Exane Asset Management Quant / Systematic

CIK: 0001666256 · Show all filings

Period: Q1 2018 (← Previous) (Next →)

Filing Date: Apr 30, 2018

Total Value ($000): $333,271,886 (100.0% shares, 0.0% debt)

Holdings (123)

BMY BRISTOL MYERS SQUIBB CO COM 9.9%
Value ($000) $32,985,255 Shares 521,506 Est. Cost $43.18 Unrealized +11.4%
ASH ASHLAND GLOBAL HLDGS INC COM 9.2%
Value ($000) $30,751,079 Shares 440,623 Est. Cost $55.56 Unrealized +13.7%
DOWDUPONT INC COM 6.8%
Value ($000) $22,560,921 Shares 354,119 Est. Cost $70626.91 Unrealized
TMUS T MOBILE US INC COM 6.6%
Value ($000) $22,042,765 Shares 361,120 Est. Cost $58.67 Unrealized +3.0%
QIAGEN NV SHS NEW 6.3%
Value ($000) $21,068,456 Shares 651,236 Est. Cost $31186.37 Unrealized
UBS UBS GROUP AG SHS 4.9%
Value ($000) $16,416,831 Shares 932,519 Est. Cost $18.39 Unrealized +3.4%
APD AIR PRODS CHEMS INC COM 4.9%
Value ($000) $16,196,092 Shares 101,843 Est. Cost $110.70 Unrealized +22.6%
ALEXION PHARMACEUTICALS INC COM 3.8%
Value ($000) $12,594,869 Shares 112,999 Est. Cost $111460.01 Unrealized
PPG PPG INDS INC COM 3.7%
Value ($000) $12,306,020 Shares 110,269 Est. Cost $99.50 Unrealized 0.0%
NXPI NXP SEMICONDUCTORS N V COM 3.2%
Value ($000) $10,812,438 Shares 92,414 Est. Cost $102.18 Unrealized +5.0%
BMRN BIOMARIN PHARMACEUTICAL INC COM 3.2%
Value ($000) $10,787,742 Shares 133,067 Est. Cost $88.01 Unrealized -2.5%
BIIB BIOGEN INC COM 3.2%
Value ($000) $10,499,628 Shares 38,345 Est. Cost $269.15 Unrealized +15.3%
AXTA AXALTA COATING SYS LTD COM 3.0%
Value ($000) $10,125,847 Shares 335,404 Est. Cost $31.25 Unrealized 0.0%
CATALENT INC COM 2.9%
Value ($000) $9,575,151 Shares 233,199 Est. Cost $41080.00 Unrealized
GRACE W R CO DEL NEW COM 2.6%
Value ($000) $8,616,469 Shares 140,723 Est. Cost $61230.00 Unrealized
C CITIGROUP INC COM NEW 2.5%
Value ($000) $8,476,515 Shares 125,578 Est. Cost $41.72 Unrealized +38.2%
ROCKWELL COLLINS INC COM 2.0%
Value ($000) $6,607,650 Shares 49,000 Est. Cost $134850.00 Unrealized
MONSANTO CO NEW COM 1.7%
Value ($000) $5,776,155 Shares 49,500 Est. Cost $117813.45 Unrealized
CAVIUM INC COM 1.7%
Value ($000) $5,704,009 Shares 71,857 Est. Cost $79380.01 Unrealized
BAC BANK AMER CORP COM 1.1%
Value ($000) $3,748,750 Shares 125,000 Est. Cost $19.10 Unrealized +36.4%
BLACKHAWK NETWORK HLDGS INC COM 1.1%
Value ($000) $3,556,556 Shares 79,565 Est. Cost $44700.01 Unrealized
ORBITAL ATK INC COM 1.0%
Value ($000) $3,447,860 Shares 26,000 Est. Cost $132610.00 Unrealized
