Exane Asset Management Quant / Systematic

CIK: 0001666256 · Show all filings

Period: Q3 2017 (← Previous) (Next →)

Filing Date: Oct 13, 2017

Total Value ($000): $511,647,553 (100.0% shares, 0.0% debt)

Holdings (114)

GILD GILEAD SCIENCES INC COM 8.9%
Value ($000) $45,337,739 Shares 559,587 Est. Cost $57.32 Unrealized -2.4%
QIAGEN NV SHS NEW 7.3%
Value ($000) $37,354,616 Shares 1,187,268 Est. Cost $31186.37 Unrealized
T ATT INC COM 6.3%
Value ($000) $32,342,081 Shares 825,685 Est. Cost $15.61 Unrealized -0.0%
BMY BRISTOL MYERS SQUIBB CO COM 5.9%
Value ($000) $30,197,526 Shares 473,761 Est. Cost $41.41 Unrealized +4.1%
VZ VERIZON COMMUNICATIONS INC COM 5.4%
Value ($000) $27,509,511 Shares 555,860 Est. Cost $30.22 Unrealized +0.0%
ASH ASHLAND GLOBAL HLDGS INC COM 4.8%
Value ($000) $24,729,059 Shares 378,178 Est. Cost $52.89 Unrealized +5.0%
CNH CNH INDL N V SHS 4.7%
Value ($000) $23,875,136 Shares 1,988,968 Est. Cost $8.70 Unrealized 0.0%
APD AIR PRODS CHEMS INC COM 4.6%
Value ($000) $23,561,739 Shares 155,811 Est. Cost $109.90 Unrealized +8.4%
PQ GROUP HLDGS INC COM ADDED 4.6%
Value ($000) $23,527,706 Shares 1,363,925 Est. Cost $17250.00 Unrealized
BIIB BIOGEN INC COM 4.6%
Value ($000) $23,467,718 Shares 74,948 Est. Cost $268.16 Unrealized +10.4%
LBTYAUSD LIBERTY GLOBAL PLC SHS CL A 4.3%
Value ($000) $21,815,524 Shares 643,336 Est. Cost $33751.44 Unrealized
TIM PARTICIPACOES S A SPONSORED ADR 4.2%
Value ($000) $21,380,142 Shares 1,169,592 Est. Cost $9291.71 Unrealized
CF CF INDS HLDGS INC COM 3.0%
Value ($000) $15,313,622 Shares 435,541 Est. Cost $24.93 Unrealized 0.0%
OLN OLIN CORP COM PAR $1 2.9%
Value ($000) $14,952,831 Shares 436,579 Est. Cost $24.35 Unrealized +1.4%
UNIVAR INC COM 2.8%
Value ($000) $14,397,188 Shares 497,656 Est. Cost $28930.00 Unrealized
BAC BANK AMER CORP COM 2.5%
Value ($000) $12,670,000 Shares 500,000 Est. Cost $19.10 Unrealized +4.5%
ALEXION PHARMACEUTICALS INC COM 2.2%
Value ($000) $11,204,261 Shares 79,865 Est. Cost $121670.00 Unrealized
BMRN BIOMARIN PHARMACEUTICAL INC COM 2.2%
Value ($000) $11,187,014 Shares 120,200 Est. Cost $88.36 Unrealized 0.0%
MRK MERCK CO INC COM 2.0%
Value ($000) $10,044,258 Shares 156,868 Est. Cost $46.68 Unrealized 0.0%
C CITIGROUP INC COM NEW 1.8%
Value ($000) $9,092,500 Shares 125,000 Est. Cost $41.72 Unrealized +24.4%
DBV TECHNOLOGIES S A SPONSORED ADR 1.2%
Value ($000) $6,068,920 Shares 143,000 Est. Cost $32989.65 Unrealized
PCAR PACCAR INC COM 1.0%
Value ($000) $5,123,987 Shares 70,832 Est. Cost $31.81 Unrealized +1.8%
NXPI NXP SEMICONDUCTORS N V COM 0.9%
Value ($000) $4,618,596 Shares 40,840 Est. Cost $97.06 Unrealized +2.1%
TIME WARNER INC COM NEW 0.9%
Value ($000) $4,497,555 Shares 43,900 Est. Cost $102450.00 Unrealized
MONSANTO CO NEW COM 0.8%
Value ($000) $4,013,970 Shares 33,500 Est. Cost $118360.00 Unrealized
VWR CORP COM 0.7%
