Exane Asset Management Quant / Systematic

CIK: 0001666256 · Show all filings

Period: Q2 2017 (← Previous) (Next →)

Filing Date: Jul 19, 2017

Total Value ($000): $320,686,962 (100.0% shares, 0.0% debt)

Holdings (106)

BMY BRISTOL MYERS SQUIBB CO COM 9.6%
Value ($000) $30,889,051 Shares 554,362 Est. Cost $41.41 Unrealized -3.6%
MONSANTO CO NEW COM 7.4%
Value ($000) $23,614,004 Shares 199,510 Est. Cost $118360.00 Unrealized
GILD GILEAD SCIENCES INC COM 7.4%
Value ($000) $23,612,350 Shares 333,602 Est. Cost $58.25 Unrealized -17.1%
APD AIR PRODS CHEMS INC COM 6.8%
Value ($000) $21,835,105 Shares 152,629 Est. Cost $109.71 Unrealized +4.7%
QIAGEN NV SHS NEW 6.6%
Value ($000) $21,260,318 Shares 638,868 Est. Cost $30949.21 Unrealized
GCP APPLIED TECHNOLOGIES INC COM 6.0%
Value ($000) $19,311,960 Shares 633,179 Est. Cost $27065.01 Unrealized
TIM PARTICIPACOES S A SPONSORED ADR 5.9%
Value ($000) $19,037,773 Shares 1,286,336 Est. Cost $9291.71 Unrealized
ASH ASHLAND GLOBAL HLDGS INC COM 5.7%
Value ($000) $18,238,286 Shares 276,715 Est. Cost $51.92 Unrealized +6.4%
BIIB BIOGEN INC COM 5.6%
Value ($000) $17,942,866 Shares 66,122 Est. Cost $264.42 Unrealized 0.0%
CELGENE CORP COM 4.1%
Value ($000) $13,215,052 Shares 101,756 Est. Cost $104530.00 Unrealized
BAC BANK AMER CORP COM 3.8%
Value ($000) $12,130,000 Shares 500,000 Est. Cost $19.10 Unrealized 0.0%
ALEXION PHARMACEUTICALS INC COM 3.5%
Value ($000) $11,287,691 Shares 92,773 Est. Cost $121670.00 Unrealized
AXTA AXALTA COATING SYS LTD COM 2.7%
Value ($000) $8,649,582 Shares 269,962 Est. Cost $27.84 Unrealized +14.7%
FTI TECHNIPFMC PLC COM 2.6%
Value ($000) $8,442,905 Shares 311,191 Est. Cost $21.25 Unrealized -2.7%
C CITIGROUP INC COM NEW 2.6%
Value ($000) $8,360,000 Shares 125,000 Est. Cost $41.72 Unrealized +11.4%
OLN OLIN CORP COM PAR $1 2.4%
Value ($000) $7,571,605 Shares 250,053 Est. Cost $24.09 Unrealized 0.0%
WFC WELLS FARGO CO NEW COM 2.2%
Value ($000) $6,926,250 Shares 125,000 Est. Cost $44.36 Unrealized -4.9%
DB DEUTSCHE BANK AG NAMEN AKT 1.8%
Value ($000) $5,673,242 Shares 319,821 Est. Cost $15.21 Unrealized +0.9%
DBV TECHNOLOGIES S A SPONSORED ADR 1.6%
Value ($000) $5,106,530 Shares 143,000 Est. Cost $32989.65 Unrealized
PCAR PACCAR INC COM 1.5%
Value ($000) $4,774,230 Shares 72,293 Est. Cost $31.81 Unrealized -2.8%
UBS UBS GROUP AG SHS 1.3%
Value ($000) $4,238,438 Shares 250,000 Est. Cost $15.87 Unrealized +2.4%
NXPI NXP SEMICONDUCTORS N V COM 0.7%
Value ($000) $2,342,230 Shares 21,400 Est. Cost $95.18 Unrealized 0.0%
CVX CHEVRON CORP NEW COM 0.7%
Value ($000) $2,295,886 Shares 22,006 Est. Cost $70.49 Unrealized +3.8%
HAL HALLIBURTON CO COM 0.6%