XL GROUP LTD COM 1.0%
Value ($000) $3,315,600 Shares 60,000 Est. Cost $54957.82 Unrealized
MICROSEMI CORP COM 0.9%
Value ($000) $2,977,120 Shares 46,000 Est. Cost $64720.00 Unrealized
NXSTAGE MEDICAL INC COM 0.8%
Value ($000) $2,774,326 Shares 111,598 Est. Cost $26041.86 Unrealized
CALLIDUS SOFTWARE INC COM 0.8%
Value ($000) $2,566,830 Shares 71,400 Est. Cost $35950.00 Unrealized
GILD GILEAD SCIENCES INC COM 0.7%
Value ($000) $2,491,941 Shares 33,054 Est. Cost $57.32 Unrealized +2.8%
STUDENT TRANSN INC COM 0.7%
Value ($000) $2,264,227 Shares 302,300 Est. Cost $7490.00 Unrealized
GENERAL CABLE CORP DEL NEW COM 0.7%
Value ($000) $2,241,726 Shares 75,734 Est. Cost $29600.00 Unrealized
MULESOFT INC CL A 0.5%
Value ($000) $1,759,200 Shares 40,000 Est. Cost $43980.00 Unrealized
BLUE BUFFALO PET PRODS INC COM 0.5%
Value ($000) $1,592,400 Shares 40,000 Est. Cost $39810.00 Unrealized
ALTABA INC COM 0.5%
Value ($000) $1,554,840 Shares 21,000 Est. Cost $64306.38 Unrealized
CHICAGO BRIDGE IRON CO N V COM 0.4%
Value ($000) $1,412,496 Shares 98,090 Est. Cost $14400.00 Unrealized
FTI TECHNIPFMC PLC COM 0.4%
Value ($000) $1,404,529 Shares 47,692 Est. Cost $19.65 Unrealized +8.7%
VALIDUS HOLDINGS LTD COM SHS 0.4%
Value ($000) $1,349,000 Shares 20,000 Est. Cost $67450.00 Unrealized
DELL TECHNOLOGIES INC COM CL V 0.4%
Value ($000) $1,267,485 Shares 17,313 Est. Cost $75189.33 Unrealized
VET VERMILION ENERGY INC COM 0.3%
Value ($000) $1,099,554 Shares 34,146 Est. Cost $34.81 Unrealized -0.0%
HAL HALLIBURTON CO COM 0.3%
Value ($000) $1,050,095 Shares 22,371 Est. Cost $36.39 Unrealized +15.7%
DBV TECHNOLOGIES S A SPONSORED ADR 0.3%
Value ($000) $978,168 Shares 42,400 Est. Cost $32989.65 Unrealized
BUNGE LIMITED COM 0.3%
Value ($000) $924,250 Shares 12,500 Est. Cost $69549.60 Unrealized
OXY OCCIDENTAL PETE CORP DEL COM 0.3%
Value ($000) $904,048 Shares 13,917 Est. Cost $56.18 Unrealized +2.3%
SHIRE PLC SPONSORED ADR 0.3%
Value ($000) $896,340 Shares 6,000 Est. Cost $149390.00 Unrealized
CONTINENTAL RESOURCES INC COM 0.3%
Value ($000) $872,224 Shares 14,796 Est. Cost $50395.97 Unrealized
DISCOVERY COMMUNICATNS NEW COM SER C 0.2%
Value ($000) $794,640 Shares 40,709 Est. Cost $19520.01 Unrealized
ANADARKO PETE CORP COM 0.2%
Value ($000) $792,398 Shares 13,117 Est. Cost $55000.22 Unrealized
ENCANA CORP COM 0.2%
Value ($000) $722,703 Shares 65,793 Est. Cost $11236.21 Unrealized
CVE CENOVUS ENERGY INC COM 0.2%
Value ($000) $712,191 Shares 83,749 Est. Cost $7.61 Unrealized 0.0%
