Exane Asset Management Quant / Systematic

Location: Paris, France

CIK: 0001666256 · Show all filings

Period: Q2 2016 (← Previous) (Next →)

Filing Date: Aug 4, 2016

Total Value: $258M (100.0% shares, 0.0% debt)

Holdings (32)

— * SHIRE PLC SPONSORED ADR 9.7%

Value $25.07M Shares 136,214 Share Price $184.08 Est. Cost/Share $177.40 Unrealized @ Report Date —

— * ALLERGAN PLC SHS 7.7%

Value $19.83M Shares 85,815 Share Price $231.09 Est. Cost/Share $264.91 Unrealized @ Report Date —

— * TIM PARTICIPACOES S A SPONSORED ADR 7.1%

Value $18.38M Shares 1,742,102 Share Price $10.55 Est. Cost/Share $8.48 Unrealized @ Report Date —

— * ALEXION PHARMACEUTICALS INC COM 6.4%

Value $16.52M Shares 141,454 Share Price $116.76 Est. Cost/Share $116.76 Unrealized @ Report Date —

GILD * GILEAD SCIENCES INC COM 6.2%

Value $15.93M Shares 190,955 Share Price $83.42 * Est. Cost/Share $62.77 Unrealized @ Report Date -5.6%

— * QIAGEN NV REG SHS 5.5%

Value $14.26M Shares 642,752 Share Price $22.19 Est. Cost/Share $22.19 Unrealized @ Report Date —

CNH * CNH INDL N V SHS 5.1%

Value $13.09M Shares 1,774,568 Share Price $7.37 * Est. Cost/Share $4.88 Unrealized @ Report Date +8.7%

BMRN * BIOMARIN PHARMACEUTICAL INC COM 4.9%

Value $12.7M Shares 163,222 Share Price $77.80 Est. Cost/Share $81.75 Unrealized @ Report Date -4.8%

APD * AIR PRODS CHEMS INC COM 4.8%

Value $12.27M Shares 86,397 Share Price $142.04 * Est. Cost/Share $104.91 Unrealized @ Report Date -0.7%

PPG * PPG INDS INC COM 4.8%

Value $12.26M Shares 117,746 Share Price $104.15 * Est. Cost/Share $91.56 Unrealized @ Report Date -4.5%

C * CITIGROUP INC COM NEW 4.1%

Value $10.5M Shares 247,681 Share Price $42.39 * Est. Cost/Share $38.59 Unrealized @ Report Date -17.8%

ECL * ECOLAB INC COM 3.5%

Value $9.142M Shares 77,080 Share Price $118.60 * Est. Cost/Share $104.92 Unrealized @ Report Date +2.0%

— * ASHLAND INC NEW COM 3.5%

Value $8.936M Shares 77,864 Share Price $114.77 Est. Cost/Share $114.77 Unrealized @ Report Date —

BAC * BANK AMER CORP COM 3.4%

Value $8.716M Shares 656,844 Share Price $13.27 * Est. Cost/Share $11.34 Unrealized @ Report Date -5.3%

UBS * UBS GROUP AG SHS 3.2%

Value $8.236M Shares 628,317 Share Price $13.11 Est. Cost/Share $15.28 Unrealized @ Report Date -15.2%

TMUS * T MOBILE US INC COM 2.6%

Value $6.75M Shares 156,000 Share Price $43.27 * Est. Cost/Share $37.20 Unrealized @ Report Date +12.4%

CRTO * CRITEO S A SPONS ADS 2.4%

Value $6.236M Shares 135,808 Share Price $45.92 Est. Cost/Share $45.92 Unrealized @ Report Date —

— * GCP APPLIED TECHNOLOGIES INC COM ADDED 2.4%

Value $6.145M Shares 235,986 Share Price $26.04 Est. Cost/Share $19.94 Unrealized @ Report Date —

— * GRACE W R CO DEL NEW COM 2.2%

Value $5.78M Shares 78,957 Share Price $73.21 Est. Cost/Share $71.18 Unrealized @ Report Date —

— * DELPHI AUTOMOTIVE PLC SHS 2.2%

Value $5.675M Shares 90,657 Share Price $62.60 Est. Cost/Share $70.95 Unrealized @ Report Date —

— * DBV TECHNOLOGIES S A SPONSORED ADR 1.7%

Value $4.407M Shares 135,090 Share Price $32.62 Est. Cost/Share $32.62 Unrealized @ Report Date —

VMC * VULCAN MATLS CO COM 1.2%

Value $3.129M Shares 26,000 Share Price $120.36 * Est. Cost/Share $95.09 Unrealized @ Report Date +16.6%

GS * GOLDMAN SACHS GROUP INC COM 1.0%

Value $2.642M Shares 17,783 Share Price $148.58 * Est. Cost/Share $126.24 Unrealized @ Report Date -3.3%

CVX * CHEVRON CORP NEW COM 0.9%

Value $2.299M Shares 21,933 Share Price $104.83 * Est. Cost/Share $59.70 Unrealized @ Report Date +17.1%

— * ANADARKO PETE CORP COM 0.9%

Value $2.262M Shares 42,477 Share Price $53.25 Est. Cost/Share $53.25 Unrealized @ Report Date —

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

Value $1.939M Shares 116,300 Share Price $16.67 Est. Cost/Share $15.73 Unrealized @ Report Date +6.0%

— * HESS CORP COM 0.6%

Value $1.647M Shares 27,401 Share Price $60.10 Est. Cost/Share $51.96 Unrealized @ Report Date —

SLB * SCHLUMBERGER LTD COM 0.3%

Value $783K Shares 9,900 Share Price $79.08 * Est. Cost/Share $53.13 Unrealized @ Report Date +13.5%

