Exane Asset Management Quant / Systematic

Location: Paris, France

CIK: 0001666256 · Show all filings

Period: Q1 2017 (← Previous) (Next →)

Filing Date: May 8, 2017

Total Value: $323M (100.0% shares, 0.0% debt)

Holdings (37)

— TIM PARTICIPACOES S A SPONSORED ADR 8.8%

Value $28.44M Shares 1,779,917 Share Price $15.98 Est. Cost/Share $9.29 Unrealized @ Report Date —

BMY BRISTOL MYERS SQUIBB CO COM 8.8%

Value $28.28M Shares 520,136 Share Price $54.38 * Est. Cost/Share $41.51 Unrealized @ Report Date -4.6%

APD AIR PRODS CHEMS INC COM 8.4%

Value $27.06M Shares 200,018 Share Price $135.29 * Est. Cost/Share $109.71 Unrealized @ Report Date -0.4%

C CITIGROUP INC COM NEW 7.9%

Value $25.38M Shares 424,244 Share Price $59.82 * Est. Cost/Share $41.72 Unrealized @ Report Date +8.4%

— GCP APPLIED TECHNOLOGIES INC COM 6.4%

Value $20.61M Shares 631,122 Share Price $32.65 Est. Cost/Share $27.07 Unrealized @ Report Date —

ASH ASHLAND GLOBAL HLDGS INC COM 6.2%

Value $19.92M Shares 160,875 Share Price $123.81 * Est. Cost/Share $49.52 Unrealized @ Report Date +6.1%

GILD GILEAD SCIENCES INC COM 5.4%

Value $17.57M Shares 258,620 Share Price $67.92 * Est. Cost/Share $61.13 Unrealized @ Report Date -19.5%

WFC WELLS FARGO CO NEW COM 4.8%

Value $15.64M Shares 280,970 Share Price $55.66 * Est. Cost/Share $44.36 Unrealized @ Report Date -1.7%

UBS UBS GROUP AG SHS 4.5%

Value $14.59M Shares 907,464 Share Price $16.08 Est. Cost/Share $15.87 Unrealized @ Report Date +0.5%

— CELGENE CORP COM 4.1%

Value $13.34M Shares 107,192 Share Price $124.43 Est. Cost/Share $104.53 Unrealized @ Report Date —

— GRACE W R CO DEL NEW COM 4.0%

Value $12.97M Shares 186,123 Share Price $69.71 Est. Cost/Share $70.71 Unrealized @ Report Date —

WLK WESTLAKE CHEM CORP COM 3.8%

Value $12.39M Shares 187,514 Share Price $66.05 * Est. Cost/Share $55.38 Unrealized @ Report Date +4.6%

— SHIRE PLC SPONSORED ADR 3.7%

Value $11.83M Shares 67,874 Share Price $174.23 Est. Cost/Share $174.41 Unrealized @ Report Date —

AXTA AXALTA COATING SYS LTD COM 3.3%

Value $10.56M Shares 327,957 Share Price $32.20 Est. Cost/Share $27.84 Unrealized @ Report Date +15.7%

PPG PPG INDS INC COM 3.3%

Value $10.51M Shares 100,061 Share Price $105.08 * Est. Cost/Share $85.88 Unrealized @ Report Date +4.0%

CF CF INDS HLDGS INC COM 2.7%

Value $8.744M Shares 297,910 Share Price $29.35 * Est. Cost/Share $25.79 Unrealized @ Report Date -9.6%

— QIAGEN NV SHS NEW ADDED 1.5%

Value $4.914M Shares 192,389 Share Price $25.54 Est. Cost/Share $25.54 Unrealized @ Report Date —

— DBV TECHNOLOGIES S A SPONSORED ADR 1.5%

Value $4.846M Shares 137,606 Share Price $35.22 Est. Cost/Share $32.88 Unrealized @ Report Date —

TMUS T MOBILE US INC COM 1.2%

Value $3.72M Shares 57,587 Share Price $64.59 * Est. Cost/Share $45.86 Unrealized @ Report Date +36.1%

PCAR PACCAR INC COM 1.1%

Value $3.658M Shares 54,432 Share Price $67.20 * Est. Cost/Share $32.11 Unrealized @ Report Date -0.4%