Value ($000) $1,934,763 Shares 45,300 Est. Cost $36.51 Unrealized +5.9%
LBTYAUSD LIBERTY GLOBAL PLC SHS CL A 0.6%
Value ($000) $1,830,390 Shares 56,986 Est. Cost $32119.99 Unrealized
TMUS T MOBILE US INC COM 0.4%
Value ($000) $1,287,508 Shares 21,239 Est. Cost $45.86 Unrealized +37.3%
VCA INC COM 0.4%
Value ($000) $1,176,953 Shares 12,750 Est. Cost $92310.04 Unrealized
MOBILEYE N V AMSTELVEEN ORD SHS 0.3%
Value ($000) $1,117,840 Shares 17,800 Est. Cost $62800.00 Unrealized
SU SUNCOR ENERGY INC NEW COM 0.3%
Value ($000) $1,087,189 Shares 37,198 Est. Cost $19.96 Unrealized +11.8%
VWR CORP COM 0.3%
Value ($000) $1,058,961 Shares 32,080 Est. Cost $33010.01 Unrealized
WEST CORP COM 0.3%
Value ($000) $932,800 Shares 40,000 Est. Cost $23320.00 Unrealized
TECK TECK RESOURCES LTD CL B 0.3%
Value ($000) $877,421 Shares 50,600 Est. Cost $19.13 Unrealized 0.0%
SWIFT TRANSN CO CL A 0.3%
Value ($000) $834,750 Shares 31,500 Est. Cost $26500.00 Unrealized
BROCADE COMMUNICATIONS SYS I COM NEW 0.3%
Value ($000) $832,260 Shares 66,000 Est. Cost $12610.00 Unrealized
ADVANTAGE OIL GAS LTD COM 0.3%
Value ($000) $815,845 Shares 120,600 Est. Cost $6785.69 Unrealized
BARD C R INC COM 0.2%
Value ($000) $783,953 Shares 2,480 Est. Cost $316110.10 Unrealized
HESS CORP COM 0.2%
Value ($000) $640,502 Shares 14,600 Est. Cost $49644.47 Unrealized
ALTABA INC COM ADDED 0.2%
Value ($000) $599,280 Shares 11,000 Est. Cost $54480.00 Unrealized
LEVEL 3 COMMUNICATIONS INC COM NEW 0.2%
Value ($000) $581,140 Shares 9,800 Est. Cost $59300.00 Unrealized
LUMOS NETWORKS CORP COM 0.2%
Value ($000) $541,890 Shares 30,324 Est. Cost $17870.00 Unrealized
U S SILICA HLDGS INC COM 0.1%
Value ($000) $472,017 Shares 13,300 Est. Cost $52604.16 Unrealized
CONTINENTAL RESOURCES INC COM 0.1%
Value ($000) $455,853 Shares 14,100 Est. Cost $48205.63 Unrealized
ANADARKO PETE CORP COM 0.1%
Value ($000) $420,256 Shares 9,269 Est. Cost $54288.00 Unrealized
REYNOLDS AMERICAN INC COM 0.1%
Value ($000) $390,240 Shares 6,000 Est. Cost $65040.00 Unrealized
PANERA BREAD CO CL A 0.1%
Value ($000) $346,104 Shares 1,100 Est. Cost $314640.00 Unrealized
SPECTRANETICS CORP COM 0.1%
Value ($000) $345,600 Shares 9,000 Est. Cost $38400.00 Unrealized
TMO THERMO FISHER SCIENTIFIC INC COM 0.1%
Value ($000) $244,258 Shares 1,400 Est. Cost $164.09 Unrealized 0.0%
NEUSTAR INC CL A 0.1%
Value ($000) $243,455 Shares 7,300 Est. Cost $33350.00 Unrealized
SYNERON MEDICAL LTD ORD SHS 0.1%
Value ($000) $219,000 Shares 20,000 Est. Cost $10950.00 Unrealized
ENCANA CORP COM 0.1%
Value ($000) $203,372 Shares 23,107 Est. Cost $11699.03 Unrealized
VNO VORNADO RLTY TR SH BEN INT 0.1%
