Exane Asset Management Quant / Systematic

CIK: 0001666256 · Show all filings

Period: Q2 2018 (← Previous) (Next →)

Filing Date: Nov 16, 2018

Total Value ($000): $231,092,995 (100.0% shares, 0.0% debt)

Holdings (117)

QIAGEN NV SHS NEW 12.7%
Value ($000) $29,296,123 Shares 761,887 Est. Cost $32241.59 Unrealized
BMY BRISTOL MYERS SQUIBB CO COM 9.0%
Value ($000) $20,798,820 Shares 375,837 Est. Cost $43.18 Unrealized -5.9%
DOWDUPONT INC COM 7.6%
Value ($000) $17,665,110 Shares 267,978 Est. Cost $70626.91 Unrealized
PPG PPG INDS INC COM 5.1%
Value ($000) $11,893,371 Shares 114,657 Est. Cost $99.20 Unrealized -7.6%
BIIB BIOGEN INC COM 5.1%
Value ($000) $11,815,090 Shares 40,708 Est. Cost $269.85 Unrealized +4.2%
BMRN BIOMARIN PHARMACEUTICAL INC COM 4.7%
Value ($000) $10,850,521 Shares 115,186 Est. Cost $88.01 Unrealized -0.5%
XL GROUP LTD COM 4.6%
Value ($000) $10,630,500 Shares 190,000 Est. Cost $55636.68 Unrealized
AXTA AXALTA COATING SYS LTD COM 3.7%
Value ($000) $8,625,680 Shares 284,582 Est. Cost $31.25 Unrealized +0.3%
C CITIGROUP INC COM NEW 3.6%
Value ($000) $8,404,817 Shares 125,595 Est. Cost $41.72 Unrealized +27.1%
VALIDUS HOLDINGS LTD COM SHS 3.3%
Value ($000) $7,694,772 Shares 113,828 Est. Cost $67573.64 Unrealized
VERIFONE SYS INC COM 3.1%
Value ($000) $7,238,048 Shares 317,180 Est. Cost $22820.00 Unrealized
UBS UBS GROUP AG SHS 2.8%
Value ($000) $6,539,310 Shares 407,080 Est. Cost $18.39 Unrealized -11.6%
ROCKWELL COLLINS INC COM 2.7%
Value ($000) $6,233,529 Shares 46,284 Est. Cost $134850.00 Unrealized
TWENTY FIRST CENTY FOX INC CL A 2.6%
Value ($000) $6,091,994 Shares 122,600 Est. Cost $49690.00 Unrealized
CAVIUM INC COM 2.3%
Value ($000) $5,352,620 Shares 61,880 Est. Cost $79380.01 Unrealized
MITEL NETWORKS CORP COM 2.0%
Value ($000) $4,594,236 Shares 418,800 Est. Cost $10970.00 Unrealized
PRAXAIR INC COM 1.7%
Value ($000) $3,856,629 Shares 23,100 Est. Cost $166953.64 Unrealized
ENVISION HEALTHCARE CORP COM 1.5%
Value ($000) $3,520,800 Shares 80,000 Est. Cost $44010.00 Unrealized
NXPI NXP SEMICONDUCTORS N V COM 1.5%
Value ($000) $3,520,024 Shares 32,214 Est. Cost $102.18 Unrealized -4.1%
IKANG HEALTHCARE GROUP INC SPONSORED ADR 1.3%
Value ($000) $3,069,000 Shares 150,000 Est. Cost $20460.00 Unrealized
UPBD RENT A CTR INC NEW COM 1.1%
Value ($000) $2,617,054 Shares 177,789 Est. Cost $10.84 Unrealized 0.0%
ON ON SEMICONDUCTOR CORP COM 1.0%
Value ($000) $2,259,632 Shares 101,625 Est. Cost $24.17 Unrealized 0.0%
ILG INC COM 0.9%
Value ($000) $2,192,697 Shares 66,385 Est. Cost $33030.01 Unrealized
RSP PERMIAN INC COM 0.9%
Value ($000) $2,113,004 Shares 48,001 Est. Cost $44020.00 Unrealized
FTI TECHNIPFMC PLC COM 0.8%
Value ($000) $1,758,396 Shares 55,400 Est. Cost $19.99 Unrealized +10.6%
ORBOTECH LTD ORD 0.7%
Value ($000) $1,697,522 Shares 27,468 Est. Cost $61799.98 Unrealized
DELL TECHNOLOGIES INC COM CL V 0.6%
Value ($000) $1,464,334 Shares 17,313 Est. Cost $75189.33 Unrealized
