Exane Asset Management Quant / Systematic

CIK: 0001666256 · Show all filings

Period: Q4 2017 (← Previous) (Next →)

Filing Date: Feb 8, 2018

Total Value ($000): $321,980,675 (100.0% shares, 0.0% debt)

Holdings (97)

QIAGEN NV SHS NEW 8.4%
Value ($000) $27,013,995 Shares 859,208 Est. Cost $31186.37 Unrealized
APD AIR PRODS CHEMS INC COM 8.3%
Value ($000) $26,604,423 Shares 162,143 Est. Cost $110.70 Unrealized +17.7%
BIIB BIOGEN INC COM 7.6%
Value ($000) $24,337,474 Shares 76,396 Est. Cost $269.15 Unrealized +19.2%
BMY BRISTOL MYERS SQUIBB CO COM 7.3%
Value ($000) $23,490,217 Shares 383,326 Est. Cost $41.41 Unrealized +12.2%
ASH ASHLAND GLOBAL HLDGS INC COM 7.2%
Value ($000) $23,231,848 Shares 326,290 Est. Cost $52.89 Unrealized +14.1%
DOWDUPONT INC COM 7.2%
Value ($000) $23,228,617 Shares 326,153 Est. Cost $71220.00 Unrealized
GILD GILEAD SCIENCES INC COM 6.3%
Value ($000) $20,241,595 Shares 282,546 Est. Cost $57.32 Unrealized -2.5%
TIM PARTICIPACOES S A SPONSORED ADR 5.2%
Value ($000) $16,793,617 Shares 869,685 Est. Cost $9291.71 Unrealized
TMUS T MOBILE US INC COM 5.1%
Value ($000) $16,439,500 Shares 258,849 Est. Cost $57.97 Unrealized +1.7%
BMRN BIOMARIN PHARMACEUTICAL INC COM 4.5%
Value ($000) $14,373,223 Shares 161,189 Est. Cost $88.01 Unrealized -1.2%
FTI TECHNIPFMC PLC COM 3.5%
Value ($000) $11,273,393 Shares 363,278 Est. Cost $19.65 Unrealized -3.2%
CATALENT INC COM 3.0%
Value ($000) $9,506,816 Shares 231,422 Est. Cost $41080.00 Unrealized
C CITIGROUP INC COM NEW 2.9%
Value ($000) $9,301,250 Shares 125,000 Est. Cost $41.72 Unrealized +35.4%
BAK BRASKEM S A SP ADR PFD A 2.7%
Value ($000) $8,650,175 Shares 329,405 Est. Cost $26260.00 Unrealized
PM PHILIP MORRIS INTL INC COM 2.5%
Value ($000) $7,970,342 Shares 75,441 Est. Cost $69.58 Unrealized 0.0%
BAC BANK AMER CORP COM 2.3%
Value ($000) $7,380,000 Shares 250,000 Est. Cost $19.10 Unrealized +19.3%
UBS UBS GROUP AG SHS 2.0%
Value ($000) $6,389,387 Shares 347,000 Est. Cost $17.34 Unrealized +0.2%
NXPI NXP SEMICONDUCTORS N V COM 1.9%
Value ($000) $6,101,443 Shares 52,109 Est. Cost $98.27 Unrealized +4.5%
VZ VERIZON COMMUNICATIONS INC COM 1.9%
Value ($000) $5,999,933 Shares 113,356 Est. Cost $30.22 Unrealized +5.7%
MONSANTO CO NEW COM 1.2%
Value ($000) $3,888,774 Shares 33,300 Est. Cost $118360.00 Unrealized
CNH CNH INDL N V SHS 1.2%
Value ($000) $3,711,068 Shares 276,752 Est. Cost $8.70 Unrealized +9.7%
DBV TECHNOLOGIES S A SPONSORED ADR 0.9%
