Exane Asset Management Quant / Systematic

CIK: 0001666256 · Show all filings

Period: Q4 2018 (← Previous) (Next →)

Filing Date: Feb 5, 2019

Total Value ($000): $170,421,800 (100.0% shares, 0.0% debt)

Holdings (107)

APD AIR PRODS CHEMS INC COM 9.9%
Value ($000) $16,919,526 Shares 105,714 Est. Cost $135.88 Unrealized -2.0%
TMUS T MOBILE US INC COM 9.6%
Value ($000) $16,333,076 Shares 256,769 Est. Cost $64.01 Unrealized +1.3%
TAK TAKEDA PHARMACEUTICAL CO LTD SPONSORED ADS ADDED 9.2%
Value ($000) $15,700,898 Shares 933,466 Est. Cost $16820.00 Unrealized
SHW SHERWIN WILLIAMS CO COM 8.8%
Value ($000) $15,074,240 Shares 38,312 Est. Cost $133.00 Unrealized -4.8%
T ATT INC COM 6.5%
Value ($000) $11,082,310 Shares 388,308 Est. Cost $14.02 Unrealized 0.0%
ASH ASHLAND GLOBAL HLDGS INC COM 6.2%
Value ($000) $10,597,521 Shares 149,345 Est. Cost $73.66 Unrealized -7.3%
PPG PPG INDS INC COM 5.4%
Value ($000) $9,211,741 Shares 90,108 Est. Cost $98.32 Unrealized -8.0%
TWENTY FIRST CENTY FOX INC CL A 4.9%
Value ($000) $8,270,817 Shares 171,879 Est. Cost $48123.69 Unrealized
VECTREN CORP COM 4.0%
Value ($000) $6,736,392 Shares 93,587 Est. Cost $71791.18 Unrealized
SHIRE PLC SPONSORED ADR 3.9%
Value ($000) $6,615,608 Shares 38,012 Est. Cost $181270.00 Unrealized
RED HAT INC COM 3.1%
Value ($000) $5,269,200 Shares 30,000 Est. Cost $175640.00 Unrealized
DUN BRADSTREET CORP DEL NE COM 2.5%
Value ($000) $4,282,200 Shares 30,000 Est. Cost $142510.00 Unrealized
BMY BRISTOL MYERS SQUIBB CO COM 1.8%
Value ($000) $3,035,268 Shares 58,393 Est. Cost $43.18 Unrealized -5.1%
IMPERVA INC COM 1.4%
Value ($000) $2,331,406 Shares 41,864 Est. Cost $55690.00 Unrealized
BELMOND LTD CL A 1.3%
Value ($000) $2,203,516 Shares 88,035 Est. Cost $25030.00 Unrealized
UPBD RENT A CTR INC NEW COM 1.2%
Value ($000) $2,033,820 Shares 125,622 Est. Cost $10.84 Unrealized +33.9%
NXPI NXP SEMICONDUCTORS N V COM 1.1%
Value ($000) $1,862,191 Shares 25,412 Est. Cost $102.18 Unrealized -30.9%
FE FIRSTENERGY CORP COM 1.1%
Value ($000) $1,842,766 Shares 49,075 Est. Cost $26.31 Unrealized +7.7%
APPTIO INC CL A 1.0%
Value ($000) $1,773,795 Shares 46,728 Est. Cost $37960.00 Unrealized
D DOMINION ENERGY INC COM 1.0%
Value ($000) $1,761,060 Shares 24,644 Est. Cost $49.61 Unrealized +7.3%
ON ON SEMICONDUCTOR CORP COM 0.9%
Value ($000) $1,605,383 Shares 97,237 Est. Cost $24.17 Unrealized -28.5%
REZI RESIDEO TECHNOLOGIES INC COM ADDED 0.8%
Value ($000) $1,438,500 Shares 70,000 Est. Cost $21.34 Unrealized 0.0%
ALEXION PHARMACEUTICALS INC COM 0.8%
Value ($000) $1,436,839 Shares 14,758 Est. Cost $139010.00 Unrealized
GILD GILEAD SCIENCES INC COM 0.8%
Value ($000) $1,365,529 Shares 21,831 Est. Cost $56.89 Unrealized -6.8%
