Exane Asset Management Quant / Systematic

CIK: 0001666256 · Show all filings

Period: Q3 2018 (← Previous) (Next →)

Filing Date: Nov 16, 2018

Total Value ($000): $319,442,266 (100.0% shares, 0.0% debt)

Holdings (129)

BMY BRISTOL MYERS SQUIBB CO COM 6.3%
Value ($000) $20,184,753 Shares 325,141 Est. Cost $43.18 Unrealized +4.2%
QIAGEN NV SHS NEW 6.2%
Value ($000) $19,742,931 Shares 522,037 Est. Cost $32241.59 Unrealized
ALEXION PHARMACEUTICALS INC COM 6.0%
Value ($000) $19,172,259 Shares 137,920 Est. Cost $139010.00 Unrealized
ASH ASHLAND GLOBAL HLDGS INC COM 5.6%
Value ($000) $17,937,486 Shares 213,898 Est. Cost $73.66 Unrealized 0.0%
APD AIR PRODS CHEMS INC COM 5.4%
Value ($000) $17,254,260 Shares 103,288 Est. Cost $135.95 Unrealized 0.0%
GILD GILEAD SCIENCES INC COM 4.5%
Value ($000) $14,241,771 Shares 184,455 Est. Cost $56.89 Unrealized -0.1%
UBS UBS GROUP AG SHS 4.4%
Value ($000) $14,207,965 Shares 900,785 Est. Cost $16.93 Unrealized -7.1%
SHIRE PLC SPONSORED ADR 3.6%
Value ($000) $11,492,518 Shares 63,400 Est. Cost $181270.00 Unrealized
TWENTY FIRST CENTY FOX INC CL A 3.3%
Value ($000) $10,640,055 Shares 229,658 Est. Cost $48123.69 Unrealized
AXTA AXALTA COATING SYS LTD COM 3.2%
Value ($000) $10,274,788 Shares 352,359 Est. Cost $31.01 Unrealized -3.3%
SXT SENSIENT TECHNOLOGIES CORP COM 2.9%
Value ($000) $9,298,796 Shares 121,537 Est. Cost $71.34 Unrealized 0.0%
SHW SHERWIN WILLIAMS CO COM 2.9%
Value ($000) $9,281,277 Shares 20,389 Est. Cost $138.64 Unrealized 0.0%
PPG PPG INDS INC COM 2.8%
Value ($000) $8,844,877 Shares 81,049 Est. Cost $99.20 Unrealized -4.5%
ROCKWELL COLLINS INC COM 2.7%
Value ($000) $8,725,856 Shares 62,119 Est. Cost $136282.61 Unrealized
BMRN BIOMARIN PHARMACEUTICAL INC COM 2.5%
Value ($000) $8,036,971 Shares 82,881 Est. Cost $88.01 Unrealized +13.4%
CA INC COM 2.5%
Value ($000) $7,980,333 Shares 180,755 Est. Cost $44150.00 Unrealized
BAC BANK AMER CORP COM 2.3%
Value ($000) $7,365,000 Shares 250,000 Est. Cost $25.47 Unrealized 0.0%
ANDEAVOR COM 2.2%
Value ($000) $6,913,026 Shares 45,036 Est. Cost $153289.86 Unrealized
ENVISION HEALTHCARE CORP COM 2.1%
Value ($000) $6,859,500 Shares 150,000 Est. Cost $44812.67 Unrealized
PINNACLE FOODS INC DEL COM 1.8%
Value ($000) $5,832,900 Shares 90,000 Est. Cost $64865.56 Unrealized
MITEL NETWORKS CORP COM 1.7%
Value ($000) $5,549,672 Shares 503,600 Est. Cost $10978.42 Unrealized
TMUS T MOBILE US INC COM 1.7%
Value ($000) $5,415,229 Shares 77,162 Est. Cost $62.08 Unrealized 0.0%
SYNTEL INC COM 1.7%
Value ($000) $5,284,494 Shares 128,953 Est. Cost $40980.00 Unrealized
KLX INC COM 1.6%