CVX CHEVRON CORP NEW COM 1.0%

Value $3.226M Shares 30,043 Share Price $107.37 * Est. Cost/Share $70.49 Unrealized @ Report Date +4.7%

— HESS CORP COM 1.0%

Value $3.092M Shares 64,130 Share Price $48.21 Est. Cost/Share $49.64 Unrealized @ Report Date —

FTI TECHNIPFMC PLC COM ADDED 0.8%

Value $2.582M Shares 89,924 Share Price $28.72 * Est. Cost/Share $22.64 Unrealized @ Report Date -2.0%

— ANADARKO PETE CORP COM 0.7%

Value $2.321M Shares 37,436 Share Price $62.00 Est. Cost/Share $54.29 Unrealized @ Report Date —

— CONTINENTAL RESOURCES INC COM 0.7%

Value $2.162M Shares 47,592 Share Price $45.42 Est. Cost/Share $48.21 Unrealized @ Report Date —

HAL HALLIBURTON CO COM 0.6%

Value $2.095M Shares 42,580 Share Price $49.21 * Est. Cost/Share $36.37 Unrealized @ Report Date +13.8%

ZBH ZIMMER BIOMET HLDGS INC COM 0.6%

Value $1.856M Shares 15,200 Share Price $122.11 * Est. Cost/Share $99.44 Unrealized @ Report Date +11.1%

— ADVANTAGE OIL GAS LTD COM 0.6%

Value $1.835M Shares 278,336 Share Price $6.59 Est. Cost/Share $6.79 Unrealized @ Report Date —

DB DEUTSCHE BANK AG NAMEN AKT 0.5%

Value $1.553M Shares 102,430 Share Price $15.16 * Est. Cost/Share $14.94 Unrealized @ Report Date -0.9%

ILMN ILLUMINA INC COM 0.4%

Value $1.45M Shares 8,500 Share Price $170.64 * Est. Cost/Share $157.56 Unrealized @ Report Date +5.4%

— U S SILICA HLDGS INC COM 0.4%

Value $1.271M Shares 26,491 Share Price $47.99 Est. Cost/Share $52.60 Unrealized @ Report Date —

CHTR CHARTER COMMUNICATIONS INC N CL A 0.4%

Value $1.234M Shares 3,769 Share Price $327.32 Est. Cost/Share $258.84 Unrealized @ Report Date +26.5%

SU SUNCOR ENERGY INC NEW COM 0.3%

Value $960K Shares 31,300 Share Price $30.66 * Est. Cost/Share $19.52 Unrealized @ Report Date +14.1%

— TELEFONICA BRASIL SA SPONSORED ADR 0.3%

Value $908K Shares 61,172 Share Price $14.85 Est. Cost/Share $14.57 Unrealized @ Report Date —

— ENCANA CORP COM 0.2%

Value $746K Shares 63,800 Share Price $11.70 Est. Cost/Share $11.70 Unrealized @ Report Date —

— VERSUM MATLS INC COM 0.1%

Value $345K Shares 11,264 Share Price $30.60 Est. Cost/Share $28.07 Unrealized @ Report Date —

