Exane Asset Management Quant / Systematic

Location: Paris, France

CIK: 0001666256 · Show all filings

Period: Q3 2016 (← Previous) (Next →)

Filing Date: Oct 26, 2016

Total Value: $318.9B (100.0% shares, 0.0% debt)

Holdings (39)

CNH * CNH INDL N V SHS 7.0%

Value $22.42B Shares 3,132,124 Est. Cost $5.07 Unrealized +4.7%

GILD * GILEAD SCIENCES INC COM 6.4%

Value $20.39B Shares 257,759 Est. Cost $61.48 Unrealized -6.0%

MRK * MERCK CO INC COM 5.9%

Value $18.77B Shares 300,708 Est. Cost $43.73 Unrealized 0.0%

— * CELGENE CORP COM 5.5%

Value $17.56B Shares 167,998 Est. Cost $104530.00 Unrealized —

— * QIAGEN NV REG SHS 5.4%

Value $17.37B Shares 630,990 Est. Cost $22186.18 Unrealized —

— * TIM PARTICIPACOES S A SPONSORED ADR 5.3%

Value $17.06B Shares 1,393,523 Est. Cost $8480.00 Unrealized —

ASH * ASHLAND GLOBAL HLDGS INC COM ADDED 5.1%

Value $16.17B Shares 139,476 Est. Cost $49.37 Unrealized 0.0%

— * ALLERGAN PLC SHS 5.1%

Value $16.12B Shares 69,993 Est. Cost $264914.97 Unrealized —

— * ALEXION PHARMACEUTICALS INC COM 3.9%

Value $12.37B Shares 100,933 Est. Cost $116760.00 Unrealized —

BMRN * BIOMARIN PHARMACEUTICAL INC COM 3.8%

Value $12.08B Shares 130,538 Est. Cost $81.75 Unrealized +15.2%

— * SHIRE PLC SPONSORED ADR 3.4%

Value $10.96B Shares 56,535 Est. Cost $177395.45 Unrealized —

AXTA * AXALTA COATING SYS LTD COM 3.4%

Value $10.92B Shares 386,448 Est. Cost $28.00 Unrealized 0.0%

APD * AIR PRODS CHEMS INC COM 3.4%

Value $10.9B Shares 72,528 Est. Cost $104.91 Unrealized +4.8%

CRTO * CRITEO S A SPONS ADS 3.3%

Value $10.55B Shares 300,549 Est. Cost $39994.68 Unrealized —

C * CITIGROUP INC COM NEW 3.0%

Value $9.724B Shares 205,876 Est. Cost $38.59 Unrealized -11.5%

VVV VALVOLINE INC COM ADDED 2.8%

Value $8.883B Shares 378,155 Est. Cost $23.60 Unrealized 0.0%

LYB * LYONDELLBASELL INDUSTRIES N SHS - A - 2.7%

Value $8.647B Shares 107,207 Est. Cost $45.08 Unrealized 0.0%

— * GCP APPLIED TECHNOLOGIES INC COM 2.6%

Value $8.341B Shares 294,540 Est. Cost $21605.93 Unrealized —

UBS * UBS GROUP AG SHS 2.5%

Value $8.072B Shares 592,656 Est. Cost $15.28 Unrealized -10.9%

— * GRACE W R CO DEL NEW COM 2.5%

Value $7.974B Shares 108,049 Est. Cost $71885.43 Unrealized —

BMY * BRISTOL MYERS SQUIBB CO COM 2.4%

Value $7.577B Shares 140,525 Est. Cost $46.14 Unrealized 0.0%

BAC * BANK AMER CORP COM 2.0%

