Exane Asset Management Quant / Systematic

CIK: 0001666256 · Show all filings

Period: Q3 2019 (← Previous) (Next →)

Filing Date: Oct 24, 2019

Total Value ($000): $130,292,868 (100.0% shares, 0.0% debt)

Holdings (30)

ALC ALCON INC ORD SHS 15.3%

Value ($000) $19,869,885 Shares 340,690 Est. Cost $59.15 Unrealized 0.0%

BMY BRISTOL MYERS SQUIBB CO COM 7.9%

Value ($000) $10,286,878 Shares 202,857 Est. Cost $39.21 Unrealized -6.2%

ASH ASHLAND GLOBAL HLDGS INC COM 7.4%

Value ($000) $9,680,947 Shares 125,645 Est. Cost $68.84 Unrealized -1.3%

— CELGENE CORP COM 7.3%

Value ($000) $9,512,940 Shares 95,800 Est. Cost $92383.04 Unrealized —

— MEDIDATA SOLUTIONS INC COM 7.2%

Value ($000) $9,345,810 Shares 102,140 Est. Cost $90896.59 Unrealized —

— QIAGEN NV SHS NEW 7.1%

Value ($000) $9,243,679 Shares 282,203 Est. Cost $40589.11 Unrealized —

DD DUPONT DE NEMOURS INC COM 6.8%

Value ($000) $8,916,959 Shares 125,045 Est. Cost $27.24 Unrealized -4.9%

— ALLERGAN PLC SHS 6.3%

Value ($000) $8,145,573 Shares 48,402 Est. Cost $167934.64 Unrealized —

— ZAYO GROUP HLDGS INC COM 6.0%

Value ($000) $7,770,592 Shares 229,221 Est. Cost $33600.75 Unrealized —

— VERSUM MATLS INC COM 5.1%

Value ($000) $6,611,063 Shares 124,902 Est. Cost $52065.32 Unrealized —

T ATT INC COM 3.6%

Value ($000) $4,656,023 Shares 123,045 Est. Cost $14.02 Unrealized +21.2%

AMGN AMGEN INC COM 3.6%

Value ($000) $4,645,788 Shares 24,008 Est. Cost $158.01 Unrealized 0.0%

— CAMBREX CORP COM 3.0%

Value ($000) $3,875,057 Shares 65,127 Est. Cost $59500.01 Unrealized —

— OMNOVA SOLUTIONS INC COM 2.7%

Value ($000) $3,461,673 Shares 343,761 Est. Cost $10070.00 Unrealized —

— CYPRESS SEMICONDUCTOR CORP COM 2.2%

Value ($000) $2,917,500 Shares 125,000 Est. Cost $22240.00 Unrealized —

— MELLANOX TECHNOLOGIES LTD SHS 1.6%

Value ($000) $2,120,347 Shares 19,348 Est. Cost $115796.66 Unrealized —

— GENOMIC HEALTH INC COM 1.6%

Value ($000) $2,034,600 Shares 30,000 Est. Cost $67820.00 Unrealized —

— WESCO AIRCRAFT HLDGS INC COM 1.4%

Value ($000) $1,868,496 Shares 169,709 Est. Cost $11010.00 Unrealized —

TAK TAKEDA PHARMACEUTICAL CO LTD SPONSORED ADS 0.8%

Value ($000) $1,077,374 Shares 62,638 Est. Cost $16820.00 Unrealized —

PACB PACIFIC BIOSCIENCES CALIF IN COM 0.8%

Value ($000) $1,025,514 Shares 198,743 Est. Cost $7.07 Unrealized -20.9%

— TIM PARTICIPACOES S A SPONSORED ADR 0.7%

Value ($000) $946,353 Shares 65,902 Est. Cost $15080.00 Unrealized —

— FORTY SEVEN INC COM 0.5%

Value ($000) $598,228 Shares 93,182 Est. Cost $13485.12 Unrealized —

CTMX CYTOMX THERAPEUTICS INC COM 0.3%

Value ($000) $399,000 Shares 54,065 Est. Cost $17.02 Unrealized -42.0%

FTI TECHNIPFMC PLC COM 0.3%

Value ($000) $376,577 Shares 15,691 Est. Cost $17.76 Unrealized 0.0%