Value ($000) $5,022,400 Shares 80,000 Est. Cost $62780.00 Unrealized
FOREST CITY RLTY TR INC COM CL A 1.4%
Value ($000) $4,516,200 Shares 180,000 Est. Cost $25090.00 Unrealized
DUN BRADSTREET CORP DEL NE COM 1.3%
Value ($000) $4,275,300 Shares 30,000 Est. Cost $142510.00 Unrealized
C CITIGROUP INC COM NEW 1.1%
Value ($000) $3,587,000 Shares 50,000 Est. Cost $41.72 Unrealized +31.3%
SODASTREAM INTERNATIONAL LTD USD SHS 1.0%
Value ($000) $3,290,840 Shares 23,000 Est. Cost $143080.00 Unrealized
NXPI NXP SEMICONDUCTORS N V COM 0.9%
Value ($000) $2,771,226 Shares 32,412 Est. Cost $102.18 Unrealized -16.6%
VECTREN CORP COM 0.8%
Value ($000) $2,578,144 Shares 36,063 Est. Cost $71490.00 Unrealized
UPBD RENT A CTR INC NEW COM 0.8%
Value ($000) $2,556,606 Shares 177,789 Est. Cost $10.84 Unrealized +35.6%
GRAMERCY PPTY TR COM NEW 0.8%
Value ($000) $2,469,600 Shares 90,000 Est. Cost $27373.33 Unrealized
K2M GROUP HLDGS INC COM 0.8%
Value ($000) $2,463,300 Shares 90,000 Est. Cost $27370.00 Unrealized
DELL TECHNOLOGIES INC COM CL V 0.8%
Value ($000) $2,427,223 Shares 24,992 Est. Cost $81927.71 Unrealized
WEB COM GROUP INC COM 0.8%
Value ($000) $2,397,531 Shares 85,933 Est. Cost $26707.21 Unrealized
MS MORGAN STANLEY COM NEW 0.7%
Value ($000) $2,378,004 Shares 51,063 Est. Cost $38.99 Unrealized -0.1%
ON ON SEMICONDUCTOR CORP COM 0.6%
Value ($000) $1,875,676 Shares 101,773 Est. Cost $24.17 Unrealized -11.6%
AKORN INC COM 0.6%
Value ($000) $1,786,048 Shares 137,600 Est. Cost $12980.00 Unrealized
XO GROUP INC COM 0.5%
Value ($000) $1,724,000 Shares 50,000 Est. Cost $34480.00 Unrealized
DBV TECHNOLOGIES S A SPONSORED ADR 0.5%
Value ($000) $1,459,900 Shares 65,000 Est. Cost $28957.92 Unrealized
ORBOTECH LTD ORD 0.4%
Value ($000) $1,383,050 Shares 23,268 Est. Cost $61799.98 Unrealized
FE FIRSTENERGY CORP COM 0.4%
Value ($000) $1,149,557 Shares 30,927 Est. Cost $25.13 Unrealized +7.8%
D DOMINION ENERGY INC COM 0.4%
Value ($000) $1,138,185 Shares 16,195 Est. Cost $47.72 Unrealized +6.9%
EXC EXELON CORP COM 0.4%
Value ($000) $1,123,328 Shares 25,729 Est. Cost $21.97 Unrealized +8.4%
NXSTAGE MEDICAL INC COM 0.3%
Value ($000) $1,078,869 Shares 38,683 Est. Cost $26041.86 Unrealized
BUNGE LIMITED COM 0.3%
Value ($000) $1,010,037 Shares 14,700 Est. Cost $69378.25 Unrealized
VET VERMILION ENERGY INC COM 0.3%
Value ($000) $977,160 Shares 29,650 Est. Cost $34.60 Unrealized -3.4%
TMO THERMO FISHER SCIENTIFIC INC COM 0.3%
Value ($000) $829,872 Shares 3,400 Est. Cost $225.62 Unrealized 0.0%
AVANGRID INC COM 0.2%
Value ($000) $671,931 Shares 14,019 Est. Cost $47930.02 Unrealized
OXY OCCIDENTAL PETE CORP DEL COM 0.2%