Value ($000) $3,363,314 Shares 101,580 Est. Cost $33078.42 Unrealized
BARD C R INC COM 0.7%
Value ($000) $3,326,790 Shares 10,380 Est. Cost $319451.16 Unrealized
FTI TECHNIPFMC PLC COM 0.5%
Value ($000) $2,813,341 Shares 101,696 Est. Cost $21.25 Unrealized -13.4%
KITE PHARMA INC COM 0.5%
Value ($000) $2,697,150 Shares 15,000 Est. Cost $179810.00 Unrealized
SCRIPPS NETWORKS INTERACT IN CL A COM 0.5%
Value ($000) $2,662,590 Shares 31,000 Est. Cost $85682.43 Unrealized
LEVEL 3 COMMUNICATIONS INC COM NEW 0.5%
Value ($000) $2,629,382 Shares 49,341 Est. Cost $54483.69 Unrealized
HAL HALLIBURTON CO COM 0.5%
Value ($000) $2,335,792 Shares 50,745 Est. Cost $36.39 Unrealized -2.6%
TMUS T MOBILE US INC COM 0.4%
Value ($000) $2,234,497 Shares 36,239 Est. Cost $51.95 Unrealized +16.6%
BA BOEING CO COM 0.4%
Value ($000) $2,023,003 Shares 7,958 Est. Cost $220.44 Unrealized 0.0%
DOMINION DIAMOND CORP COM 0.4%
Value ($000) $1,910,046 Shares 134,700 Est. Cost $14180.00 Unrealized
RICE ENERGY INC COM 0.4%
Value ($000) $1,880,174 Shares 64,968 Est. Cost $28763.36 Unrealized
ALTABA INC COM 0.3%
Value ($000) $1,722,240 Shares 26,000 Est. Cost $61264.62 Unrealized
NXSTAGE MEDICAL INC COM 0.3%
Value ($000) $1,656,000 Shares 60,000 Est. Cost $27600.00 Unrealized
WEST CORP COM 0.3%
Value ($000) $1,547,565 Shares 65,938 Est. Cost $23379.01 Unrealized
ATWOOD OCEANICS INC COM 0.3%
Value ($000) $1,507,949 Shares 160,591 Est. Cost $9390.00 Unrealized
SU SUNCOR ENERGY INC NEW COM 0.3%
Value ($000) $1,490,894 Shares 42,521 Est. Cost $20.39 Unrealized +14.6%
PAREXEL INTL CORP COM 0.3%
Value ($000) $1,479,744 Shares 16,800 Est. Cost $88080.00 Unrealized
BANKRATE INC DEL COM 0.3%
Value ($000) $1,463,062 Shares 104,879 Est. Cost $13950.00 Unrealized
DB DEUTSCHE BANK AG NAMEN AKT 0.2%
Value ($000) $1,175,620 Shares 68,014 Est. Cost $15.21 Unrealized -0.6%
BROCADE COMMUNICATIONS SYS I COM NEW 0.2%
Value ($000) $819,770 Shares 68,600 Est. Cost $12584.99 Unrealized
BOB EVANS FARMS INC COM 0.2%
Value ($000) $775,100 Shares 10,000 Est. Cost $77510.00 Unrealized
DELL TECHNOLOGIES INC COM CL V 0.1%
Value ($000) $661,458 Shares 8,567 Est. Cost $77209.99 Unrealized
CONTINENTAL RESOURCES INC COM 0.1%
Value ($000) $603,976 Shares 15,643 Est. Cost $47259.13 Unrealized
FANG DIAMONDBACK ENERGY INC COM 0.1%
Value ($000) $587,760 Shares 6,000 Est. Cost $71.15 Unrealized 0.0%
ANADARKO PETE CORP COM 0.1%
Value ($000) $543,456 Shares 11,125 Est. Cost $53380.77 Unrealized
LUMOS NETWORKS CORP COM 0.1%
Value ($000) $543,406 Shares 30,324 Est. Cost $17870.00 Unrealized
PACIFIC CONTINENTAL CORP COM 0.1%
Value ($000) $533,610 Shares 19,800 Est. Cost $26455.05 Unrealized
GCP APPLIED TECHNOLOGIES INC COM 0.1%
Value ($000) $454,084 Shares 14,791 Est. Cost $27065.01 Unrealized
CHTR CHARTER COMMUNICATIONS INC N CL A 0.1%
Value ($000) $363,420 Shares 1,000 Est. Cost $372.21 Unrealized 0.0%