COTIVITI HLDGS INC COM 0.6%
Value ($000) $1,464,322 Shares 33,182 Est. Cost $44130.01 Unrealized
NXSTAGE MEDICAL INC COM 0.6%
Value ($000) $1,439,584 Shares 51,598 Est. Cost $26041.86 Unrealized
GRAMERCY PPTY TR COM NEW 0.6%
Value ($000) $1,366,000 Shares 50,000 Est. Cost $27320.00 Unrealized
OXY OCCIDENTAL PETE CORP DEL COM 0.6%
Value ($000) $1,336,788 Shares 15,975 Est. Cost $57.49 Unrealized +15.4%
GILD GILEAD SCIENCES INC COM 0.6%
Value ($000) $1,303,456 Shares 18,400 Est. Cost $57.32 Unrealized -8.0%
PINNACLE FOODS INC DEL COM 0.6%
Value ($000) $1,301,200 Shares 20,000 Est. Cost $65060.00 Unrealized
WEB COM GROUP INC COM 0.6%
Value ($000) $1,292,500 Shares 50,000 Est. Cost $25850.00 Unrealized
FE FIRSTENERGY CORP COM 0.5%
Value ($000) $1,110,589 Shares 30,927 Est. Cost $25.13 Unrealized 0.0%
D DOMINION ENERGY INC COM 0.5%
Value ($000) $1,104,175 Shares 16,195 Est. Cost $47.72 Unrealized -2.8%
EXC EXELON CORP COM 0.5%
Value ($000) $1,096,055 Shares 25,729 Est. Cost $21.97 Unrealized 0.0%
AV HOMES INC COM 0.5%
Value ($000) $1,070,000 Shares 50,000 Est. Cost $21400.00 Unrealized
DBV TECHNOLOGIES S A SPONSORED ADR 0.4%
Value ($000) $964,500 Shares 50,000 Est. Cost $30907.30 Unrealized
T AT T INC COM 0.4%
Value ($000) $963,300 Shares 30,000 Est. Cost $14.53 Unrealized 0.0%
GCP APPLIED TECHNOLOGIES INC COM 0.4%
Value ($000) $956,103 Shares 33,026 Est. Cost $28950.01 Unrealized
VET VERMILION ENERGY INC COM 0.4%
Value ($000) $924,972 Shares 25,168 Est. Cost $34.81 Unrealized -0.6%
ENCANA CORP COM 0.4%
Value ($000) $821,192 Shares 61,697 Est. Cost $11236.21 Unrealized
BUNGE LIMITED COM 0.4%
Value ($000) $815,607 Shares 11,700 Est. Cost $69549.60 Unrealized
CTMX CYTOMX THERAPEUTICS INC COM 0.2%
Value ($000) $507,492 Shares 22,200 Est. Cost $24.81 Unrealized +3.0%
CONTINENTAL RESOURCES INC COM 0.2%
Value ($000) $482,527 Shares 7,451 Est. Cost $50395.97 Unrealized
WDC WESTERN DIGITAL CORP COM 0.2%
Value ($000) $443,094 Shares 5,724 Est. Cost $58.47 Unrealized 0.0%
WM WASTE MGMT INC DEL COM 0.2%
Value ($000) $418,738 Shares 5,148 Est. Cost $72.68 Unrealized 0.0%
WESTROCK CO COM 0.2%
Value ($000) $402,106 Shares 7,052 Est. Cost $57020.14 Unrealized
UNM UNUM GROUP COM 0.2%
Value ($000) $390,614 Shares 10,560 Est. Cost $41.72 Unrealized 0.0%
INFINITY PPTY CAS CORP COM 0.2%
Value ($000) $355,306 Shares 2,496 Est. Cost $142350.16 Unrealized
ADVERUM BIOTECHNOLOGIES INC COM 0.1%
Value ($000) $265,000 Shares 50,000 Est. Cost $5300.00 Unrealized
PVH PVH CORP COM 0.1%
Value ($000) $223,981 Shares 1,496 Est. Cost $155.66 Unrealized 0.0%
MAR MARRIOTT INTL INC NEW CL A 0.1%
Value ($000) $218,258 Shares 1,724 Est. Cost $127.67 Unrealized 0.0%
LKQ LKQ CORP COM 0.1%
Value ($000) $216,186 Shares 6,777 Est. Cost $29.94 Unrealized 0.0%
FDX FEDEX CORP COM 0.1%
Value ($000) $215,934 Shares 951 Est. Cost $216.45 Unrealized 0.0%
GD GENERAL DYNAMICS CORP COM 0.1%
Value ($000) $213,067 Shares 1,143 Est. Cost $172.08 Unrealized 0.0%
