Exane Asset Management Quant / Systematic

Location: Paris, France

CIK: 0001666256 · Show all filings

Period: Q4 2016 (← Previous) (Next →)

Filing Date: Jan 31, 2017

Total Value: $304M (100.0% shares, 0.0% debt)

Holdings (35)

CNH CNH INDL N V SHS 9.0%

Value $27.21M Shares 3,355,022 Share Price $8.11 * Est. Cost/Share $5.13 Unrealized @ Report Date +25.9%

— TIM PARTICIPACOES S A SPONSORED ADR 6.8%

Value $20.55M Shares 1,741,172 Share Price $11.80 Est. Cost/Share $9.14 Unrealized @ Report Date —

PM PHILIP MORRIS INTL INC COM 6.7%

Value $20.43M Shares 223,323 Share Price $91.49 * Est. Cost/Share $58.23 Unrealized @ Report Date -0.3%

APD AIR PRODS CHEMS INC COM 6.2%

Value $18.85M Shares 131,039 Share Price $143.82 * Est. Cost/Share $107.91 Unrealized @ Report Date +6.9%

BAC BANK AMER CORP COM 6.0%

Value $18.34M Shares 829,776 Share Price $22.10 * Est. Cost/Share $13.55 Unrealized @ Report Date +33.0%

GILD GILEAD SCIENCES INC COM 5.9%

Value $17.92M Shares 250,289 Share Price $71.61 * Est. Cost/Share $61.48 Unrealized @ Report Date -16.2%

— SHIRE PLC SPONSORED ADR 5.5%

Value $16.77M Shares 98,441 Share Price $170.38 Est. Cost/Share $174.41 Unrealized @ Report Date —

BMY BRISTOL MYERS SQUIBB CO COM 5.3%

Value $16.08M Shares 275,229 Share Price $58.44 * Est. Cost/Share $42.91 Unrealized @ Report Date -1.5%

ASH ASHLAND GLOBAL HLDGS INC COM 4.7%

Value $14.4M Shares 131,798 Share Price $109.29 * Est. Cost/Share $49.37 Unrealized @ Report Date -6.4%

— CELGENE CORP COM 4.6%

Value $14.11M Shares 121,916 Share Price $115.75 Est. Cost/Share $104.53 Unrealized @ Report Date —

CRTO CRITEO S A SPONS ADS 4.6%

Value $13.92M Shares 338,969 Share Price $41.08 Est. Cost/Share $40.12 Unrealized @ Report Date —

C CITIGROUP INC COM NEW 4.0%

Value $12.26M Shares 206,212 Share Price $59.43 * Est. Cost/Share $38.59 Unrealized @ Report Date +16.1%

AXTA AXALTA COATING SYS LTD COM 3.8%

Value $11.6M Shares 426,299 Share Price $27.20 Est. Cost/Share $27.84 Unrealized @ Report Date -2.3%

MRK MERCK CO INC COM 3.7%

Value $11.39M Shares 193,414 Share Price $58.87 * Est. Cost/Share $43.73 Unrealized @ Report Date -2.7%

— GCP APPLIED TECHNOLOGIES INC COM 3.0%

Value $9.112M Shares 340,623 Share Price $26.75 Est. Cost/Share $22.30 Unrealized @ Report Date —

— GRACE W R CO DEL NEW COM 2.9%

Value $8.933M Shares 132,060 Share Price $67.64 Est. Cost/Share $71.11 Unrealized @ Report Date —

BMRN BIOMARIN PHARMACEUTICAL INC COM 2.8%

Value $8.412M Shares 101,548 Share Price $82.84 Est. Cost/Share $81.75 Unrealized @ Report Date +1.3%

— QIAGEN NV REG SHS 2.5%

Value $7.509M Shares 286,810 Share Price $26.18 Est. Cost/Share $22.19 Unrealized @ Report Date —

ZBH ZIMMER BIOMET HLDGS INC COM 2.0%

Value $6.192M Shares 59,998 Share Price $103.20 * Est. Cost/Share $99.44 Unrealized @ Report Date -6.3%