FIAT CHRYSLER AUTOMOBILES N SHS 0.1%
Value ($000) $359,011 Shares 20,044 Est. Cost $17911.15 Unrealized
ENCANA CORP COM 0.1%
Value ($000) $272,646 Shares 23,148 Est. Cost $11699.03 Unrealized
ABBV ABBVIE INC COM 0.0%
Value ($000) $248,808 Shares 2,800 Est. Cost $47.67 Unrealized +12.5%
CU BANCORP CALIF COM 0.0%
Value ($000) $224,895 Shares 5,800 Est. Cost $38775.00 Unrealized
NUE NUCOR CORP COM 0.0%
Value ($000) $195,860 Shares 3,495 Est. Cost $47.01 Unrealized 0.0%
BFH ALLIANCE DATA SYSTEMS CORP COM 0.0%
Value ($000) $192,527 Shares 869 Est. Cost $161.55 Unrealized 0.0%
MO ALTRIA GROUP INC COM 0.0%
Value ($000) $192,480 Shares 3,035 Est. Cost $36.09 Unrealized 0.0%
LUV SOUTHWEST AIRLS CO COM 0.0%
Value ($000) $191,732 Shares 3,425 Est. Cost $50.59 Unrealized 0.0%
MAC MACERICH CO COM 0.0%
Value ($000) $191,625 Shares 3,486 Est. Cost $54969.88 Unrealized
CAG CONAGRA BRANDS INC COM 0.0%
Value ($000) $190,800 Shares 5,655 Est. Cost $24.81 Unrealized 0.0%
STERICYCLE INC COM 0.0%
Value ($000) $190,151 Shares 2,655 Est. Cost $71619.96 Unrealized
DGX QUEST DIAGNOSTICS INC COM 0.0%
Value ($000) $189,059 Shares 2,019 Est. Cost $89.87 Unrealized 0.0%
AVB AVALONBAY CMNTYS INC COM 0.0%
Value ($000) $187,519 Shares 1,051 Est. Cost $140.26 Unrealized 0.0%
FLS FLOWSERVE CORP COM 0.0%
Value ($000) $187,055 Shares 4,392 Est. Cost $35.99 Unrealized -1.8%
PRICELINE GRP INC COM NEW 0.0%
Value ($000) $186,744 Shares 102 Est. Cost $1830823.50 Unrealized
COACH INC COM 0.0%
Value ($000) $186,738 Shares 4,636 Est. Cost $40279.98 Unrealized
SNA SNAP ON INC COM 0.0%
Value ($000) $184,921 Shares 1,241 Est. Cost $126.56 Unrealized -3.9%
HOLX HOLOGIC INC COM 0.0%
Value ($000) $184,844 Shares 5,038 Est. Cost $40.36 Unrealized 0.0%
KMI KINDER MORGAN INC DEL COM 0.0%
Value ($000) $184,588 Shares 9,624 Est. Cost $12.30 Unrealized 0.0%
KHC KRAFT HEINZ CO COM 0.0%
Value ($000) $179,838 Shares 2,319 Est. Cost $57.86 Unrealized -2.5%
AKORN INC COM 0.0%
Value ($000) $179,492 Shares 5,408 Est. Cost $33190.09 Unrealized
UBS UBS GROUP AG SHS 0.0%
Value ($000) $153,553 Shares 8,984 Est. Cost $15.87 Unrealized +7.8%
LEN LENNAR CORP CL A 0.0%
Value ($000) $143,299 Shares 2,714 Est. Cost $45.63 Unrealized 0.0%
WESTROCK CO COM 0.0%
Value ($000) $140,917 Shares 2,484 Est. Cost $56729.87 Unrealized
FAST FASTENAL CO COM 0.0%
Value ($000) $140,569 Shares 3,084 Est. Cost $8.73 Unrealized -0.7%
ROST ROSS STORES INC COM 0.0%
Value ($000) $139,471 Shares 2,160 Est. Cost $53.82 Unrealized -1.7%
DISH NETWORK CORP CL A 0.0%
Value ($000) $139,371 Shares 2,570 Est. Cost $54229.96 Unrealized
RVTY PERKINELMER INC COM 0.0%
Value ($000) $138,768 Shares 2,012 Est. Cost $65.61 Unrealized 0.0%
AMZN AMAZON COM INC COM 0.0%
Value ($000) $138,434 Shares 144 Est. Cost $49.12 Unrealized 0.0%
HOG HARLEY DAVIDSON INC COM 0.0%
Value ($000) $137,302 Shares 2,848 Est. Cost $49.80 Unrealized -2.3%
