Exane Asset Management Quant / Systematic

CIK: 0001666256 · Show all filings

Period: Q1 2017 (← Previous) (Next →)

Filing Date: May 8, 2017

Total Value ($000): $322,600,845 (100.0% shares, 0.0% debt)

Holdings (37)

— TIM PARTICIPACOES S A SPONSORED ADR 8.8%

Value ($000) $28,443,074 Shares 1,779,917 Est. Cost $9291.71 Unrealized —

BMY BRISTOL MYERS SQUIBB CO COM 8.8%

Value ($000) $28,284,996 Shares 520,136 Est. Cost $41.51 Unrealized -3.8%

APD AIR PRODS CHEMS INC COM 8.4%

Value ($000) $27,060,435 Shares 200,018 Est. Cost $109.71 Unrealized +3.1%

C CITIGROUP INC COM NEW 7.9%

Value ($000) $25,378,276 Shares 424,244 Est. Cost $41.72 Unrealized +7.1%

— GCP APPLIED TECHNOLOGIES INC COM 6.4%

Value ($000) $20,606,133 Shares 631,122 Est. Cost $27065.01 Unrealized —

ASH ASHLAND GLOBAL HLDGS INC COM 6.2%

Value ($000) $19,917,934 Shares 160,875 Est. Cost $49.52 Unrealized +1.3%

GILD GILEAD SCIENCES INC COM 5.4%

Value ($000) $17,565,470 Shares 258,620 Est. Cost $61.13 Unrealized -17.1%

WFC WELLS FARGO CO NEW COM 4.8%

Value ($000) $15,638,790 Shares 280,970 Est. Cost $44.36 Unrealized 0.0%

UBS UBS GROUP AG SHS 4.5%

Value ($000) $14,588,956 Shares 907,464 Est. Cost $15.87 Unrealized +1.4%

— CELGENE CORP COM 4.1%

Value ($000) $13,337,901 Shares 107,192 Est. Cost $104530.00 Unrealized —

— GRACE W R CO DEL NEW COM 4.0%

Value ($000) $12,974,634 Shares 186,123 Est. Cost $70705.85 Unrealized —

WLK WESTLAKE CHEM CORP COM 3.8%

Value ($000) $12,385,300 Shares 187,514 Est. Cost $55.38 Unrealized 0.0%

— SHIRE PLC SPONSORED ADR 3.7%

Value ($000) $11,825,687 Shares 67,874 Est. Cost $174409.00 Unrealized —

AXTA AXALTA COATING SYS LTD COM 3.3%

Value ($000) $10,560,215 Shares 327,957 Est. Cost $27.84 Unrealized +6.7%

PPG PPG INDS INC COM 3.3%

Value ($000) $10,514,410 Shares 100,061 Est. Cost $85.88 Unrealized 0.0%

CF CF INDS HLDGS INC COM 2.7%

Value ($000) $8,743,659 Shares 297,910 Est. Cost $25.79 Unrealized 0.0%

— QIAGEN NV SHS NEW ADDED 1.5%

Value ($000) $4,914,481 Shares 192,389 Est. Cost $25544.50 Unrealized —

— DBV TECHNOLOGIES S A SPONSORED ADR 1.5%

Value ($000) $4,846,483 Shares 137,606 Est. Cost $32883.01 Unrealized —

TMUS T MOBILE US INC COM 1.2%

Value ($000) $3,719,544 Shares 57,587 Est. Cost $45.86 Unrealized +29.5%

PCAR PACCAR INC COM 1.1%

Value ($000) $3,657,830 Shares 54,432 Est. Cost $32.11 Unrealized 0.0%

CVX CHEVRON CORP NEW COM 1.0%

Value ($000) $3,225,717 Shares 30,043 Est. Cost $70.49 Unrealized +8.9%

— HESS CORP COM 1.0%

Value ($000) $3,091,707 Shares 64,130 Est. Cost $49644.47 Unrealized —

FTI TECHNIPFMC PLC COM ADDED 0.8%

Value ($000) $2,582,403 Shares 89,924 Est. Cost $22.64 Unrealized 0.0%

— ANADARKO PETE CORP COM 0.7%

Value ($000) $2,321,032 Shares 37,436 Est. Cost $54288.00 Unrealized —

— CONTINENTAL RESOURCES INC COM 0.7%

Value ($000) $2,161,629 Shares 47,592 Est. Cost $48205.63 Unrealized —

HAL HALLIBURTON CO COM 0.6%

Value ($000) $2,095,362 Shares 42,580 Est. Cost $36.37 Unrealized +24.1%

ZBH ZIMMER BIOMET HLDGS INC COM 0.6%

Value ($000) $1,856,072 Shares 15,200 Est. Cost $99.44 Unrealized +6.0%

— ADVANTAGE OIL GAS LTD COM 0.6%

Value ($000) $1,835,042 Shares 278,336 Est. Cost $6785.69 Unrealized —

DB DEUTSCHE BANK AG NAMEN AKT 0.5%

Value ($000) $1,552,990 Shares 102,430 Est. Cost $14.94 Unrealized 0.0%

ILMN ILLUMINA INC COM 0.4%

Value ($000) $1,450,440 Shares 8,500 Est. Cost $157.56 Unrealized 0.0%

— U S SILICA HLDGS INC COM 0.4%

Value ($000) $1,271,303 Shares 26,491 Est. Cost $52604.16 Unrealized —