TMO THERMO FISHER SCIENTIFIC INC COM 0.2%
Value ($000) $660,672 Shares 3,200 Est. Cost $192.51 Unrealized +6.8%
ABBV ABBVIE INC COM 0.2%
Value ($000) $548,970 Shares 5,800 Est. Cost $78.53 Unrealized 0.0%
CTMX CYTOMX THERAPEUTICS INC COM 0.2%
Value ($000) $512,100 Shares 18,000 Est. Cost $24.64 Unrealized +15.8%
AVEXIS INC COM 0.1%
Value ($000) $444,888 Shares 3,600 Est. Cost $118200.84 Unrealized
CERNER CORP COM 0.1%
Value ($000) $270,222 Shares 4,659 Est. Cost $58000.00 Unrealized
D DOMINION ENERGY INC COM 0.1%
Value ($000) $265,539 Shares 3,938 Est. Cost $51.93 Unrealized 0.0%
JACOBS ENGR GROUP INC DEL COM 0.1%
Value ($000) $232,341 Shares 3,928 Est. Cost $59149.95 Unrealized
PM PHILIP MORRIS INTL INC COM 0.1%
Value ($000) $230,409 Shares 2,318 Est. Cost $69.58 Unrealized -1.3%
NCLH NORWEGIAN CRUISE LINE HLDGS SHS 0.1%
Value ($000) $229,148 Shares 4,326 Est. Cost $55.83 Unrealized +1.8%
CTRA CABOT OIL GAS CORP COM 0.1%
Value ($000) $226,563 Shares 9,448 Est. Cost $18.91 Unrealized 0.0%
DISH NETWORK CORP CL A 0.1%
Value ($000) $217,375 Shares 5,737 Est. Cost $37890.01 Unrealized
CBS CORP NEW CL B 0.1%
Value ($000) $214,348 Shares 4,171 Est. Cost $51390.07 Unrealized
EQIX EQUINIX INC COM PAR $0.001 0.1%
Value ($000) $213,670 Shares 511 Est. Cost $361.54 Unrealized 0.0%
FBIN FORTUNE BRANDS HOME SEC IN COM 0.1%
Value ($000) $210,767 Shares 3,579 Est. Cost $49.41 Unrealized 0.0%
ROK ROCKWELL AUTOMATION INC COM 0.1%
Value ($000) $210,608 Shares 1,209 Est. Cost $163.88 Unrealized 0.0%
HD HOME DEPOT INC COM 0.1%
Value ($000) $209,610 Shares 1,176 Est. Cost $154.72 Unrealized 0.0%
CIMAREX ENERGY CO COM 0.1%
Value ($000) $208,318 Shares 2,228 Est. Cost $93500.00 Unrealized
GLW CORNING INC COM 0.1%
Value ($000) $203,245 Shares 7,290 Est. Cost $24.81 Unrealized 0.0%
MO ALTRIA GROUP INC COM 0.1%
Value ($000) $201,294 Shares 3,230 Est. Cost $36.57 Unrealized 0.0%
UPS UNITED PARCEL SERVICE INC CL B 0.1%
Value ($000) $198,226 Shares 1,894 Est. Cost $85.92 Unrealized -0.5%
TSCO TRACTOR SUPPLY CO COM 0.1%
Value ($000) $178,284 Shares 2,829 Est. Cost $12.33 Unrealized 0.0%
PPL PPL CORP COM 0.1%
Value ($000) $174,210 Shares 6,158 Est. Cost $21.55 Unrealized -3.1%
KMX CARMAX INC COM 0.1%
Value ($000) $173,556 Shares 2,802 Est. Cost $65.37 Unrealized 0.0%
NSC NORFOLK SOUTHERN CORP COM 0.1%
Value ($000) $172,441 Shares 1,270 Est. Cost $122.67 Unrealized 0.0%
KHC KRAFT HEINZ CO COM 0.1%
Value ($000) $172,232 Shares 2,765 Est. Cost $48.97 Unrealized 0.0%