Value ($000) $187,331 Shares 1,995 Est. Cost $93900.25 Unrealized
VZ VERIZON COMMUNICATIONS INC COM 0.1%
Value ($000) $185,741 Shares 4,159 Est. Cost $29.53 Unrealized 0.0%
ABBV ABBVIE INC COM 0.1%
Value ($000) $181,275 Shares 2,500 Est. Cost $46.96 Unrealized 0.0%
PACIFIC CONTINENTAL CORP COM 0.1%
Value ($000) $178,850 Shares 7,000 Est. Cost $25550.00 Unrealized
VIACOM INC NEW CL B 0.1%
Value ($000) $177,686 Shares 5,293 Est. Cost $33570.00 Unrealized
RICE ENERGY INC COM 0.0%
Value ($000) $132,298 Shares 4,968 Est. Cost $26630.03 Unrealized
INCY INCYTE CORP COM 0.0%
Value ($000) $125,910 Shares 1,000 Est. Cost $127.25 Unrealized 0.0%
UHS UNIVERSAL HLTH SVCS INC CL B 0.0%
Value ($000) $94,978 Shares 778 Est. Cost $114.61 Unrealized 0.0%
SNA SNAP ON INC COM 0.0%
Value ($000) $94,958 Shares 601 Est. Cost $131.85 Unrealized 0.0%
SYMANTEC CORP COM 0.0%
Value ($000) $93,592 Shares 3,313 Est. Cost $28249.92 Unrealized
DISCOVER FINL SVCS COM 0.0%
Value ($000) $93,285 Shares 1,500 Est. Cost $62190.00 Unrealized
ORLY O REILLY AUTOMOTIVE INC NEW COM 0.0%
Value ($000) $92,965 Shares 425 Est. Cost $16.33 Unrealized 0.0%
T AT T INC COM 0.0%
Value ($000) $92,665 Shares 2,456 Est. Cost $15.92 Unrealized 0.0%
CSCO CISCO SYS INC COM 0.0%
Value ($000) $91,740 Shares 2,931 Est. Cost $25.06 Unrealized 0.0%
FEDERAL REALTY INVT TR SH BEN INT NEW 0.0%
Value ($000) $91,633 Shares 725 Est. Cost $126390.34 Unrealized
PG PROCTER AND GAMBLE CO COM 0.0%
Value ($000) $91,508 Shares 1,050 Est. Cost $70.14 Unrealized 0.0%
TJX TJX COS INC NEW COM 0.0%
Value ($000) $69,211 Shares 959 Est. Cost $33.39 Unrealized 0.0%
CAT CATERPILLAR INC DEL COM 0.0%
Value ($000) $69,204 Shares 644 Est. Cost $84.05 Unrealized 0.0%
WU WESTERN UN CO COM 0.0%
Value ($000) $68,809 Shares 3,612 Est. Cost $19050.11 Unrealized
DE DEERE CO COM 0.0%
Value ($000) $68,716 Shares 556 Est. Cost $102.78 Unrealized 0.0%
LOW LOWES COS INC COM 0.0%
Value ($000) $68,537 Shares 884 Est. Cost $69.71 Unrealized 0.0%
SLB SCHLUMBERGER LTD COM 0.0%
Value ($000) $68,144 Shares 1,035 Est. Cost $55.82 Unrealized 0.0%
INTC INTEL CORP COM 0.0%
Value ($000) $67,919 Shares 2,013 Est. Cost $29.57 Unrealized 0.0%
EIX EDISON INTL COM 0.0%
Value ($000) $67,556 Shares 864 Est. Cost $55.65 Unrealized 0.0%
NIELSEN HLDGS PLC SHS EUR 0.0%
Value ($000) $67,036 Shares 1,734 Est. Cost $38659.75 Unrealized
HRL HORMEL FOODS CORP COM 0.0%
Value ($000) $67,026 Shares 1,965 Est. Cost $27.67 Unrealized 0.0%
FMC F M C CORP COM NEW 0.0%
Value ($000) $66,695 Shares 913 Est. Cost $52.10 Unrealized 0.0%
SPG SIMON PPTY GROUP INC NEW COM 0.0%
Value ($000) $66,645 Shares 412 Est. Cost $102.67 Unrealized 0.0%