— CEB INC COM 0.0%

Value $157 Shares 2 Share Price $78.50 Est. Cost/Share $78.50 Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
—	TIM PARTICIPACOES S A SPONSORED ADR	1,779,917	$28.44M	8.8%	$15.98	$9.29	—	STOCK	88706P205
BMY	BRISTOL MYERS SQUIBB CO COM	520,136	$28.28M	8.8%	$54.38 *	$41.51	-4.6%	STOCK	110122108
APD	AIR PRODS CHEMS INC COM	200,018	$27.06M	8.4%	$135.29 *	$109.71	-0.4%	STOCK	009158106
C	CITIGROUP INC COM NEW	424,244	$25.38M	7.9%	$59.82 *	$41.72	+8.4%	STOCK	172967424
—	GCP APPLIED TECHNOLOGIES INC COM	631,122	$20.61M	6.4%	$32.65	$27.07	—	STOCK	36164Y101
ASH	ASHLAND GLOBAL HLDGS INC COM	160,875	$19.92M	6.2%	$123.81 *	$49.52	+6.1%	STOCK	044186104
GILD	GILEAD SCIENCES INC COM	258,620	$17.57M	5.4%	$67.92 *	$61.13	-19.5%	STOCK	375558103
WFC	WELLS FARGO CO NEW COM	280,970	$15.64M	4.8%	$55.66 *	$44.36	-1.7%	STOCK	949746101
UBS	UBS GROUP AG SHS	907,464	$14.59M	4.5%	$16.08	$15.87	+0.5%	STOCK	H42097107
—	CELGENE CORP COM	107,192	$13.34M	4.1%	$124.43	$104.53	—	STOCK	151020104
—	GRACE W R CO DEL NEW COM	186,123	$12.97M	4.0%	$69.71	$70.71	—	STOCK	38388F108
WLK	WESTLAKE CHEM CORP COM	187,514	$12.39M	3.8%	$66.05 *	$55.38	+4.6%	STOCK	960413102
—	SHIRE PLC SPONSORED ADR	67,874	$11.83M	3.7%	$174.23	$174.41	—	STOCK	82481R106
AXTA	AXALTA COATING SYS LTD COM	327,957	$10.56M	3.3%	$32.20	$27.84	+15.7%	STOCK	G0750C108
PPG	PPG INDS INC COM	100,061	$10.51M	3.3%	$105.08 *	$85.88	+4.0%	STOCK	693506107
CF	CF INDS HLDGS INC COM	297,910	$8.744M	2.7%	$29.35 *	$25.79	-9.6%	STOCK	125269100
—	QIAGEN NV SHS NEW ADDED	192,389	$4.914M	1.5%	$25.54	$25.54	—	STOCK	N72482123
—	DBV TECHNOLOGIES S A SPONSORED ADR	137,606	$4.846M	1.5%	$35.22	$32.88	—	STOCK	23306J101
TMUS	T MOBILE US INC COM	57,587	$3.72M	1.2%	$64.59 *	$45.86	+36.1%	STOCK	872590104
PCAR	PACCAR INC COM	54,432	$3.658M	1.1%	$67.20 *	$32.11	-0.4%	STOCK	693718108
CVX	CHEVRON CORP NEW COM	30,043	$3.226M	1.0%	$107.37 *	$70.49	+4.7%	STOCK	166764100
—	HESS CORP COM	64,130	$3.092M	1.0%	$48.21	$49.64	—	STOCK	42809H107
FTI	TECHNIPFMC PLC COM ADDED	89,924	$2.582M	0.8%	$28.72 *	$22.64	-2.0%	STOCK	G87110105
—	ANADARKO PETE CORP COM	37,436	$2.321M	0.7%	$62.00	$54.29	—	STOCK	032511107
—	CONTINENTAL RESOURCES INC COM	47,592	$2.162M	0.7%	$45.42	$48.21	—	STOCK	212015101
HAL	HALLIBURTON CO COM	42,580	$2.095M	0.6%	$49.21 *	$36.37	+13.8%	STOCK	406216101
ZBH	ZIMMER BIOMET HLDGS INC COM	15,200	$1.856M	0.6%	$122.11 *	$99.44	+11.1%	STOCK	98956P102
—	ADVANTAGE OIL GAS LTD COM	278,336	$1.835M	0.6%	$6.59	$6.79	—	STOCK	00765F101
DB	DEUTSCHE BANK AG NAMEN AKT	102,430	$1.553M	0.5%	$15.16 *	$14.94	-0.9%	STOCK	D18190898
ILMN	ILLUMINA INC COM	8,500	$1.45M	0.4%	$170.64 *	$157.56	+5.4%	STOCK	452327109
—	U S SILICA HLDGS INC COM	26,491	$1.271M	0.4%	$47.99	$52.60	—	STOCK	90346E103
CHTR	CHARTER COMMUNICATIONS INC N CL A	3,769	$1.234M	0.4%	$327.32	$258.84	+26.5%	STOCK	16119P108
SU	SUNCOR ENERGY INC NEW COM	31,300	$960K	0.3%	$30.66 *	$19.52	+14.1%	STOCK	867224107
—	TELEFONICA BRASIL SA SPONSORED ADR	61,172	$908K	0.3%	$14.85	$14.57	—	STOCK	87936R106
—	ENCANA CORP COM	63,800	$746K	0.2%	$11.70	$11.70	—	STOCK	292505104
—	VERSUM MATLS INC COM	11,264	$345K	0.1%	$30.60	$28.07	—	STOCK	92532W103
—	CEB INC COM	2	$157	0.0%	$78.50	$78.50	—	STOCK	125134106