OXY * OCCIDENTAL PETE CORP DEL COM 0.3%

Value $672K Shares 8,888 Share Price $75.56 * Est. Cost/Share $52.26 Unrealized @ Report Date +10.5%

— * WEATHERFORD INTL PLC ORD SHS 0.2%

Value $569K Shares 102,550 Share Price $5.55 Est. Cost/Share $5.55 Unrealized @ Report Date —

— * CONTINENTAL RESOURCES INC COM 0.2%

Value $536K Shares 11,830 Share Price $45.27 Est. Cost/Share $45.27 Unrealized @ Report Date —

— * FMC TECHNOLOGIES INC COM 0.2%

Value $430K Shares 16,140 Share Price $26.67 Est. Cost/Share $26.67 Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
—	* SHIRE PLC SPONSORED ADR	136,214	$25.07M	9.7%	$184.08	$177.40	—	STOCK	82481R106
—	* ALLERGAN PLC SHS	85,815	$19.83M	7.7%	$231.09	$264.91	—	STOCK	G0177J108
—	* TIM PARTICIPACOES S A SPONSORED ADR	1,742,102	$18.38M	7.1%	$10.55	$8.48	—	STOCK	88706P205
—	* ALEXION PHARMACEUTICALS INC COM	141,454	$16.52M	6.4%	$116.76	$116.76	—	STOCK	015351109
GILD	* GILEAD SCIENCES INC COM	190,955	$15.93M	6.2%	$83.42 *	$62.77	-5.6%	STOCK	375558103
—	* QIAGEN NV REG SHS	642,752	$14.26M	5.5%	$22.19	$22.19	—	STOCK	N72482107
CNH	* CNH INDL N V SHS	1,774,568	$13.09M	5.1%	$7.37 *	$4.88	+8.7%	STOCK	N20944109
BMRN	* BIOMARIN PHARMACEUTICAL INC COM	163,222	$12.7M	4.9%	$77.80	$81.75	-4.8%	STOCK	09061G101
APD	* AIR PRODS CHEMS INC COM	86,397	$12.27M	4.8%	$142.04 *	$104.91	-0.7%	STOCK	009158106
PPG	* PPG INDS INC COM	117,746	$12.26M	4.8%	$104.15 *	$91.56	-4.5%	STOCK	693506107
C	* CITIGROUP INC COM NEW	247,681	$10.5M	4.1%	$42.39 *	$38.59	-17.8%	STOCK	172967424
ECL	* ECOLAB INC COM	77,080	$9.142M	3.5%	$118.60 *	$104.92	+2.0%	STOCK	278865100
—	* ASHLAND INC NEW COM	77,864	$8.936M	3.5%	$114.77	$114.77	—	STOCK	044209104
BAC	* BANK AMER CORP COM	656,844	$8.716M	3.4%	$13.27 *	$11.34	-5.3%	STOCK	060505104
UBS	* UBS GROUP AG SHS	628,317	$8.236M	3.2%	$13.11	$15.28	-15.2%	STOCK	H42097107
TMUS	* T MOBILE US INC COM	156,000	$6.75M	2.6%	$43.27 *	$37.20	+12.4%	STOCK	872590104
CRTO	* CRITEO S A SPONS ADS	135,808	$6.236M	2.4%	$45.92	$45.92	—	STOCK	226718104
—	* GCP APPLIED TECHNOLOGIES INC COM ADDED	235,986	$6.145M	2.4%	$26.04	$19.94	—	STOCK	36164Y101
—	* GRACE W R CO DEL NEW COM	78,957	$5.78M	2.2%	$73.21	$71.18	—	STOCK	38388F108
—	* DELPHI AUTOMOTIVE PLC SHS	90,657	$5.675M	2.2%	$62.60	$70.95	—	STOCK	G27823106
—	* DBV TECHNOLOGIES S A SPONSORED ADR	135,090	$4.407M	1.7%	$32.62	$32.62	—	STOCK	23306J101
VMC	* VULCAN MATLS CO COM	26,000	$3.129M	1.2%	$120.36 *	$95.09	+16.6%	STOCK	929160109
GS	* GOLDMAN SACHS GROUP INC COM	17,783	$2.642M	1.0%	$148.58 *	$126.24	-3.3%	STOCK	38141G104
CVX	* CHEVRON CORP NEW COM	21,933	$2.299M	0.9%	$104.83 *	$59.70	+17.1%	STOCK	166764100
—	* ANADARKO PETE CORP COM	42,477	$2.262M	0.9%	$53.25	$53.25	—	STOCK	032511107
GRFS	* GRIFOLS S A SP ADR REP B NVT	116,300	$1.939M	0.8%	$16.67	$15.73	+6.0%	STOCK	398438408
—	* HESS CORP COM	27,401	$1.647M	0.6%	$60.10	$51.96	—	STOCK	42809H107
SLB	* SCHLUMBERGER LTD COM	9,900	$783K	0.3%	$79.08 *	$53.13	+13.5%	STOCK	806857108
OXY	* OCCIDENTAL PETE CORP DEL COM	8,888	$672K	0.3%	$75.56 *	$52.26	+10.5%	STOCK	674599105
—	* WEATHERFORD INTL PLC ORD SHS	102,550	$569K	0.2%	$5.55	$5.55	—	STOCK	G48833100
—	* CONTINENTAL RESOURCES INC COM	11,830	$536K	0.2%	$45.27	$45.27	—	STOCK	212015101
—	* FMC TECHNOLOGIES INC COM	16,140	$430K	0.2%	$26.67	$26.67	—	STOCK	30249U101