Exane Asset Management Quant / Systematic

CIK: 0001666256 · Show all filings

Period: Q4 2016 (← Previous) (Next →)

Filing Date: Jan 31, 2017

Total Value ($000): $303,701,412 (100.0% shares, 0.0% debt)

Holdings (35)

CNH CNH INDL N V SHS 9.0%

Value ($000) $27,212,225 Shares 3,355,022 Est. Cost $5.13 Unrealized +16.6%

— TIM PARTICIPACOES S A SPONSORED ADR 6.8%

Value ($000) $20,545,830 Shares 1,741,172 Est. Cost $9142.88 Unrealized —

PM PHILIP MORRIS INTL INC COM 6.7%

Value ($000) $20,431,821 Shares 223,323 Est. Cost $58.23 Unrealized 0.0%

APD AIR PRODS CHEMS INC COM 6.2%

Value ($000) $18,846,029 Shares 131,039 Est. Cost $107.91 Unrealized +3.4%

BAC BANK AMER CORP COM 6.0%

Value ($000) $18,338,050 Shares 829,776 Est. Cost $13.55 Unrealized +15.7%

GILD GILEAD SCIENCES INC COM 5.9%

Value ($000) $17,923,195 Shares 250,289 Est. Cost $61.48 Unrealized -13.5%

— SHIRE PLC SPONSORED ADR 5.5%

Value ($000) $16,772,378 Shares 98,441 Est. Cost $174409.00 Unrealized —

BMY BRISTOL MYERS SQUIBB CO COM 5.3%

Value ($000) $16,084,383 Shares 275,229 Est. Cost $42.91 Unrealized -7.9%

ASH ASHLAND GLOBAL HLDGS INC COM 4.7%

Value ($000) $14,404,203 Shares 131,798 Est. Cost $49.37 Unrealized -4.0%

— CELGENE CORP COM 4.6%

Value ($000) $14,111,777 Shares 121,916 Est. Cost $104530.00 Unrealized —

CRTO CRITEO S A SPONS ADS 4.6%

Value ($000) $13,924,847 Shares 338,969 Est. Cost $40117.69 Unrealized —

C CITIGROUP INC COM NEW 4.0%

Value ($000) $12,255,179 Shares 206,212 Est. Cost $38.59 Unrealized +5.3%

AXTA AXALTA COATING SYS LTD COM 3.8%

Value ($000) $11,595,333 Shares 426,299 Est. Cost $27.84 Unrealized -5.5%

MRK MERCK CO INC COM 3.7%

Value ($000) $11,386,282 Shares 193,414 Est. Cost $43.73 Unrealized +0.8%

— GCP APPLIED TECHNOLOGIES INC COM 3.0%

Value ($000) $9,111,665 Shares 340,623 Est. Cost $22301.87 Unrealized —

— GRACE W R CO DEL NEW COM 2.9%

Value ($000) $8,932,538 Shares 132,060 Est. Cost $71113.53 Unrealized —

BMRN BIOMARIN PHARMACEUTICAL INC COM 2.8%

Value ($000) $8,412,236 Shares 101,548 Est. Cost $81.75 Unrealized +5.2%

— QIAGEN NV REG SHS 2.5%

Value ($000) $7,509,412 Shares 286,810 Est. Cost $22186.18 Unrealized —

ZBH ZIMMER BIOMET HLDGS INC COM 2.0%

Value ($000) $6,191,794 Shares 59,998 Est. Cost $99.44 Unrealized 0.0%

— DBV TECHNOLOGIES S A SPONSORED ADR 1.4%

Value ($000) $4,345,089 Shares 123,686 Est. Cost $32620.00 Unrealized —

UBS UBS GROUP AG SHS 1.4%

Value ($000) $4,194,719 Shares 250,000 Est. Cost $15.28 Unrealized -1.4%

HAL HALLIBURTON CO COM 1.1%

Value ($000) $3,234,420 Shares 59,797 Est. Cost $36.37 Unrealized +14.7%

CHTR CHARTER COMMUNICATIONS INC N CL A 0.9%

Value ($000) $2,709,903 Shares 9,412 Est. Cost $258.84 Unrealized +4.0%

— ANADARKO PETE CORP COM 0.8%

Value ($000) $2,300,741 Shares 32,995 Est. Cost $53249.99 Unrealized —

OXY OCCIDENTAL PETE CORP DEL COM 0.7%

Value ($000) $2,149,793 Shares 30,181 Est. Cost $55.36 Unrealized -0.7%

TMUS T MOBILE US INC COM 0.7%

Value ($000) $2,019,751 Shares 35,120 Est. Cost $37.20 Unrealized +35.9%

— CONTINENTAL RESOURCES INC COM 0.6%

Value ($000) $1,714,633 Shares 33,268 Est. Cost $49405.02 Unrealized —

CVX CHEVRON CORP NEW COM 0.4%

Value ($000) $1,331,187 Shares 11,310 Est. Cost $60.10 Unrealized +22.8%

— HESS CORP COM 0.4%

Value ($000) $1,260,002 Shares 20,228 Est. Cost $52757.79 Unrealized —

SU SUNCOR ENERGY INC NEW COM 0.4%

Value ($000) $1,171,363 Shares 35,864 Est. Cost $19.52 Unrealized +12.8%