LOGI LOGITECH INTL S A SHS 0.8%
Value ($000) $1,345,121 Shares 42,755 Est. Cost $31.96 Unrealized +0.3%
EXC EXELON CORP COM 0.7%
Value ($000) $1,160,378 Shares 25,729 Est. Cost $21.97 Unrealized +13.5%
ENCANA CORP COM 0.7%
Value ($000) $1,156,000 Shares 200,000 Est. Cost $5780.00 Unrealized
INTEGRATED DEVICE TECHNOLOGY COM 0.7%
Value ($000) $1,130,841 Shares 23,350 Est. Cost $48430.02 Unrealized
NXSTAGE MEDICAL INC COM 0.6%
Value ($000) $1,102,013 Shares 38,505 Est. Cost $26041.86 Unrealized
AXTA AXALTA COATING SYS LTD COM 0.6%
Value ($000) $1,066,477 Shares 45,537 Est. Cost $31.01 Unrealized -19.9%
AVANGRID INC COM 0.6%
Value ($000) $1,055,446 Shares 21,071 Est. Cost $48652.91 Unrealized
DBV TECHNOLOGIES S A SPONSORED ADR 0.5%
Value ($000) $898,800 Shares 140,000 Est. Cost $16884.04 Unrealized
CRTO CRITEO S A SPONS ADS 0.5%
Value ($000) $806,560 Shares 35,500 Est. Cost $22720.00 Unrealized
CTMX CYTOMX THERAPEUTICS INC COM 0.4%
Value ($000) $755,000 Shares 50,000 Est. Cost $20.17 Unrealized -26.4%
ARRIS INTL INC SHS 0.4%
Value ($000) $629,436 Shares 20,590 Est. Cost $30569.99 Unrealized
TMO THERMO FISHER SCIENTIFIC INC COM 0.4%
Value ($000) $604,233 Shares 2,700 Est. Cost $225.62 Unrealized +2.1%
OXY OCCIDENTAL PETE CORP DEL COM 0.3%
Value ($000) $477,659 Shares 7,782 Est. Cost $57.49 Unrealized +3.5%
FORTY SEVEN INC COM 0.2%
Value ($000) $424,440 Shares 27,000 Est. Cost $15720.00 Unrealized
VET VERMILION ENERGY INC COM 0.2%
Value ($000) $347,763 Shares 16,474 Est. Cost $34.60 Unrealized -24.9%
DVA DAVITA INC COM 0.2%
Value ($000) $296,049 Shares 5,753 Est. Cost $64.04 Unrealized 0.0%
CENTURYLINK INC COM 0.2%
Value ($000) $288,759 Shares 19,060 Est. Cost $15150.00 Unrealized
UBS UBS GROUP AG SHS 0.2%
Value ($000) $263,909 Shares 21,199 Est. Cost $16.93 Unrealized -19.9%
EOG EOG RES INC COM 0.2%
Value ($000) $261,804 Shares 3,002 Est. Cost $82.24 Unrealized -1.9%
ASPEN INSURANCE HOLDINGS LTD SHS 0.1%
Value ($000) $254,081 Shares 6,051 Est. Cost $41989.92 Unrealized
WELLCARE HEALTH PLANS INC COM 0.1%
Value ($000) $219,800 Shares 931 Est. Cost $236090.22 Unrealized
NORDSTROM INC COM 0.1%
Value ($000) $219,300 Shares 4,705 Est. Cost $46609.99 Unrealized
JACOBS ENGR GROUP INC DEL COM 0.1%
Value ($000) $218,523 Shares 3,738 Est. Cost $58459.87 Unrealized
TIFFANY CO NEW COM 0.1%
Value ($000) $217,699 Shares 2,704 Est. Cost $80509.98 Unrealized
RL RALPH LAUREN CORP CL A 0.1%
Value ($000) $217,680 Shares 2,104 Est. Cost $102.39 Unrealized 0.0%
APTIV PLC SHS 0.1%
Value ($000) $217,527 Shares 3,533 Est. Cost $61570.06 Unrealized
STERICYCLE INC COM 0.1%
Value ($000) $217,352 Shares 5,924 Est. Cost $52124.52 Unrealized
LNC LINCOLN NATL CORP IND COM 0.1%