CHTR CHARTER COMMUNICATIONS INC N CL A 0.4%

Value ($000) $1,233,669 Shares 3,769 Est. Cost $258.84 Unrealized +23.1%

SU SUNCOR ENERGY INC NEW COM 0.3%

Value ($000) $959,634 Shares 31,300 Est. Cost $19.52 Unrealized +16.3%

— TELEFONICA BRASIL SA SPONSORED ADR 0.3%

Value ($000) $908,404 Shares 61,172 Est. Cost $14574.69 Unrealized —

— ENCANA CORP COM 0.2%

Value ($000) $746,398 Shares 63,800 Est. Cost $11699.03 Unrealized —

— VERSUM MATLS INC COM 0.1%

Value ($000) $344,678 Shares 11,264 Est. Cost $28069.96 Unrealized —

— CEB INC COM 0.0%

Value ($000) $157 Shares 2 Est. Cost $78500.00 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	TIM PARTICIPACOES S A SPONSORED ADR	1,779,917	$28,443,074	8.8%	$9291.71	—	STOCK	88706P205
BMY	BRISTOL MYERS SQUIBB CO COM	520,136	$28,284,996	8.8%	$41.51	-3.8%	STOCK	110122108
APD	AIR PRODS CHEMS INC COM	200,018	$27,060,435	8.4%	$109.71	+3.1%	STOCK	009158106
C	CITIGROUP INC COM NEW	424,244	$25,378,276	7.9%	$41.72	+7.1%	STOCK	172967424
—	GCP APPLIED TECHNOLOGIES INC COM	631,122	$20,606,133	6.4%	$27065.01	—	STOCK	36164Y101
ASH	ASHLAND GLOBAL HLDGS INC COM	160,875	$19,917,934	6.2%	$49.52	+1.3%	STOCK	044186104
GILD	GILEAD SCIENCES INC COM	258,620	$17,565,470	5.4%	$61.13	-17.1%	STOCK	375558103
WFC	WELLS FARGO CO NEW COM	280,970	$15,638,790	4.8%	$44.36	0.0%	STOCK	949746101
UBS	UBS GROUP AG SHS	907,464	$14,588,956	4.5%	$15.87	+1.4%	STOCK	H42097107
—	CELGENE CORP COM	107,192	$13,337,901	4.1%	$104530.00	—	STOCK	151020104
—	GRACE W R CO DEL NEW COM	186,123	$12,974,634	4.0%	$70705.85	—	STOCK	38388F108
WLK	WESTLAKE CHEM CORP COM	187,514	$12,385,300	3.8%	$55.38	0.0%	STOCK	960413102
—	SHIRE PLC SPONSORED ADR	67,874	$11,825,687	3.7%	$174409.00	—	STOCK	82481R106
AXTA	AXALTA COATING SYS LTD COM	327,957	$10,560,215	3.3%	$27.84	+6.7%	STOCK	G0750C108
PPG	PPG INDS INC COM	100,061	$10,514,410	3.3%	$85.88	0.0%	STOCK	693506107
CF	CF INDS HLDGS INC COM	297,910	$8,743,659	2.7%	$25.79	0.0%	STOCK	125269100
—	QIAGEN NV SHS NEW ADDED	192,389	$4,914,481	1.5%	$25544.50	—	STOCK	N72482123
—	DBV TECHNOLOGIES S A SPONSORED ADR	137,606	$4,846,483	1.5%	$32883.01	—	STOCK	23306J101
TMUS	T MOBILE US INC COM	57,587	$3,719,544	1.2%	$45.86	+29.5%	STOCK	872590104
PCAR	PACCAR INC COM	54,432	$3,657,830	1.1%	$32.11	0.0%	STOCK	693718108
CVX	CHEVRON CORP NEW COM	30,043	$3,225,717	1.0%	$70.49	+8.9%	STOCK	166764100
—	HESS CORP COM	64,130	$3,091,707	1.0%	$49644.47	—	STOCK	42809H107
FTI	TECHNIPFMC PLC COM ADDED	89,924	$2,582,403	0.8%	$22.64	0.0%	STOCK	G87110105
—	ANADARKO PETE CORP COM	37,436	$2,321,032	0.7%	$54288.00	—	STOCK	032511107
—	CONTINENTAL RESOURCES INC COM	47,592	$2,161,629	0.7%	$48205.63	—	STOCK	212015101
HAL	HALLIBURTON CO COM	42,580	$2,095,362	0.6%	$36.37	+24.1%	STOCK	406216101
ZBH	ZIMMER BIOMET HLDGS INC COM	15,200	$1,856,072	0.6%	$99.44	+6.0%	STOCK	98956P102
—	ADVANTAGE OIL GAS LTD COM	278,336	$1,835,042	0.6%	$6785.69	—	STOCK	00765F101
DB	DEUTSCHE BANK AG NAMEN AKT	102,430	$1,552,990	0.5%	$14.94	0.0%	STOCK	D18190898
ILMN	ILLUMINA INC COM	8,500	$1,450,440	0.4%	$157.56	0.0%	STOCK	452327109
—	U S SILICA HLDGS INC COM	26,491	$1,271,303	0.4%	$52604.16	—	STOCK	90346E103
CHTR	CHARTER COMMUNICATIONS INC N CL A	3,769	$1,233,669	0.4%	$258.84	+23.1%	STOCK	16119P108
SU	SUNCOR ENERGY INC NEW COM	31,300	$959,634	0.3%	$19.52	+16.3%	STOCK	867224107
—	TELEFONICA BRASIL SA SPONSORED ADR	61,172	$908,404	0.3%	$14574.69	—	STOCK	87936R106
—	ENCANA CORP COM	63,800	$746,398	0.2%	$11699.03	—	STOCK	292505104
—	VERSUM MATLS INC COM	11,264	$344,678	0.1%	$28069.96	—	STOCK	92532W103
—	CEB INC COM	2	$157	0.0%	$78500.00	—	STOCK	125134106