Value ($000) $642,405 Shares 7,818 Est. Cost $57.49 Unrealized +17.8%
PFE PFIZER INC COM 0.2%
Value ($000) $528,840 Shares 12,000 Est. Cost $27.65 Unrealized 0.0%
CTMX CYTOMX THERAPEUTICS INC COM 0.2%
Value ($000) $516,150 Shares 27,900 Est. Cost $24.40 Unrealized -6.6%
CONTINENTAL RESOURCES INC COM 0.1%
Value ($000) $433,373 Shares 6,347 Est. Cost $50395.97 Unrealized
ADVERUM BIOTECHNOLOGIES INC COM 0.1%
Value ($000) $411,400 Shares 68,000 Est. Cost $5498.53 Unrealized
CBRE CBRE GROUP INC CL A 0.1%
Value ($000) $319,328 Shares 7,241 Est. Cost $47.50 Unrealized +0.4%
ABBV ABBVIE INC COM 0.1%
Value ($000) $280,524 Shares 2,966 Est. Cost $70.96 Unrealized -2.5%
LABORATORY CORP AMER HLDGS COM NEW 0.1%
Value ($000) $279,451 Shares 1,609 Est. Cost $173679.92 Unrealized
DHI D R HORTON INC COM 0.1%
Value ($000) $275,267 Shares 6,526 Est. Cost $39.92 Unrealized 0.0%
RMD RESMED INC COM 0.1%
Value ($000) $267,819 Shares 2,322 Est. Cost $102.22 Unrealized 0.0%
MAR MARRIOTT INTL INC NEW CL A 0.1%
Value ($000) $264,060 Shares 2,000 Est. Cost $126.63 Unrealized -5.1%
EL LAUDER ESTEE COS INC CL A 0.1%
Value ($000) $263,465 Shares 1,813 Est. Cost $126.44 Unrealized 0.0%
VARIAN MED SYS INC COM 0.1%
Value ($000) $260,909 Shares 2,331 Est. Cost $111930.07 Unrealized
PIONEER NAT RES CO COM 0.1%
Value ($000) $260,762 Shares 1,497 Est. Cost $174189.72 Unrealized
HIG HARTFORD FINL SVCS GROUP INC COM 0.1%
Value ($000) $259,093 Shares 5,186 Est. Cost $43.54 Unrealized 0.0%
EXR EXTRA SPACE STORAGE INC COM 0.1%
Value ($000) $257,667 Shares 2,974 Est. Cost $70.38 Unrealized 0.0%
HLT HILTON WORLDWIDE HLDGS INC COM 0.1%
Value ($000) $257,284 Shares 3,185 Est. Cost $76.97 Unrealized 0.0%
ADM ARCHER DANIELS MIDLAND CO COM 0.1%
Value ($000) $255,774 Shares 5,088 Est. Cost $39.46 Unrealized 0.0%
NEM NEWMONT MINING CORP COM 0.1%
Value ($000) $255,130 Shares 8,448 Est. Cost $27.06 Unrealized 0.0%
TE CONNECTIVITY LTD REG SHS 0.1%
Value ($000) $249,897 Shares 2,842 Est. Cost $88252.33 Unrealized
AOS SMITH A O COM 0.1%
Value ($000) $248,384 Shares 4,654 Est. Cost $51.29 Unrealized 0.0%
WY WEYERHAEUSER CO COM 0.1%
Value ($000) $244,219 Shares 7,568 Est. Cost $26.40 Unrealized -1.8%
STERICYCLE INC COM 0.1%
Value ($000) $243,991 Shares 4,158 Est. Cost $58679.89 Unrealized
NOC NORTHROP GRUMMAN CORP COM 0.1%
Value ($000) $215,177 Shares 678 Est. Cost $269.78 Unrealized 0.0%
AKAM AKAMAI TECHNOLOGIES INC COM 0.1%
Value ($000) $207,234 Shares 2,833 Est. Cost $75.13 Unrealized 0.0%
PWR QUANTA SVCS INC COM 0.1%
Value ($000) $202,450 Shares 6,065 Est. Cost $33.38 Unrealized 0.0%
EBAY EBAY INC COM 0.1%