STERICYCLE INC COM 0.1%
Value ($000) $171,610 Shares 2,932 Est. Cost $58530.01 Unrealized
GM GENERAL MTRS CO COM 0.1%
Value ($000) $171,089 Shares 4,708 Est. Cost $35.73 Unrealized 0.0%
KMI KINDER MORGAN INC DEL COM 0.1%
Value ($000) $169,018 Shares 11,223 Est. Cost $11.27 Unrealized -1.7%
XRAY DENTSPLY SIRONA INC COM 0.0%
Value ($000) $166,526 Shares 3,310 Est. Cost $58.89 Unrealized 0.0%
BFH ALLIANCE DATA SYSTEMS CORP COM 0.0%
Value ($000) $163,902 Shares 770 Est. Cost $170.90 Unrealized 0.0%
LEN LENNAR CORP CL A 0.0%
Value ($000) $153,716 Shares 2,608 Est. Cost $55.25 Unrealized 0.0%
DHI D R HORTON INC COM 0.0%
Value ($000) $152,081 Shares 3,469 Est. Cost $42.78 Unrealized 0.0%
LOGI LOGITECH INTL S A SHS 0.0%
Value ($000) $143,944 Shares 3,928 Est. Cost $30.96 Unrealized +10.6%
WFC WELLS FARGO CO NEW COM 0.0%
Value ($000) $88,520 Shares 1,689 Est. Cost $47.72 Unrealized 0.0%
COR AMERISOURCEBERGEN CORP COM 0.0%
Value ($000) $58,019 Shares 673 Est. Cost $73.93 Unrealized 0.0%
META FACEBOOK INC CL A 0.0%
Value ($000) $58,004 Shares 363 Est. Cost $178.31 Unrealized 0.0%
CLX CLOROX CO DEL COM 0.0%
Value ($000) $57,504 Shares 432 Est. Cost $106.77 Unrealized 0.0%
GAP GAP INC DEL COM 0.0%
Value ($000) $57,221 Shares 1,834 Est. Cost $24.80 Unrealized 0.0%
CMCSA COMCAST CORP NEW CL A 0.0%
Value ($000) $57,030 Shares 1,669 Est. Cost $31.79 Unrealized 0.0%
MDLZ MONDELEZ INTL INC CL A 0.0%
Value ($000) $56,878 Shares 1,363 Est. Cost $35.85 Unrealized 0.0%
CF CF INDS HLDGS INC COM 0.0%
Value ($000) $56,708 Shares 1,503 Est. Cost $33.41 Unrealized 0.0%
BA BOEING CO COM 0.0%
Value ($000) $56,395 Shares 172 Est. Cost $322.88 Unrealized 0.0%
BK BANK NEW YORK MELLON CORP COM 0.0%
Value ($000) $56,219 Shares 1,091 Est. Cost $44.73 Unrealized 0.0%
TGT TARGET CORP COM 0.0%
Value ($000) $56,099 Shares 808 Est. Cost $58.46 Unrealized 0.0%
ORCL ORACLE CORP COM 0.0%
Value ($000) $55,952 Shares 1,223 Est. Cost $44.25 Unrealized 0.0%
DRI DARDEN RESTAURANTS INC COM 0.0%
Value ($000) $55,924 Shares 656 Est. Cost $76.11 Unrealized 0.0%
HANESBRANDS INC COM 0.0%
Value ($000) $55,426 Shares 3,009 Est. Cost $18420.07 Unrealized
QRVO QORVO INC COM 0.0%
Value ($000) $55,233 Shares 784 Est. Cost $75.36 Unrealized 0.0%
ACTIVISION BLIZZARD INC COM 0.0%
Value ($000) $54,845 Shares 813 Est. Cost $67460.02 Unrealized
NORDSTROM INC COM 0.0%
Value ($000) $54,752 Shares 1,131 Est. Cost $48410.26 Unrealized
COTY COTY INC COM CL A 0.0%