MLM MARTIN MARIETTA MATLS INC COM 0.0%
Value ($000) $66,551 Shares 299 Est. Cost $212.10 Unrealized 0.0%
KHC KRAFT HEINZ CO COM 0.0%
Value ($000) $66,457 Shares 776 Est. Cost $60.74 Unrealized 0.0%
AES AES CORP COM 0.0%
Value ($000) $65,382 Shares 5,885 Est. Cost $8.38 Unrealized 0.0%
URI UNITED RENTALS INC COM 0.0%
Value ($000) $26,712 Shares 237 Est. Cost $108.13 Unrealized 0.0%
OKE ONEOK INC NEW COM 0.0%
Value ($000) $26,132 Shares 501 Est. Cost $30.31 Unrealized 0.0%
FAST FASTENAL CO COM 0.0%
Value ($000) $26,118 Shares 600 Est. Cost $8.97 Unrealized 0.0%
FLS FLOWSERVE CORP COM 0.0%
Value ($000) $25,908 Shares 558 Est. Cost $40.37 Unrealized 0.0%
XCERRA CORP COM 0.0%
Value ($000) $25,754 Shares 2,636 Est. Cost $9770.11 Unrealized
NOBLE ENERGY INC COM 0.0%
Value ($000) $25,753 Shares 910 Est. Cost $28300.00 Unrealized
TRIP TRIPADVISOR INC COM 0.0%
Value ($000) $25,747 Shares 674 Est. Cost $36.78 Unrealized 0.0%
PWR QUANTA SVCS INC COM 0.0%
Value ($000) $25,743 Shares 782 Est. Cost $32.67 Unrealized 0.0%
FOOT LOCKER INC COM 0.0%
Value ($000) $25,675 Shares 521 Est. Cost $49280.23 Unrealized
ROST ROSS STORES INC COM 0.0%
Value ($000) $25,632 Shares 444 Est. Cost $57.27 Unrealized 0.0%
MARATHON OIL CORP COM 0.0%
Value ($000) $25,632 Shares 2,163 Est. Cost $11850.21 Unrealized
FLR FLUOR CORP NEW COM 0.0%
Value ($000) $25,499 Shares 557 Est. Cost $44.60 Unrealized 0.0%
BEN FRANKLIN RES INC COM 0.0%
Value ($000) $25,486 Shares 569 Est. Cost $27.06 Unrealized 0.0%
TSCO TRACTOR SUPPLY CO COM 0.0%
Value ($000) $25,479 Shares 470 Est. Cost $10.40 Unrealized 0.0%
CIMAREX ENERGY CO COM 0.0%
Value ($000) $25,383 Shares 270 Est. Cost $94011.11 Unrealized
SWK STANLEY BLACK DECKER INC COM 0.0%
Value ($000) $25,331 Shares 180 Est. Cost $108.71 Unrealized 0.0%
TORCHMARK CORP COM 0.0%
Value ($000) $25,322 Shares 331 Est. Cost $76501.51 Unrealized
MOS MOSAIC CO NEW COM 0.0%
Value ($000) $25,250 Shares 1,106 Est. Cost $21.31 Unrealized 0.0%
REG REGENCY CTRS CORP COM 0.0%
Value ($000) $25,244 Shares 403 Est. Cost $44.68 Unrealized 0.0%
DR PEPPER SNAPPLE GROUP INC COM 0.0%
Value ($000) $25,237 Shares 277 Est. Cost $91108.30 Unrealized
IBM INTERNATIONAL BUSINESS MACHS COM 0.0%
Value ($000) $25,228 Shares 164 Est. Cost $103.77 Unrealized 0.0%
SCRIPPS NETWORKS INTERACT IN CL A COM 0.0%
Value ($000) $25,001 Shares 366 Est. Cost $68308.74 Unrealized
HOG HARLEY DAVIDSON INC COM 0.0%
Value ($000) $24,903 Shares 461 Est. Cost $55.65 Unrealized 0.0%
HPQ HP INC COM 0.0%
Value ($000) $24,892 Shares 1,424 Est. Cost $13.82 Unrealized 0.0%
KIM KIMCO RLTY CORP COM 0.0%
Value ($000) $24,644 Shares 1,343 Est. Cost $12.68 Unrealized 0.0%