Value ($000) $2,952,000 Shares 120,000 Est. Cost $32989.65 Unrealized
NXSTAGE MEDICAL INC COM 0.8%
Value ($000) $2,704,020 Shares 111,598 Est. Cost $26041.86 Unrealized
TIME WARNER INC COM NEW 0.6%
Value ($000) $2,003,193 Shares 21,900 Est. Cost $102450.00 Unrealized
SCRIPPS NETWORKS INTERACT IN CL A COM 0.6%
Value ($000) $1,874,859 Shares 21,959 Est. Cost $85682.43 Unrealized
HAL HALLIBURTON CO COM 0.5%
Value ($000) $1,597,169 Shares 32,682 Est. Cost $36.39 Unrealized +2.9%
ALTABA INC COM 0.3%
Value ($000) $1,117,600 Shares 16,000 Est. Cost $61264.62 Unrealized
AKORN INC COM 0.3%
Value ($000) $966,900 Shares 30,000 Est. Cost $32403.07 Unrealized
REGAL ENTMT GROUP CL A 0.3%
Value ($000) $898,771 Shares 39,060 Est. Cost $23010.01 Unrealized
BOB EVANS FARMS INC COM 0.2%
Value ($000) $788,200 Shares 10,000 Est. Cost $77510.00 Unrealized
LOGI LOGITECH INTL S A SHS 0.2%
Value ($000) $716,824 Shares 21,228 Est. Cost $30.96 Unrealized 0.0%
DELL TECHNOLOGIES INC COM CL V 0.2%
Value ($000) $696,326 Shares 8,567 Est. Cost $77209.99 Unrealized
GENERAL CABLE CORP DEL NEW COM 0.2%
Value ($000) $592,000 Shares 20,000 Est. Cost $29600.00 Unrealized
CONTINENTAL RESOURCES INC COM 0.2%
Value ($000) $573,453 Shares 10,826 Est. Cost $47259.13 Unrealized
OXY OCCIDENTAL PETE CORP DEL COM 0.2%
Value ($000) $557,459 Shares 7,568 Est. Cost $55.11 Unrealized 0.0%
ANADARKO PETE CORP COM 0.2%
Value ($000) $541,496 Shares 10,095 Est. Cost $53380.77 Unrealized
BUNGE LIMITED COM 0.2%
Value ($000) $536,640 Shares 8,000 Est. Cost $67080.00 Unrealized
VET VERMILION ENERGY INC COM 0.1%
Value ($000) $410,615 Shares 11,300 Est. Cost $34.83 Unrealized 0.0%
ENCANA CORP COM 0.1%
Value ($000) $309,186 Shares 23,177 Est. Cost $11699.03 Unrealized
TMO THERMO FISHER SCIENTIFIC INC COM 0.1%
Value ($000) $265,832 Shares 1,400 Est. Cost $175.77 Unrealized +6.6%
OKE ONEOK INC NEW COM 0.1%
Value ($000) $208,829 Shares 3,907 Est. Cost $31.83 Unrealized +0.7%
VRTX VERTEX PHARMACEUTICALS INC COM 0.1%
Value ($000) $194,818 Shares 1,300 Est. Cost $149.77 Unrealized -1.1%
BAZAARVOICE INC COM 0.1%
Value ($000) $191,840 Shares 35,200 Est. Cost $5450.00 Unrealized
FANG DIAMONDBACK ENERGY INC COM 0.1%
Value ($000) $190,511 Shares 1,509 Est. Cost $71.15 Unrealized +17.8%
XEROX CORP COM NEW 0.1%
Value ($000) $190,466 Shares 6,534 Est. Cost $29149.98 Unrealized
CTMX CYTOMX THERAPEUTICS INC COM 0.1%
Value ($000) $189,990 Shares 9,000 Est. Cost $20.73 Unrealized 0.0%
FMC F M C CORP COM NEW 0.1%