Value ($000) $217,298 Shares 4,235 Est. Cost $44.01 Unrealized 0.0%
ADM ARCHER DANIELS MIDLAND CO COM 0.1%
Value ($000) $215,994 Shares 5,272 Est. Cost $39.40 Unrealized -4.3%
TPR TAPESTRY INC COM 0.1%
Value ($000) $214,920 Shares 6,368 Est. Cost $33.11 Unrealized 0.0%
GS GOLDMAN SACHS GROUP INC COM 0.1%
Value ($000) $213,156 Shares 1,276 Est. Cost $191.61 Unrealized -10.8%
SYF SYNCHRONY FINL COM 0.1%
Value ($000) $212,501 Shares 9,058 Est. Cost $22.62 Unrealized 0.0%
COF CAPITAL ONE FINL CORP COM 0.1%
Value ($000) $209,687 Shares 2,774 Est. Cost $76.57 Unrealized 0.0%
EA ELECTRONIC ARTS INC COM 0.1%
Value ($000) $202,878 Shares 2,571 Est. Cost $89.19 Unrealized 0.0%
VFC V F CORP COM 0.1%
Value ($000) $201,821 Shares 2,829 Est. Cost $76.50 Unrealized 0.0%
CELGENE CORP COM 0.1%
Value ($000) $201,755 Shares 3,148 Est. Cost $64089.90 Unrealized
DXC DXC TECHNOLOGY CO COM 0.1%
Value ($000) $196,197 Shares 3,690 Est. Cost $66.27 Unrealized 0.0%
STZ CONSTELLATION BRANDS INC CL A 0.1%
Value ($000) $185,104 Shares 1,151 Est. Cost $179.33 Unrealized -1.4%
VLO VALERO ENERGY CORP NEW COM 0.1%
Value ($000) $177,829 Shares 2,372 Est. Cost $65.55 Unrealized 0.0%
ALB ALBEMARLE CORP COM 0.1%
Value ($000) $172,945 Shares 2,244 Est. Cost $85.43 Unrealized 0.0%
UNM UNUM GROUP COM 0.1%
Value ($000) $171,667 Shares 5,843 Est. Cost $35.00 Unrealized 0.0%
MYLAN N V SHS EURO 0.1%
Value ($000) $162,592 Shares 5,934 Est. Cost $27400.07 Unrealized
LKQ LKQ CORP COM 0.1%
Value ($000) $160,154 Shares 6,749 Est. Cost $29.31 Unrealized -16.8%
SUNTRUST BKS INC COM 0.1%
Value ($000) $121,611 Shares 2,411 Est. Cost $50440.07 Unrealized
SL GREEN RLTY CORP COM 0.1%
Value ($000) $118,225 Shares 1,495 Est. Cost $79080.27 Unrealized
PANDORA MEDIA INC COM 0.0%
Value ($000) $80,900 Shares 10,000 Est. Cost $8090.00 Unrealized
IT GARTNER INC COM 0.0%
Value ($000) $78,238 Shares 612 Est. Cost $144.26 Unrealized 0.0%
CNC CENTENE CORP DEL COM 0.0%
Value ($000) $78,173 Shares 678 Est. Cost $68.71 Unrealized -2.6%
TRIP TRIPADVISOR INC COM 0.0%
Value ($000) $78,051 Shares 1,447 Est. Cost $48.65 Unrealized +1.2%
HP HELMERICH PAYNE INC COM 0.0%
Value ($000) $78,046 Shares 1,628 Est. Cost $61.40 Unrealized 0.0%
CCL CARNIVAL CORP UNIT 99/99/9999 0.0%
Value ($000) $78,042 Shares 1,583 Est. Cost $54.09 Unrealized 0.0%
DOV DOVER CORP COM 0.0%
Value ($000) $77,974 Shares 1,099 Est. Cost $73.40 Unrealized 0.0%
ALLE ALLEGION PUB LTD CO ORD SHS 0.0%
Value ($000) $77,956 Shares 978 Est. Cost $78.88 Unrealized 0.0%
COST COSTCO WHSL CORP NEW COM 0.0%
Value ($000) $77,817 Shares 382 Est. Cost $201.98 Unrealized 0.0%
ACN ACCENTURE PLC IRELAND SHS CLASS A 0.0%
Value ($000) $77,556 Shares 550 Est. Cost $142.86 Unrealized 0.0%