PM PHILIP MORRIS INTL INC COM 0.1%
Value ($000) $212,588 Shares 2,633 Est. Cost $68.03 Unrealized -16.8%
MHK MOHAWK INDS INC COM 0.1%
Value ($000) $212,127 Shares 990 Est. Cost $218.93 Unrealized 0.0%
CELGENE CORP COM 0.1%
Value ($000) $210,940 Shares 2,656 Est. Cost $79420.18 Unrealized
LMT LOCKHEED MARTIN CORP COM 0.1%
Value ($000) $207,983 Shares 704 Est. Cost $262.53 Unrealized 0.0%
GS GOLDMAN SACHS GROUP INC COM 0.1%
Value ($000) $207,115 Shares 939 Est. Cost $200.65 Unrealized 0.0%
JNJ JOHNSON JOHNSON COM 0.1%
Value ($000) $205,914 Shares 1,697 Est. Cost $100.70 Unrealized 0.0%
PRGO PERRIGO CO PLC SHS 0.1%
Value ($000) $204,950 Shares 2,811 Est. Cost $77.09 Unrealized 0.0%
XRAY DENTSPLY SIRONA INC COM 0.1%
Value ($000) $204,756 Shares 4,678 Est. Cost $55.40 Unrealized -15.2%
EBAY EBAY INC COM 0.1%
Value ($000) $197,109 Shares 5,436 Est. Cost $35.06 Unrealized -1.2%
GT GOODYEAR TIRE RUBR CO COM 0.1%
Value ($000) $193,051 Shares 8,289 Est. Cost $25.69 Unrealized 0.0%
MO ALTRIA GROUP INC COM 0.1%
Value ($000) $169,405 Shares 2,983 Est. Cost $36.57 Unrealized -12.0%
KO COCA COLA CO COM 0.1%
Value ($000) $169,080 Shares 3,855 Est. Cost $34.43 Unrealized -1.2%
HAL HALLIBURTON CO COM 0.1%
Value ($000) $167,533 Shares 3,718 Est. Cost $36.39 Unrealized +17.2%
CBRE CBRE GROUP INC CL A 0.1%
Value ($000) $167,376 Shares 3,506 Est. Cost $47.29 Unrealized 0.0%
CIGNA CORPORATION COM 0.1%
Value ($000) $166,891 Shares 982 Est. Cost $169950.11 Unrealized
NVDA NVIDIA CORP COM 0.1%
Value ($000) $165,119 Shares 697 Est. Cost $6.01 Unrealized 0.0%
KLAC KLA-TENCOR CORP COM 0.1%
Value ($000) $165,073 Shares 1,610 Est. Cost $97.03 Unrealized 0.0%
CAH CARDINAL HEALTH INC COM 0.1%
Value ($000) $152,691 Shares 3,127 Est. Cost $45.11 Unrealized 0.0%
LOGI LOGITECH INTL S A SHS 0.1%
Value ($000) $146,299 Shares 3,196 Est. Cost $30.96 Unrealized +15.2%
WY WEYERHAEUSER CO COM 0.1%
Value ($000) $116,088 Shares 3,184 Est. Cost $27.07 Unrealized 0.0%
VLO VALERO ENERGY CORP NEW COM 0.0%
Value ($000) $113,046 Shares 1,020 Est. Cost $82.55 Unrealized 0.0%
WYNN WYNN RESORTS LTD COM 0.0%
Value ($000) $103,416 Shares 618 Est. Cost $169.83 Unrealized 0.0%
XILINX INC COM 0.0%
Value ($000) $84,186 Shares 1,290 Est. Cost $65260.46 Unrealized
ADBE ADOBE SYS INC COM 0.0%
Value ($000) $57,052 Shares 234 Est. Cost $236.55 Unrealized 0.0%
PH PARKER HANNIFIN CORP COM 0.0%
Value ($000) $56,574 Shares 363 Est. Cost $151.93 Unrealized 0.0%
ORCL ORACLE CORP COM 0.0%
Value ($000) $56,485 Shares 1,282 Est. Cost $44.11 Unrealized -6.7%
MGM MGM RESORTS INTERNATIONAL COM 0.0%
Value ($000) $55,825 Shares 1,923 Est. Cost $31.08 Unrealized 0.0%
CAT CATERPILLAR INC DEL COM 0.0%
Value ($000) $55,625 Shares 410 Est. Cost $126.53 Unrealized 0.0%
ANDEAVOR COM 0.0%
Value ($000) $55,620 Shares 424 Est. Cost $131179.25 Unrealized
HST HOST HOTELS RESORTS INC COM 0.0%
Value ($000) $55,541 Shares 2,636 Est. Cost $15.29 Unrealized 0.0%