Value ($000) $174,932 Shares 1,848 Est. Cost $65.31 Unrealized 0.0%
PRICELINE GRP INC COM NEW 0.1%
Value ($000) $166,823 Shares 96 Est. Cost $1830823.50 Unrealized
AVEXIS INC COM 0.1%
Value ($000) $166,005 Shares 1,500 Est. Cost $110670.00 Unrealized
ESS ESSEX PPTY TR INC COM 0.1%
Value ($000) $160,994 Shares 667 Est. Cost $191.18 Unrealized 0.0%
WELL WELLTOWER INC COM 0.0%
Value ($000) $160,254 Shares 2,513 Est. Cost $50.40 Unrealized 0.0%
EXPE EXPEDIA INC DEL COM NEW 0.0%
Value ($000) $160,132 Shares 1,337 Est. Cost $125.31 Unrealized 0.0%
IHS MARKIT LTD SHS 0.0%
Value ($000) $158,657 Shares 3,514 Est. Cost $45149.97 Unrealized
KO COCA COLA CO COM 0.0%
Value ($000) $158,378 Shares 3,452 Est. Cost $35.63 Unrealized 0.0%
IVZ INVESCO LTD SHS 0.0%
Value ($000) $157,378 Shares 4,307 Est. Cost $24.03 Unrealized +2.3%
OMC OMNICOM GROUP INC COM 0.0%
Value ($000) $157,021 Shares 2,156 Est. Cost $53.58 Unrealized 0.0%
NCLH NORWEGIAN CRUISE LINE HLDGS SHS 0.0%
Value ($000) $156,715 Shares 2,943 Est. Cost $55.35 Unrealized 0.0%
HSIC SCHEIN HENRY INC COM 0.0%
Value ($000) $156,461 Shares 2,239 Est. Cost $58.00 Unrealized 0.0%
CTSH COGNIZANT TECHNOLOGY SOLUTIO CL A 0.0%
Value ($000) $156,457 Shares 2,203 Est. Cost $65.14 Unrealized 0.0%
HAS HASBRO INC COM 0.0%
Value ($000) $153,877 Shares 1,693 Est. Cost $70.35 Unrealized 0.0%
MTD METTLER TOLEDO INTERNATIONAL COM 0.0%
Value ($000) $153,021 Shares 247 Est. Cost $639.76 Unrealized 0.0%
HPQ HP INC COM 0.0%
Value ($000) $142,805 Shares 6,797 Est. Cost $16.24 Unrealized 0.0%
SWKS SKYWORKS SOLUTIONS INC COM 0.0%
Value ($000) $130,556 Shares 1,375 Est. Cost $86.96 Unrealized 0.0%
IDXX IDEXX LABS INC COM 0.0%
Value ($000) $129,639 Shares 829 Est. Cost $157.41 Unrealized 0.0%
MCO MOODYS CORP COM 0.0%
Value ($000) $127,978 Shares 867 Est. Cost $136.31 Unrealized 0.0%
NOC NORTHROP GRUMMAN CORP COM 0.0%
Value ($000) $127,675 Shares 416 Est. Cost $263.02 Unrealized 0.0%
UPS UNITED PARCEL SERVICE INC CL B 0.0%
Value ($000) $127,491 Shares 1,070 Est. Cost $86.27 Unrealized 0.0%
BALL BALL CORP COM 0.0%
Value ($000) $127,327 Shares 3,364 Est. Cost $37.09 Unrealized 0.0%
FTV FORTIVE CORP COM 0.0%
Value ($000) $126,395 Shares 1,747 Est. Cost $44.30 Unrealized 0.0%
VTR VENTAS INC COM 0.0%
Value ($000) $126,141 Shares 2,102 Est. Cost $44.53 Unrealized 0.0%
ALLE ALLEGION PUB LTD CO ORD SHS 0.0%
Value ($000) $125,227 Shares 1,574 Est. Cost $75.87 Unrealized 0.0%
BDX BECTON DICKINSON CO COM 0.0%
