $95.09 Unrealized +9.6%

GS * GOLDMAN SACHS GROUP INC COM 1.0%

Value ($000) $2,642,198 Shares 17,783 Est. Cost $126.24 Unrealized +1.3%

CVX * CHEVRON CORP NEW COM 0.9%

Value ($000) $2,299,236 Shares 21,933 Est. Cost $59.70 Unrealized +11.8%

— * ANADARKO PETE CORP COM 0.9%

Value ($000) $2,261,900 Shares 42,477 Est. Cost $53249.99 Unrealized —

GRFS * GRIFOLS S A SP ADR REP B NVT 0.8%

Value ($000) $1,938,721 Shares 116,300 Est. Cost $16670.00 Unrealized —

— * HESS CORP COM 0.6%

Value ($000) $1,646,800 Shares 27,401 Est. Cost $51956.29 Unrealized —

SLB * SCHLUMBERGER LTD COM 0.3%

Value ($000) $782,892 Shares 9,900 Est. Cost $53.13 Unrealized +9.6%

OXY * OCCIDENTAL PETE CORP DEL COM 0.3%

Value ($000) $671,577 Shares 8,888 Est. Cost $52.26 Unrealized +8.5%

— * WEATHERFORD INTL PLC ORD SHS 0.2%

Value ($000) $569,153 Shares 102,550 Est. Cost $5550.01 Unrealized —

— * CONTINENTAL RESOURCES INC COM 0.2%

Value ($000) $535,544 Shares 11,830 Est. Cost $45269.99 Unrealized —

— * FMC TECHNOLOGIES INC COM 0.2%

Value ($000) $430,454 Shares 16,140 Est. Cost $26670.01 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	* SHIRE PLC SPONSORED ADR	136,214	$25,074,273	9.7%	$177395.45	—	STOCK	82481R106
—	* ALLERGAN PLC SHS	85,815	$19,830,988	7.7%	$264914.97	—	STOCK	G0177J108
—	* TIM PARTICIPACOES S A SPONSORED ADR	1,742,102	$18,379,176	7.1%	$8480.00	—	STOCK	88706P205
—	* ALEXION PHARMACEUTICALS INC COM	141,454	$16,516,169	6.4%	$116760.00	—	STOCK	015351109
GILD	* GILEAD SCIENCES INC COM	190,955	$15,929,466	6.2%	$62.77	-0.0%	STOCK	375558103
—	* QIAGEN NV REG SHS	642,752	$14,260,214	5.5%	$22186.18	—	STOCK	N72482107
CNH	* CNH INDL N V SHS	1,774,568	$13,086,606	5.1%	$4.88	+7.1%	STOCK	N20944109
BMRN	* BIOMARIN PHARMACEUTICAL INC COM	163,222	$12,698,672	4.9%	$81.75	+4.0%	STOCK	09061G101
APD	* AIR PRODS CHEMS INC COM	86,397	$12,271,830	4.8%	$104.91	0.0%	STOCK	009158106
PPG	* PPG INDS INC COM	117,746	$12,263,246	4.8%	$91.56	0.0%	STOCK	693506107
C	* CITIGROUP INC COM NEW	247,681	$10,499,198	4.1%	$38.59	-14.2%	STOCK	172967424
ECL	* ECOLAB INC COM	77,080	$9,141,688	3.5%	$104.92	0.0%	STOCK	278865100
—	* ASHLAND INC NEW COM	77,864	$8,936,451	3.5%	$114770.00	—	STOCK	044209104
BAC	* BANK AMER CORP COM	656,844	$8,716,320	3.4%	$11.34	0.0%	STOCK	060505104
UBS	* UBS GROUP AG SHS	628,317	$8,236,463	3.2%	$15.28	0.0%	STOCK	H42097107
TMUS	* T MOBILE US INC COM	156,000	$6,750,120	2.6%	$37.20	+6.5%	STOCK	872590104
CRTO	* CRITEO S A SPONS ADS	135,808	$6,236,303	2.4%	$45920.00	—	STOCK	226718104
—	* GCP APPLIED TECHNOLOGIES INC COM ADDED	235,986	$6,145,075	2.4%	$19940.00	—	STOCK	36164Y101
—	* GRACE W R CO DEL NEW COM	78,957	$5,780,442	2.2%	$71180.00	—	STOCK	38388F108
—	* DELPHI AUTOMOTIVE PLC SHS	90,657	$5,675,128	2.2%	$70954.80	—	STOCK	G27823106
—	* DBV TECHNOLOGIES S A SPONSORED ADR	135,090	$4,406,636	1.7%	$32620.00	—	STOCK	23306J101
VMC	* VULCAN MATLS CO COM	26,000	$3,129,360	1.2%	$95.09	+9.6%	STOCK	929160109
GS	* GOLDMAN SACHS GROUP INC COM	17,783	$2,642,198	1.0%	$126.24	+1.3%	STOCK	38141G104
CVX	* CHEVRON CORP NEW COM	21,933	$2,299,236	0.9%	$59.70	+11.8%	STOCK	166764100
—	* ANADARKO PETE CORP COM	42,477	$2,261,900	0.9%	$53249.99	—	STOCK	032511107
GRFS	* GRIFOLS S A SP ADR REP B NVT	116,300	$1,938,721	0.8%	$16670.00	—	STOCK	398438408
—	* HESS CORP COM	27,401	$1,646,800	0.6%	$51956.29	—	STOCK	42809H107
SLB	* SCHLUMBERGER LTD COM	9,900	$782,892	0.3%	$53.13	+9.6%	STOCK	806857108
OXY	* OCCIDENTAL PETE CORP DEL COM	8,888	$671,577	0.3%	$52.26	+8.5%	STOCK	674599105
—	* WEATHERFORD INTL PLC ORD SHS	102,550	$569,153	0.2%	$5550.01	—	STOCK	G48833100
—	* CONTINENTAL RESOURCES INC COM	11,830	$535,544	0.2%	$45269.99	—	STOCK	212015101
—	* FMC TECHNOLOGIES INC COM	16,140	$430,454	0.2%	$26670.01	—	STOCK	30249U101