Value $6.366B Shares 406,784 Est. Cost $11.34 Unrealized +6.4%

TMUS * T MOBILE US INC COM 1.9%

Value $6.161B Shares 131,865 Est. Cost $37.20 Unrealized +19.2%

— * DELPHI AUTOMOTIVE PLC SHS 1.5%

Value $4.934B Shares 69,177 Est. Cost $70954.80 Unrealized —

— * DBV TECHNOLOGIES S A SPONSORED ADR 1.4%

Value $4.589B Shares 126,307 Est. Cost $32620.00 Unrealized —

HAL * HALLIBURTON CO COM 1.0%

Value $3.159B Shares 70,377 Est. Cost $36.37 Unrealized 0.0%

— * HESS CORP COM 0.9%

Value $2.835B Shares 52,873 Est. Cost $52757.79 Unrealized —

BIIB * BIOGEN INC COM 0.8%

Value $2.661B Shares 8,500 Est. Cost $296.18 Unrealized 0.0%

— * ANADARKO PETE CORP COM 0.8%

Value $2.611B Shares 41,211 Est. Cost $53249.99 Unrealized —

CVX * CHEVRON CORP NEW COM 0.7%

Value $2.366B Shares 22,985 Est. Cost $60.10 Unrealized +13.9%

— * TELEFONICA BRASIL SA SPONSORED ADR 0.6%

Value $1.877B Shares 129,700 Est. Cost $14470.00 Unrealized —

OXY * OCCIDENTAL PETE CORP DEL COM 0.5%

Value $1.723B Shares 23,622 Est. Cost $55.46 Unrealized +3.5%

LLY * LILLY ELI CO COM 0.5%

Value $1.637B Shares 20,402 Est. Cost $68.58 Unrealized 0.0%

CHTR * CHARTER COMMUNICATIONS INC N CL A 0.5%

Value $1.591B Shares 5,894 Est. Cost $252.61 Unrealized 0.0%

SU * SUNCOR ENERGY INC NEW COM 0.3%

Value $1.003B Shares 36,160 Est. Cost $19.52 Unrealized 0.0%

— * ADVANTAGE OIL GAS LTD COM 0.3%

Value $856M Shares 122,092 Est. Cost $7008.45 Unrealized —

SLB * SCHLUMBERGER LTD COM 0.2%

Value $616M Shares 7,835 Est. Cost $53.13 Unrealized +14.2%

— * CONTINENTAL RESOURCES INC COM 0.2%

Value $589M Shares 11,328 Est. Cost $45269.99 Unrealized —

— * SUNPOWER CORP COM 0.2%

Value $483M Shares 54,200 Est. Cost $8920.00 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
CNH	* CNH INDL N V SHS	3,132,124	$22.42B	7.0%	$5.07	+4.7%	STOCK	N20944109
GILD	* GILEAD SCIENCES INC COM	257,759	$20.39B	6.4%	$61.48	-6.0%	STOCK	375558103
MRK	* MERCK CO INC COM	300,708	$18.77B	5.9%	$43.73	0.0%	STOCK	58933Y105
—	* CELGENE CORP COM	167,998	$17.56B	5.5%	$104530.00	—	STOCK	151020104
—	* QIAGEN NV REG SHS	630,990	$17.37B	5.4%	$22186.18	—	STOCK	N72482107
—	* TIM PARTICIPACOES S A SPONSORED ADR	1,393,523	$17.06B	5.3%	$8480.00	—	STOCK	88706P205
ASH	* ASHLAND GLOBAL HLDGS INC COM ADDED	139,476	$16.17B	5.1%	$49.37	0.0%	STOCK	044186104
—	* ALLERGAN PLC SHS	69,993	$16.12B	5.1%	$264914.97	—	STOCK	G0177J108
—	* ALEXION PHARMACEUTICALS INC COM	100,933	$12.37B	3.9%	$116760.00	—	STOCK	015351109