Value ($000) $124,797 Shares 583 Est. Cost $185.44 Unrealized 0.0%
BWA BORGWARNER INC COM 0.0%
Value ($000) $123,127 Shares 2,410 Est. Cost $40.72 Unrealized 0.0%
ALB ALBEMARLE CORP COM 0.0%
Value ($000) $122,519 Shares 958 Est. Cost $121.22 Unrealized 0.0%
TPR TAPESTRY INC COM ADDED 0.0%
Value ($000) $35,119 Shares 794 Est. Cost $32.95 Unrealized 0.0%
CMI CUMMINS INC COM 0.0%
Value ($000) $34,268 Shares 194 Est. Cost $138.21 Unrealized 0.0%
STT STATE STR CORP COM 0.0%
Value ($000) $33,090 Shares 339 Est. Cost $74.42 Unrealized 0.0%
APARTMENT INVT MGMT CO CL A 0.0%
Value ($000) $32,826 Shares 751 Est. Cost $43709.72 Unrealized
ETN EATON CORP PLC SHS 0.0%
Value ($000) $32,315 Shares 409 Est. Cost $63.85 Unrealized +3.8%
MKC MCCORMICK CO INC COM NON VTG 0.0%
Value ($000) $32,305 Shares 317 Est. Cost $42.68 Unrealized 0.0%
RSG REPUBLIC SVCS INC COM 0.0%
Value ($000) $32,250 Shares 477 Est. Cost $56.69 Unrealized 0.0%
ETR ENTERGY CORP NEW COM 0.0%
Value ($000) $32,230 Shares 396 Est. Cost $30.90 Unrealized 0.0%
TAP MOLSON COORS BREWING CO CL B 0.0%
Value ($000) $32,007 Shares 390 Est. Cost $65.25 Unrealized 0.0%
USB US BANCORP DEL COM NEW 0.0%
Value ($000) $31,987 Shares 597 Est. Cost $39.05 Unrealized 0.0%
GD GENERAL DYNAMICS CORP COM 0.0%
Value ($000) $31,942 Shares 157 Est. Cost $170.35 Unrealized 0.0%
CCL CARNIVAL CORP UNIT 99/99/9999 0.0%
Value ($000) $31,924 Shares 481 Est. Cost $60.75 Unrealized 0.0%
ICE INTERCONTINENTAL EXCHANGE IN COM 0.0%
Value ($000) $31,893 Shares 452 Est. Cost $61.83 Unrealized 0.0%
PPL PPL CORP COM 0.0%
Value ($000) $31,817 Shares 1,028 Est. Cost $24.88 Unrealized 0.0%
XL GROUP LTD COM 0.0%
Value ($000) $31,714 Shares 902 Est. Cost $35159.64 Unrealized
INGERSOLL-RAND PLC SHS 0.0%
Value ($000) $31,662 Shares 355 Est. Cost $89188.73 Unrealized
AVB AVALONBAY CMNTYS INC COM 0.0%
Value ($000) $31,579 Shares 177 Est. Cost $140.26 Unrealized -2.4%
KMI KINDER MORGAN INC DEL COM 0.0%
Value ($000) $31,532 Shares 1,745 Est. Cost $12.30 Unrealized -7.3%
IQV IQVIA HLDGS INC COM ADDED 0.0%
Value ($000) $31,524 Shares 322 Est. Cost $101.80 Unrealized 0.0%
BEN FRANKLIN RES INC COM 0.0%
Value ($000) $31,458 Shares 726 Est. Cost $27.68 Unrealized 0.0%
TIFFANY CO NEW COM 0.0%
Value ($000) $31,289 Shares 301 Est. Cost $103950.16 Unrealized
XCERRA CORP COM 0.0%
Value ($000) $25,806 Shares 2,636 Est. Cost $9770.11 Unrealized
JBGS JBG SMITH PPTYS COM 0.0%
Value ($000) $23,269 Shares 670 Est. Cost $34210.45 Unrealized