Value ($000) $202,115 Shares 6,121 Est. Cost $34.59 Unrealized -10.8%
TSN TYSON FOODS INC CL A 0.1%
Value ($000) $200,854 Shares 3,374 Est. Cost $50.84 Unrealized 0.0%
WESTROCK CO COM 0.1%
Value ($000) $200,026 Shares 3,743 Est. Cost $57020.14 Unrealized
GS GOLDMAN SACHS GROUP INC COM 0.1%
Value ($000) $199,125 Shares 888 Est. Cost $200.65 Unrealized -2.1%
WHR WHIRLPOOL CORP COM 0.1%
Value ($000) $197,481 Shares 1,663 Est. Cost $132.55 Unrealized 0.0%
MLM MARTIN MARIETTA MATLS INC COM 0.1%
Value ($000) $193,049 Shares 1,061 Est. Cost $195.48 Unrealized 0.0%
LKQ LKQ CORP COM 0.1%
Value ($000) $189,450 Shares 5,982 Est. Cost $29.94 Unrealized -0.3%
LOGI LOGITECH INTL S A SHS 0.0%
Value ($000) $142,644 Shares 3,196 Est. Cost $30.96 Unrealized +32.8%
NVDA NVIDIA CORP COM 0.0%
Value ($000) $73,065 Shares 260 Est. Cost $6.01 Unrealized +7.1%
AMZN AMAZON COM INC COM 0.0%
Value ($000) $72,108 Shares 36 Est. Cost $94.03 Unrealized 0.0%
GOOG ALPHABET INC CAP STK CL C 0.0%
Value ($000) $71,608 Shares 60 Est. Cost $59.45 Unrealized 0.0%
BA BOEING CO COM 0.0%
Value ($000) $71,405 Shares 192 Est. Cost $339.07 Unrealized 0.0%
BF/B BROWN FORMAN CORP CL B 0.0%
Value ($000) $71,073 Shares 1,406 Est. Cost $47.64 Unrealized -3.7%
UHS UNIVERSAL HLTH SVCS INC CL B 0.0%
Value ($000) $70,056 Shares 548 Est. Cost $118.69 Unrealized 0.0%
CNC CENTENE CORP DEL COM 0.0%
Value ($000) $69,784 Shares 482 Est. Cost $69.43 Unrealized 0.0%
TRIP TRIPADVISOR INC COM 0.0%
Value ($000) $69,557 Shares 1,362 Est. Cost $48.61 Unrealized 0.0%
HOLLYFRONTIER CORP COM 0.0%
Value ($000) $69,551 Shares 995 Est. Cost $69900.50 Unrealized
PSX PHILLIPS 66 COM 0.0%
Value ($000) $69,097 Shares 613 Est. Cost $86.06 Unrealized 0.0%
GOOGL ALPHABET INC CAP STK CL A 0.0%
Value ($000) $68,804 Shares 57 Est. Cost $60.08 Unrealized 0.0%
NATIONAL OILWELL VARCO INC COM 0.0%
Value ($000) $68,454 Shares 1,589 Est. Cost $43079.93 Unrealized
UPS UNITED PARCEL SERVICE INC CL B 0.0%
Value ($000) $68,416 Shares 586 Est. Cost $88.44 Unrealized 0.0%
DRI DARDEN RESTAURANTS INC COM 0.0%
Value ($000) $67,826 Shares 610 Est. Cost $91.85 Unrealized 0.0%
WFC WELLS FARGO CO NEW COM 0.0%
Value ($000) $67,119 Shares 1,277 Est. Cost $46.51 Unrealized 0.0%
JCI JOHNSON CTLS INTL PLC SHS 0.0%
Value ($000) $66,080 Shares 1,888 Est. Cost $31.29 Unrealized 0.0%
NDAQ NASDAQ INC COM 0.0%
Value ($000) $65,551 Shares 764 Est. Cost $27.51 Unrealized 0.0%
LEN LENNAR CORP CL A 0.0%
Value ($000) $64,759 Shares 1,387 Est. Cost $46.22 Unrealized 0.0%
RHI ROBERT HALF INTL INC COM 0.0%
Value ($000) $61,864 Shares 879 Est. Cost $73.26 Unrealized 0.0%
PHM PULTE GROUP INC COM 0.0%