— DBV TECHNOLOGIES S A SPONSORED ADR 1.4%

Value $4.345M Shares 123,686 Share Price $35.13 Est. Cost/Share $32.62 Unrealized @ Report Date —

UBS UBS GROUP AG SHS 1.4%

Value $4.195M Shares 250,000 Share Price $16.78 * Est. Cost/Share $15.28 Unrealized @ Report Date +2.6%

HAL HALLIBURTON CO COM 1.1%

Value $3.234M Shares 59,797 Share Price $54.09 * Est. Cost/Share $36.37 Unrealized @ Report Date +24.7%

CHTR CHARTER COMMUNICATIONS INC N CL A 0.9%

Value $2.71M Shares 9,412 Share Price $287.92 Est. Cost/Share $258.84 Unrealized @ Report Date +11.2%

— ANADARKO PETE CORP COM 0.8%

Value $2.301M Shares 32,995 Share Price $69.73 Est. Cost/Share $53.25 Unrealized @ Report Date —

OXY OCCIDENTAL PETE CORP DEL COM 0.7%

Value $2.15M Shares 30,181 Share Price $71.23 * Est. Cost/Share $55.36 Unrealized @ Report Date +0.4%

TMUS T MOBILE US INC COM 0.7%

Value $2.02M Shares 35,120 Share Price $57.51 * Est. Cost/Share $37.20 Unrealized @ Report Date +49.4%

— CONTINENTAL RESOURCES INC COM 0.6%

Value $1.715M Shares 33,268 Share Price $51.54 Est. Cost/Share $49.41 Unrealized @ Report Date —

CVX CHEVRON CORP NEW COM 0.4%

Value $1.331M Shares 11,310 Share Price $117.70 * Est. Cost/Share $60.10 Unrealized @ Report Date +33.3%

— HESS CORP COM 0.4%

Value $1.26M Shares 20,228 Share Price $62.29 Est. Cost/Share $52.76 Unrealized @ Report Date —

SU SUNCOR ENERGY INC NEW COM 0.4%

Value $1.171M Shares 35,864 Share Price $32.66 * Est. Cost/Share $19.52 Unrealized @ Report Date +20.4%

— ADVANTAGE OIL GAS LTD COM 0.3%

Value $932K Shares 137,300 Share Price $6.79 Est. Cost/Share $6.98 Unrealized @ Report Date —

— U S SILICA HLDGS INC COM 0.3%

Value $797K Shares 14,066 Share Price $56.68 Est. Cost/Share $56.68 Unrealized @ Report Date —

— FIAT CHRYSLER AUTOMOBILES N SHS 0.2%

Value $643K Shares 75,569 Share Price $8.50 Est. Cost/Share $8.50 Unrealized @ Report Date —

— TELEFONICA BRASIL SA SPONSORED ADR 0.2%

Value $593K Shares 44,319 Share Price $13.38 Est. Cost/Share $14.47 Unrealized @ Report Date —