MPC MARATHON PETE CORP COM 0.0%
Value ($000) $55,426 Shares 790 Est. Cost $60.02 Unrealized 0.0%
TRV TRAVELERS COMPANIES INC COM 0.0%
Value ($000) $55,420 Shares 453 Est. Cost $110.86 Unrealized 0.0%
MS MORGAN STANLEY COM NEW 0.0%
Value ($000) $55,079 Shares 1,162 Est. Cost $41.43 Unrealized 0.0%
NAVI NAVIENT CORPORATION COM 0.0%
Value ($000) $54,908 Shares 4,214 Est. Cost $13.62 Unrealized 0.0%
PNC PNC FINL SVCS GROUP INC COM 0.0%
Value ($000) $54,580 Shares 404 Est. Cost $111.60 Unrealized 0.0%
PHM PULTE GROUP INC COM 0.0%
Value ($000) $53,820 Shares 1,872 Est. Cost $27.64 Unrealized 0.0%
RAYTHEON CO COM NEW 0.0%
Value ($000) $53,704 Shares 278 Est. Cost $193179.86 Unrealized
DAL DELTA AIR LINES INC DEL COM NEW 0.0%
Value ($000) $53,454 Shares 1,079 Est. Cost $49.40 Unrealized 0.0%
BF/B BROWN FORMAN CORP CL B 0.0%
Value ($000) $52,833 Shares 1,078 Est. Cost $48.18 Unrealized 0.0%
ABBV ABBVIE INC COM 0.0%
Value ($000) $52,718 Shares 569 Est. Cost $78.53 Unrealized -10.2%
LAM RESEARCH CORP COM 0.0%
Value ($000) $52,546 Shares 304 Est. Cost $172848.69 Unrealized
PNW PINNACLE WEST CAP CORP COM 0.0%
Value ($000) $45,919 Shares 570 Est. Cost $57.22 Unrealized 0.0%
ED CONSOLIDATED EDISON INC COM 0.0%
Value ($000) $44,527 Shares 571 Est. Cost $58.45 Unrealized -0.8%
DUK DUKE ENERGY CORP NEW COM NEW 0.0%
Value ($000) $44,522 Shares 563 Est. Cost $56.43 Unrealized 0.0%
CL COLGATE PALMOLIVE CO COM 0.0%
Value ($000) $43,358 Shares 669 Est. Cost $54.60 Unrealized 0.0%
ES EVERSOURCE ENERGY COM 0.0%
Value ($000) $43,254 Shares 738 Est. Cost $44.09 Unrealized 0.0%
PLD PROLOGIS INC COM 0.0%
Value ($000) $43,224 Shares 658 Est. Cost $51.98 Unrealized 0.0%
EQIX EQUINIX INC COM PAR $0.001 0.0%
Value ($000) $42,989 Shares 100 Est. Cost $361.54 Unrealized -3.4%
SBAC SBA COMMUNICATIONS CORP NEW CL A 0.0%
Value ($000) $42,931 Shares 260 Est. Cost $150.46 Unrealized -0.9%
IBM INTERNATIONAL BUSINESS MACHS COM 0.0%
Value ($000) $42,189 Shares 302 Est. Cost $99.95 Unrealized 0.0%
NIELSEN HLDGS PLC SHS EUR 0.0%
Value ($000) $41,632 Shares 1,346 Est. Cost $30930.16 Unrealized
IVZ INVESCO LTD SHS 0.0%
Value ($000) $41,327 Shares 1,556 Est. Cost $23.48 Unrealized -15.2%
SYS SVCS INC COM 0.0%
Value ($000) $40,823 Shares 483 Est. Cost $84519.67 Unrealized
CB CHUBB LIMITED COM 0.0%
Value ($000) $40,011 Shares 315 Est. Cost $116.44 Unrealized 0.0%
CMI CUMMINS INC COM 0.0%
Value ($000) $39,501 Shares 297 Est. Cost $122.60 Unrealized 0.0%
TE CONNECTIVITY LTD REG SHS 0.0%
Value ($000) $38,726 Shares 430 Est. Cost $90060.47 Unrealized
JBGS JBG SMITH PPTYS COM 0.0%
Value ($000) $24,435 Shares 670 Est. Cost $34210.45 Unrealized
GIS GENERAL MLS INC COM 0.0%
Value ($000) $20,271 Shares 458 Est. Cost $33.42 Unrealized 0.0%
PERSPECTA INC COM ADDED 0.0%
Value ($000) $5,692 Shares 277 Est. Cost $20548.74 Unrealized
CVE CENOVUS ENERGY INC COM 0.0%
Value ($000) $1,439 Shares 136 Est. Cost $7.61 Unrealized +14.8%