Value ($000) $61,083 Shares 2,466 Est. Cost $27.27 Unrealized -4.3%
E TRADE FINANCIAL CORP COM NEW 0.0%
Value ($000) $60,353 Shares 1,152 Est. Cost $52389.76 Unrealized
EOG EOG RES INC COM 0.0%
Value ($000) $56,003 Shares 439 Est. Cost $91.41 Unrealized 0.0%
SYK STRYKER CORP COM 0.0%
Value ($000) $54,192 Shares 305 Est. Cost $157.54 Unrealized 0.0%
CVX CHEVRON CORP NEW COM 0.0%
Value ($000) $53,436 Shares 437 Est. Cost $87.91 Unrealized 0.0%
VRSK VERISK ANALYTICS INC COM 0.0%
Value ($000) $52,801 Shares 438 Est. Cost $111.20 Unrealized 0.0%
EXPD EXPEDITORS INTL WASH INC COM 0.0%
Value ($000) $52,353 Shares 712 Est. Cost $67.55 Unrealized 0.0%
WU WESTERN UN CO COM 0.0%
Value ($000) $52,301 Shares 2,744 Est. Cost $19060.13 Unrealized
MTD METTLER TOLEDO INTERNATIONAL COM 0.0%
Value ($000) $51,763 Shares 85 Est. Cost $588.39 Unrealized 0.0%
STZ CONSTELLATION BRANDS INC CL A 0.0%
Value ($000) $51,749 Shares 240 Est. Cost $188.58 Unrealized 0.0%
ARE ALEXANDRIA REAL ESTATE EQ IN COM 0.0%
Value ($000) $51,700 Shares 411 Est. Cost $95.97 Unrealized 0.0%
PEG PUBLIC SVC ENTERPRISE GROUP COM 0.0%
Value ($000) $51,629 Shares 978 Est. Cost $40.69 Unrealized 0.0%
PNW PINNACLE WEST CAP CORP COM 0.0%
Value ($000) $51,625 Shares 652 Est. Cost $57.48 Unrealized +3.1%
WAT WATERS CORP COM 0.0%
Value ($000) $51,590 Shares 265 Est. Cost $193.64 Unrealized 0.0%
BLACKROCK INC COM 0.0%
Value ($000) $51,375 Shares 109 Est. Cost $471330.28 Unrealized
SEE SEALED AIR CORP NEW COM 0.0%
Value ($000) $50,067 Shares 1,247 Est. Cost $36.15 Unrealized 0.0%
MAS MASCO CORP COM 0.0%
Value ($000) $49,886 Shares 1,363 Est. Cost $34.15 Unrealized 0.0%
PEOPLES UNITED FINANCIAL INC COM 0.0%
Value ($000) $49,836 Shares 2,911 Est. Cost $17119.89 Unrealized
FBIN FORTUNE BRANDS HOME SEC IN COM 0.0%
Value ($000) $49,742 Shares 950 Est. Cost $41.95 Unrealized 0.0%
MTB M T BK CORP COM 0.0%
Value ($000) $49,691 Shares 302 Est. Cost $137.68 Unrealized 0.0%
AMG AFFILIATED MANAGERS GROUP COM 0.0%
Value ($000) $48,809 Shares 357 Est. Cost $144.30 Unrealized 0.0%
FITB FIFTH THIRD BANCORP COM 0.0%
Value ($000) $47,827 Shares 1,713 Est. Cost $22.00 Unrealized 0.0%
JBGS JBG SMITH PPTYS COM 0.0%
Value ($000) $24,676 Shares 670 Est. Cost $34210.45 Unrealized
AAPL APPLE INC COM 0.0%
Value ($000) $17,833 Shares 79 Est. Cost $49.27 Unrealized 0.0%
HRB BLOCK H R INC COM 0.0%
Value ($000) $17,536 Shares 681 Est. Cost $19.02 Unrealized 0.0%
SPGI SP GLOBAL INC COM 0.0%
Value ($000) $16,608 Shares 85 Est. Cost $193.60 Unrealized 0.0%
PERSPECTA INC COM ADDED 0.0%
Value ($000) $7,124 Shares 277 Est. Cost $20548.74 Unrealized