Value ($000) $54,003 Shares 2,951 Est. Cost $17.91 Unrealized 0.0%
SYF SYNCHRONY FINL COM 0.0%
Value ($000) $53,346 Shares 1,591 Est. Cost $30.49 Unrealized 0.0%
PG PROCTER AND GAMBLE CO COM 0.0%
Value ($000) $43,525 Shares 549 Est. Cost $67.87 Unrealized 0.0%
IVZ INVESCO LTD SHS 0.0%
Value ($000) $43,117 Shares 1,347 Est. Cost $24.03 Unrealized -1.7%
ED CONSOLIDATED EDISON INC COM 0.0%
Value ($000) $43,101 Shares 553 Est. Cost $58.47 Unrealized 0.0%
CMS CMS ENERGY CORP COM 0.0%
Value ($000) $42,935 Shares 948 Est. Cost $34.73 Unrealized 0.0%
KO COCA COLA CO COM 0.0%
Value ($000) $42,865 Shares 987 Est. Cost $35.63 Unrealized -1.6%
AXP AMERICAN EXPRESS CO COM 0.0%
Value ($000) $42,816 Shares 459 Est. Cost $87.01 Unrealized 0.0%
CNC CENTENE CORP DEL COM 0.0%
Value ($000) $42,748 Shares 400 Est. Cost $52.13 Unrealized 0.0%
AEP AMERICAN ELEC PWR INC COM 0.0%
Value ($000) $42,320 Shares 617 Est. Cost $50.98 Unrealized 0.0%
EBAY EBAY INC COM 0.0%
Value ($000) $42,172 Shares 1,048 Est. Cost $36.84 Unrealized 0.0%
MAA MID AMER APT CMNTYS INC COM 0.0%
Value ($000) $42,153 Shares 462 Est. Cost $68.97 Unrealized 0.0%
HSY HERSHEY CO COM 0.0%
Value ($000) $42,058 Shares 425 Est. Cost $85.63 Unrealized 0.0%
AIG AMERICAN INTL GROUP INC COM NEW 0.0%
Value ($000) $42,012 Shares 772 Est. Cost $48.06 Unrealized 0.0%
ELV ANTHEM INC COM 0.0%
Value ($000) $41,963 Shares 191 Est. Cost $211.75 Unrealized 0.0%
SWK STANLEY BLACK DECKER INC COM 0.0%
Value ($000) $41,824 Shares 273 Est. Cost $130.20 Unrealized 0.0%
ADP AUTOMATIC DATA PROCESSING IN COM 0.0%
Value ($000) $41,193 Shares 363 Est. Cost $98.61 Unrealized 0.0%
AETNA INC NEW COM 0.0%
Value ($000) $41,067 Shares 243 Est. Cost $169000.00 Unrealized
V VISA INC COM CL A 0.0%
Value ($000) $40,551 Shares 339 Est. Cost $114.76 Unrealized 0.0%
PFG PRINCIPAL FINL GROUP INC COM 0.0%
Value ($000) $40,505 Shares 665 Est. Cost $48.41 Unrealized 0.0%
PRU PRUDENTIAL FINL INC COM 0.0%
Value ($000) $39,556 Shares 382 Est. Cost $77.10 Unrealized 0.0%
USB US BANCORP DEL COM NEW 0.0%
Value ($000) $38,633 Shares 765 Est. Cost $39.24 Unrealized +1.7%
CVS CVS HEALTH CORP COM 0.0%
Value ($000) $37,948 Shares 610 Est. Cost $55.85 Unrealized 0.0%
JBGS JBG SMITH PPTYS COM 0.0%
Value ($000) $22,586 Shares 670 Est. Cost $34210.45 Unrealized
SBAC SBA COMMUNICATIONS CORP NEW CL A 0.0%
Value ($000) $15,554 Shares 91 Est. Cost $153.09 Unrealized 0.0%
NUE NUCOR CORP COM 0.0%
Value ($000) $14,295 Shares 234 Est. Cost $55.79 Unrealized 0.0%