VRTX VERTEX PHARMACEUTICALS INC COM 0.0%
Value ($000) $137,292 Shares 903 Est. Cost $150.51 Unrealized 0.0%
BKR BAKER HUGHES A GE CO CL A ADDED 0.0%
Value ($000) $136,153 Shares 3,718 Est. Cost $28.18 Unrealized 0.0%
OKE ONEOK INC NEW COM 0.0%
Value ($000) $136,032 Shares 2,455 Est. Cost $31.70 Unrealized +1.1%
HCP INC COM 0.0%
Value ($000) $135,922 Shares 4,884 Est. Cost $27830.06 Unrealized
WALGREENS BOOTS ALLIANCE INC COM 0.0%
Value ($000) $133,513 Shares 1,729 Est. Cost $77219.78 Unrealized
TMO THERMO FISHER SCIENTIFIC INC COM 0.0%
Value ($000) $132,440 Shares 700 Est. Cost $164.09 Unrealized +7.9%
FISV FISERV INC COM 0.0%
Value ($000) $53,389 Shares 414 Est. Cost $62.13 Unrealized 0.0%
HBAN HUNTINGTON BANCSHARES INC COM 0.0%
Value ($000) $53,355 Shares 3,822 Est. Cost $9.08 Unrealized 0.0%
GT GOODYEAR TIRE RUBR CO COM 0.0%
Value ($000) $52,735 Shares 1,586 Est. Cost $32.50 Unrealized 0.0%
HCA HCA HEALTHCARE INC COM 0.0%
Value ($000) $52,609 Shares 661 Est. Cost $74.76 Unrealized 0.0%
IP INTL PAPER CO COM 0.0%
Value ($000) $52,331 Shares 921 Est. Cost $36.51 Unrealized 0.0%
IVZ INVESCO LTD SHS 0.0%
Value ($000) $52,315 Shares 1,493 Est. Cost $23.01 Unrealized 0.0%
DE DEERE CO COM 0.0%
Value ($000) $52,120 Shares 415 Est. Cost $102.78 Unrealized +5.6%
PFG PRINCIPAL FINL GROUP INC COM 0.0%
Value ($000) $52,115 Shares 810 Est. Cost $46.64 Unrealized 0.0%
MDLZ MONDELEZ INTL INC CL A 0.0%
Value ($000) $51,598 Shares 1,269 Est. Cost $34.68 Unrealized 0.0%
SL GREEN RLTY CORP COM 0.0%
Value ($000) $51,065 Shares 504 Est. Cost $101319.45 Unrealized
PRU PRUDENTIAL FINL INC COM 0.0%
Value ($000) $50,927 Shares 479 Est. Cost $72.07 Unrealized 0.0%
ETN EATON CORP PLC SHS 0.0%
Value ($000) $50,758 Shares 661 Est. Cost $63.85 Unrealized 0.0%
SCHW SCHWAB CHARLES CORP NEW COM 0.0%
Value ($000) $50,651 Shares 1,158 Est. Cost $37.16 Unrealized 0.0%
NTAP NETAPP INC COM 0.0%
Value ($000) $50,630 Shares 1,157 Est. Cost $33.20 Unrealized 0.0%
JUNIPER NETWORKS INC COM 0.0%
Value ($000) $50,595 Shares 1,818 Est. Cost $27830.03 Unrealized
ADSK AUTODESK INC COM 0.0%
Value ($000) $50,517 Shares 450 Est. Cost $110.32 Unrealized 0.0%
MDT MEDTRONIC PLC SHS 0.0%
Value ($000) $50,395 Shares 648 Est. Cost $66.95 Unrealized 0.0%
AES AES CORP COM 0.0%
Value ($000) $50,339 Shares 4,568 Est. Cost $8.38 Unrealized -1.8%
JNJ JOHNSON JOHNSON COM 0.0%
Value ($000) $50,314 Shares 387 Est. Cost $104.97 Unrealized 0.0%
A AGILENT TECHNOLOGIES INC COM 0.0%
Value ($000) $50,076 Shares 780 Est. Cost $58.52 Unrealized 0.0%
WAT WATERS CORP COM 0.0%
Value ($000) $48,829 Shares 272 Est. Cost $181.32 Unrealized 0.0%
CITRIX SYS INC COM 0.0%
Value ($000) $48,243 Shares 628 Est. Cost $76820.06 Unrealized
XCERRA CORP COM 0.0%
Value ($000) $25,965 Shares 2,636 Est. Cost $9770.11 Unrealized
JBGS JBG SMITH PPTYS COM ADDED 0.0%
Value ($000) $22,921 Shares 670 Est. Cost $34210.45 Unrealized