— ADVANTAGE OIL GAS LTD COM 0.3%

Value ($000) $931,609 Shares 137,300 Est. Cost $6983.73 Unrealized —

— U S SILICA HLDGS INC COM 0.3%

Value ($000) $797,261 Shares 14,066 Est. Cost $56680.01 Unrealized —

— FIAT CHRYSLER AUTOMOBILES N SHS 0.2%

Value ($000) $642,596 Shares 75,569 Est. Cost $8503.43 Unrealized —

— TELEFONICA BRASIL SA SPONSORED ADR 0.2%

Value ($000) $592,988 Shares 44,319 Est. Cost $14470.00 Unrealized —

— VERSUM MATLS INC COM 0.1%

Value ($000) $316,180 Shares 11,264 Est. Cost $28069.96 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
CNH	CNH INDL N V SHS	3,355,022	$27,212,225	9.0%	$5.13	+16.6%	STOCK	N20944109
—	TIM PARTICIPACOES S A SPONSORED ADR	1,741,172	$20,545,830	6.8%	$9142.88	—	STOCK	88706P205
PM	PHILIP MORRIS INTL INC COM	223,323	$20,431,821	6.7%	$58.23	0.0%	STOCK	718172109
APD	AIR PRODS CHEMS INC COM	131,039	$18,846,029	6.2%	$107.91	+3.4%	STOCK	009158106
BAC	BANK AMER CORP COM	829,776	$18,338,050	6.0%	$13.55	+15.7%	STOCK	060505104
GILD	GILEAD SCIENCES INC COM	250,289	$17,923,195	5.9%	$61.48	-13.5%	STOCK	375558103
—	SHIRE PLC SPONSORED ADR	98,441	$16,772,378	5.5%	$174409.00	—	STOCK	82481R106
BMY	BRISTOL MYERS SQUIBB CO COM	275,229	$16,084,383	5.3%	$42.91	-7.9%	STOCK	110122108
ASH	ASHLAND GLOBAL HLDGS INC COM	131,798	$14,404,203	4.7%	$49.37	-4.0%	STOCK	044186104
—	CELGENE CORP COM	121,916	$14,111,777	4.6%	$104530.00	—	STOCK	151020104
CRTO	CRITEO S A SPONS ADS	338,969	$13,924,847	4.6%	$40117.69	—	STOCK	226718104
C	CITIGROUP INC COM NEW	206,212	$12,255,179	4.0%	$38.59	+5.3%	STOCK	172967424
AXTA	AXALTA COATING SYS LTD COM	426,299	$11,595,333	3.8%	$27.84	-5.5%	STOCK	G0750C108
MRK	MERCK CO INC COM	193,414	$11,386,282	3.7%	$43.73	+0.8%	STOCK	58933Y105
—	GCP APPLIED TECHNOLOGIES INC COM	340,623	$9,111,665	3.0%	$22301.87	—	STOCK	36164Y101
—	GRACE W R CO DEL NEW COM	132,060	$8,932,538	2.9%	$71113.53	—	STOCK	38388F108
BMRN	BIOMARIN PHARMACEUTICAL INC COM	101,548	$8,412,236	2.8%	$81.75	+5.2%	STOCK	09061G101
—	QIAGEN NV REG SHS	286,810	$7,509,412	2.5%	$22186.18	—	STOCK	N72482107
ZBH	ZIMMER BIOMET HLDGS INC COM	59,998	$6,191,794	2.0%	$99.44	0.0%	STOCK	98956P102
—	DBV TECHNOLOGIES S A SPONSORED ADR	123,686	$4,345,089	1.4%	$32620.00	—	STOCK	23306J101
UBS	UBS GROUP AG SHS	250,000	$4,194,719	1.4%	$15.28	-1.4%	STOCK	H42097107
HAL	HALLIBURTON CO COM	59,797	$3,234,420	1.1%	$36.37	+14.7%	STOCK	406216101
CHTR	CHARTER COMMUNICATIONS INC N CL A	9,412	$2,709,903	0.9%	$258.84	+4.0%	STOCK	16119P108
—	ANADARKO PETE CORP COM	32,995	$2,300,741	0.8%	$53249.99	—	STOCK	032511107
OXY	OCCIDENTAL PETE CORP DEL COM	30,181	$2,149,793	0.7%	$55.36	-0.7%	STOCK	674599105
TMUS	T MOBILE US INC COM	35,120	$2,019,751	0.7%	$37.20	+35.9%	STOCK	872590104
—	CONTINENTAL RESOURCES INC COM	33,268	$1,714,633	0.6%	$49405.02	—	STOCK	212015101
CVX	CHEVRON CORP NEW COM	11,310	$1,331,187	0.4%	$60.10	+22.8%	STOCK	166764100
—	HESS CORP COM	20,228	$1,260,002	0.4%	$52757.79	—	STOCK	42809H107
SU	SUNCOR ENERGY INC NEW COM	35,864	$1,171,363	0.4%	$19.52	+12.8%	STOCK	867224107
—	ADVANTAGE OIL GAS LTD COM	137,300	$931,609	0.3%	$6983.73	—	STOCK	00765F101
—	U S SILICA HLDGS INC COM	14,066	$797,261	0.3%	$56680.01	—	STOCK	90346E103
—	FIAT CHRYSLER AUTOMOBILES N SHS	75,569	$642,596	0.2%	$8503.43	—	STOCK	N31738102
—	TELEFONICA BRASIL SA SPONSORED ADR	44,319	$592,988	0.2%	$14470.00	—	STOCK	87936R106
—	VERSUM MATLS INC COM	11,264	$316,180	0.1%	$28069.96	—	STOCK	92532W103