BMRN	* BIOMARIN PHARMACEUTICAL INC COM	130,538	$12.08B	3.8%	$81.75	+15.2%	STOCK	09061G101
—	* SHIRE PLC SPONSORED ADR	56,535	$10.96B	3.4%	$177395.45	—	STOCK	82481R106
AXTA	* AXALTA COATING SYS LTD COM	386,448	$10.92B	3.4%	$28.00	0.0%	STOCK	G0750C108
APD	* AIR PRODS CHEMS INC COM	72,528	$10.9B	3.4%	$104.91	+4.8%	STOCK	009158106
CRTO	* CRITEO S A SPONS ADS	300,549	$10.55B	3.3%	$39994.68	—	STOCK	226718104
C	* CITIGROUP INC COM NEW	205,876	$9.724B	3.0%	$38.59	-11.5%	STOCK	172967424
VVV	VALVOLINE INC COM ADDED	378,155	$8.883B	2.8%	$23.60	0.0%	STOCK	92047W101
LYB	* LYONDELLBASELL INDUSTRIES N SHS - A -	107,207	$8.647B	2.7%	$45.08	0.0%	STOCK	N53745100
—	* GCP APPLIED TECHNOLOGIES INC COM	294,540	$8.341B	2.6%	$21605.93	—	STOCK	36164Y101
UBS	* UBS GROUP AG SHS	592,656	$8.072B	2.5%	$15.28	-10.9%	STOCK	H42097107
—	* GRACE W R CO DEL NEW COM	108,049	$7.974B	2.5%	$71885.43	—	STOCK	38388F108
BMY	* BRISTOL MYERS SQUIBB CO COM	140,525	$7.577B	2.4%	$46.14	0.0%	STOCK	110122108
BAC	* BANK AMER CORP COM	406,784	$6.366B	2.0%	$11.34	+6.4%	STOCK	060505104
TMUS	* T MOBILE US INC COM	131,865	$6.161B	1.9%	$37.20	+19.2%	STOCK	872590104
—	* DELPHI AUTOMOTIVE PLC SHS	69,177	$4.934B	1.5%	$70954.80	—	STOCK	G27823106
—	* DBV TECHNOLOGIES S A SPONSORED ADR	126,307	$4.589B	1.4%	$32620.00	—	STOCK	23306J101
HAL	* HALLIBURTON CO COM	70,377	$3.159B	1.0%	$36.37	0.0%	STOCK	406216101
—	* HESS CORP COM	52,873	$2.835B	0.9%	$52757.79	—	STOCK	42809H107
BIIB	* BIOGEN INC COM	8,500	$2.661B	0.8%	$296.18	0.0%	STOCK	09062X103
—	* ANADARKO PETE CORP COM	41,211	$2.611B	0.8%	$53249.99	—	STOCK	032511107
CVX	* CHEVRON CORP NEW COM	22,985	$2.366B	0.7%	$60.10	+13.9%	STOCK	166764100
—	* TELEFONICA BRASIL SA SPONSORED ADR	129,700	$1.877B	0.6%	$14470.00	—	STOCK	87936R106
OXY	* OCCIDENTAL PETE CORP DEL COM	23,622	$1.723B	0.5%	$55.46	+3.5%	STOCK	674599105
LLY	* LILLY ELI CO COM	20,402	$1.637B	0.5%	$68.58	0.0%	STOCK	532457108
CHTR	* CHARTER COMMUNICATIONS INC N CL A	5,894	$1.591B	0.5%	$252.61	0.0%	STOCK	16119P108
SU	* SUNCOR ENERGY INC NEW COM	36,160	$1.003B	0.3%	$19.52	0.0%	STOCK	867224107
—	* ADVANTAGE OIL GAS LTD COM	122,092	$856M	0.3%	$7008.45	—	STOCK	00765F101
SLB	* SCHLUMBERGER LTD COM	7,835	$616M	0.2%	$53.13	+14.2%	STOCK	806857108
—	* CONTINENTAL RESOURCES INC COM	11,328	$589M	0.2%	$45269.99	—	STOCK	212015101
—	* SUNPOWER CORP COM	54,200	$483M	0.2%	$8920.00	—	STOCK	867652406