— VERSUM MATLS INC COM 0.1%

Value $316K Shares 11,264 Share Price $28.07 Est. Cost/Share $28.07 Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
CNH	CNH INDL N V SHS	3,355,022	$27.21M	9.0%	$8.11 *	$5.13	+25.9%	STOCK	N20944109
—	TIM PARTICIPACOES S A SPONSORED ADR	1,741,172	$20.55M	6.8%	$11.80	$9.14	—	STOCK	88706P205
PM	PHILIP MORRIS INTL INC COM	223,323	$20.43M	6.7%	$91.49 *	$58.23	-0.3%	STOCK	718172109
APD	AIR PRODS CHEMS INC COM	131,039	$18.85M	6.2%	$143.82 *	$107.91	+6.9%	STOCK	009158106
BAC	BANK AMER CORP COM	829,776	$18.34M	6.0%	$22.10 *	$13.55	+33.0%	STOCK	060505104
GILD	GILEAD SCIENCES INC COM	250,289	$17.92M	5.9%	$71.61 *	$61.48	-16.2%	STOCK	375558103
—	SHIRE PLC SPONSORED ADR	98,441	$16.77M	5.5%	$170.38	$174.41	—	STOCK	82481R106
BMY	BRISTOL MYERS SQUIBB CO COM	275,229	$16.08M	5.3%	$58.44 *	$42.91	-1.5%	STOCK	110122108
ASH	ASHLAND GLOBAL HLDGS INC COM	131,798	$14.4M	4.7%	$109.29 *	$49.37	-6.4%	STOCK	044186104
—	CELGENE CORP COM	121,916	$14.11M	4.6%	$115.75	$104.53	—	STOCK	151020104
CRTO	CRITEO S A SPONS ADS	338,969	$13.92M	4.6%	$41.08	$40.12	—	STOCK	226718104
C	CITIGROUP INC COM NEW	206,212	$12.26M	4.0%	$59.43 *	$38.59	+16.1%	STOCK	172967424
AXTA	AXALTA COATING SYS LTD COM	426,299	$11.6M	3.8%	$27.20	$27.84	-2.3%	STOCK	G0750C108
MRK	MERCK CO INC COM	193,414	$11.39M	3.7%	$58.87 *	$43.73	-2.7%	STOCK	58933Y105
—	GCP APPLIED TECHNOLOGIES INC COM	340,623	$9.112M	3.0%	$26.75	$22.30	—	STOCK	36164Y101
—	GRACE W R CO DEL NEW COM	132,060	$8.933M	2.9%	$67.64	$71.11	—	STOCK	38388F108
BMRN	BIOMARIN PHARMACEUTICAL INC COM	101,548	$8.412M	2.8%	$82.84	$81.75	+1.3%	STOCK	09061G101
—	QIAGEN NV REG SHS	286,810	$7.509M	2.5%	$26.18	$22.19	—	STOCK	N72482107
ZBH	ZIMMER BIOMET HLDGS INC COM	59,998	$6.192M	2.0%	$103.20 *	$99.44	-6.3%	STOCK	98956P102
—	DBV TECHNOLOGIES S A SPONSORED ADR	123,686	$4.345M	1.4%	$35.13	$32.62	—	STOCK	23306J101
UBS	UBS GROUP AG SHS	250,000	$4.195M	1.4%	$16.78 *	$15.28	+2.6%	STOCK	H42097107
HAL	HALLIBURTON CO COM	59,797	$3.234M	1.1%	$54.09 *	$36.37	+24.7%	STOCK	406216101
CHTR	CHARTER COMMUNICATIONS INC N CL A	9,412	$2.71M	0.9%	$287.92	$258.84	+11.2%	STOCK	16119P108
—	ANADARKO PETE CORP COM	32,995	$2.301M	0.8%	$69.73	$53.25	—	STOCK	032511107
OXY	OCCIDENTAL PETE CORP DEL COM	30,181	$2.15M	0.7%	$71.23 *	$55.36	+0.4%	STOCK	674599105
TMUS	T MOBILE US INC COM	35,120	$2.02M	0.7%	$57.51 *	$37.20	+49.4%	STOCK	872590104
—	CONTINENTAL RESOURCES INC COM	33,268	$1.715M	0.6%	$51.54	$49.41	—	STOCK	212015101
CVX	CHEVRON CORP NEW COM	11,310	$1.331M	0.4%	$117.70 *	$60.10	+33.3%	STOCK	166764100
—	HESS CORP COM	20,228	$1.26M	0.4%	$62.29	$52.76	—	STOCK	42809H107
SU	SUNCOR ENERGY INC NEW COM	35,864	$1.171M	0.4%	$32.66 *	$19.52	+20.4%	STOCK	867224107
—	ADVANTAGE OIL GAS LTD COM	137,300	$932K	0.3%	$6.79	$6.98	—	STOCK	00765F101
—	U S SILICA HLDGS INC COM	14,066	$797K	0.3%	$56.68	$56.68	—	STOCK	90346E103
—	FIAT CHRYSLER AUTOMOBILES N SHS	75,569	$643K	0.2%	$8.50	$8.50	—	STOCK	N31738102
—	TELEFONICA BRASIL SA SPONSORED ADR	44,319	$593K	0.2%	$13.38	$14.47	—	STOCK	87936R106
—	VERSUM MATLS INC COM	11,264	$316K	0.1%	$28.07	$28.07	—	STOCK	92532W103