AON PLC SHS CL A 0.0%
Value ($000) $77,477 Shares 533 Est. Cost $145360.22 Unrealized
AXP AMERICAN EXPRESS CO COM 0.0%
Value ($000) $77,400 Shares 812 Est. Cost $95.01 Unrealized 0.0%
ALLERGAN PLC SHS 0.0%
Value ($000) $77,389 Shares 579 Est. Cost $133659.77 Unrealized
PKG PACKAGING CORP AMER COM 0.0%
Value ($000) $77,284 Shares 926 Est. Cost $74.71 Unrealized 0.0%
BXP BOSTON PROPERTIES INC COM 0.0%
Value ($000) $77,209 Shares 686 Est. Cost $86.59 Unrealized 0.0%
WALGREENS BOOTS ALLIANCE INC COM 0.0%
Value ($000) $77,145 Shares 1,129 Est. Cost $68330.38 Unrealized
FLS FLOWSERVE CORP COM 0.0%
Value ($000) $76,876 Shares 2,022 Est. Cost $40.17 Unrealized 0.0%
DAL DELTA AIR LINES INC DEL COM NEW 0.0%
Value ($000) $76,597 Shares 1,535 Est. Cost $51.09 Unrealized 0.0%
BBY BEST BUY INC COM 0.0%
Value ($000) $75,309 Shares 1,422 Est. Cost $49.67 Unrealized 0.0%
COR AMERISOURCEBERGEN CORP COM 0.0%
Value ($000) $73,061 Shares 982 Est. Cost $67.21 Unrealized 0.0%
MOS MOSAIC CO NEW COM 0.0%
Value ($000) $72,441 Shares 2,480 Est. Cost $29.02 Unrealized 0.0%
MNST MONSTER BEVERAGE CORP NEW COM 0.0%
Value ($000) $72,107 Shares 1,465 Est. Cost $27.15 Unrealized 0.0%
DISCOVERY INC COM SER A 0.0%
Value ($000) $68,654 Shares 2,775 Est. Cost $24740.18 Unrealized
CBS CORP NEW CL B 0.0%
Value ($000) $66,629 Shares 1,524 Est. Cost $43719.82 Unrealized
CONCHO RES INC COM 0.0%
Value ($000) $65,066 Shares 633 Est. Cost $102789.89 Unrealized
TGT TARGET CORP COM 0.0%
Value ($000) $44,016 Shares 666 Est. Cost $63.29 Unrealized 0.0%
NTRS NORTHERN TR CORP COM 0.0%
Value ($000) $43,550 Shares 521 Est. Cost $75.32 Unrealized 0.0%
EMR EMERSON ELEC CO COM 0.0%
Value ($000) $43,438 Shares 727 Est. Cost $57.00 Unrealized 0.0%
HUM HUMANA INC COM 0.0%
Value ($000) $43,258 Shares 151 Est. Cost $297.93 Unrealized 0.0%
HST HOST HOTELS RESORTS INC COM 0.0%
Value ($000) $42,925 Shares 2,575 Est. Cost $14.30 Unrealized 0.0%
CMA COMERICA INC COM 0.0%
Value ($000) $42,725 Shares 622 Est. Cost $56.51 Unrealized 0.0%
CFG CITIZENS FINL GROUP INC COM 0.0%
Value ($000) $42,306 Shares 1,423 Est. Cost $25.70 Unrealized 0.0%
TOTAL SYS SVCS INC COM 0.0%
Value ($000) $41,133 Shares 506 Est. Cost $81290.52 Unrealized
EFX EQUIFAX INC COM 0.0%
Value ($000) $41,070 Shares 441 Est. Cost $100.20 Unrealized 0.0%
JBHT HUNT J B TRANS SVCS INC COM 0.0%
Value ($000) $40,565 Shares 436 Est. Cost $99.18 Unrealized 0.0%
C CITIGROUP INC COM NEW 0.0%
Value ($000) $39,409 Shares 757 Est. Cost $41.72 Unrealized +18.3%
SLB SCHLUMBERGER LTD COM 0.0%
Value ($000) $36,910 Shares 1,023 Est. Cost $40.20 Unrealized 0.0%
MSI MOTOROLA SOLUTIONS INC COM NEW 0.0%
Value ($000) $34,512 Shares 300 Est. Cost $112.73 Unrealized 0.0%