— SPARK THERAPEUTICS INC COM 0.2%

Value ($000) $218,496 Shares 2,253 Est. Cost $113880.00 Unrealized —

— LINDE PLC SHS 0.2%

Value ($000) $202,048 Shares 1,041 Est. Cost $194090.30 Unrealized —

RACE FERRARI N V COM 0.1%

Value ($000) $194,629 Shares 1,261 Est. Cost $159.55 Unrealized 0.0%

— FIAT CHRYSLER AUTOMOBILES N SHS 0.1%

Value ($000) $140,830 Shares 10,879 Est. Cost $12945.12 Unrealized —

— BARRICK GOLD CORPORATION COM 0.1%

Value ($000) $121,420 Shares 7,026 Est. Cost $17281.53 Unrealized —

— CARBON BLACK INC COM 0.0%

Value ($000) $28,589 Shares 1,100 Est. Cost $25990.00 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
ALC	ALCON INC ORD SHS	340,690	$19,869,885	15.3%	$59.15	0.0%	STOCK	H01301128
BMY	BRISTOL MYERS SQUIBB CO COM	202,857	$10,286,878	7.9%	$39.21	-6.2%	STOCK	110122108
ASH	ASHLAND GLOBAL HLDGS INC COM	125,645	$9,680,947	7.4%	$68.84	-1.3%	STOCK	044186104
—	CELGENE CORP COM	95,800	$9,512,940	7.3%	$92383.04	—	STOCK	151020104
—	MEDIDATA SOLUTIONS INC COM	102,140	$9,345,810	7.2%	$90896.59	—	STOCK	58471A105
—	QIAGEN NV SHS NEW	282,203	$9,243,679	7.1%	$40589.11	—	STOCK	N72482123
DD	DUPONT DE NEMOURS INC COM	125,045	$8,916,959	6.8%	$27.24	-4.9%	STOCK	26614N102
—	ALLERGAN PLC SHS	48,402	$8,145,573	6.3%	$167934.64	—	STOCK	G0177J108
—	ZAYO GROUP HLDGS INC COM	229,221	$7,770,592	6.0%	$33600.75	—	STOCK	98919V105
—	VERSUM MATLS INC COM	124,902	$6,611,063	5.1%	$52065.32	—	STOCK	92532W103
T	ATT INC COM	123,045	$4,656,023	3.6%	$14.02	+21.2%	STOCK	00206R102
AMGN	AMGEN INC COM	24,008	$4,645,788	3.6%	$158.01	0.0%	STOCK	031162100
—	CAMBREX CORP COM	65,127	$3,875,057	3.0%	$59500.01	—	STOCK	132011107
—	OMNOVA SOLUTIONS INC COM	343,761	$3,461,673	2.7%	$10070.00	—	STOCK	682129101
—	CYPRESS SEMICONDUCTOR CORP COM	125,000	$2,917,500	2.2%	$22240.00	—	STOCK	232806109
—	MELLANOX TECHNOLOGIES LTD SHS	19,348	$2,120,347	1.6%	$115796.66	—	STOCK	M51363113
—	GENOMIC HEALTH INC COM	30,000	$2,034,600	1.6%	$67820.00	—	STOCK	37244C101
—	WESCO AIRCRAFT HLDGS INC COM	169,709	$1,868,496	1.4%	$11010.00	—	STOCK	950814103
TAK	TAKEDA PHARMACEUTICAL CO LTD SPONSORED ADS	62,638	$1,077,374	0.8%	$16820.00	—	STOCK	874060205
PACB	PACIFIC BIOSCIENCES CALIF IN COM	198,743	$1,025,514	0.8%	$7.07	-20.9%	STOCK	69404D108
—	TIM PARTICIPACOES S A SPONSORED ADR	65,902	$946,353	0.7%	$15080.00	—	STOCK	88706P205
—	FORTY SEVEN INC COM	93,182	$598,228	0.5%	$13485.12	—	STOCK	34983P104
CTMX	CYTOMX THERAPEUTICS INC COM	54,065	$399,000	0.3%	$17.02	-42.0%	STOCK	23284F105
FTI	TECHNIPFMC PLC COM	15,691	$376,577	0.3%	$17.76	0.0%	STOCK	G87110105
—	SPARK THERAPEUTICS INC COM	2,253	$218,496	0.2%	$113880.00	—	STOCK	84652J103
—	LINDE PLC SHS	1,041	$202,048	0.2%	$194090.30	—	STOCK	G5494J103
RACE	FERRARI N V COM	1,261	$194,629	0.1%	$159.55	0.0%	STOCK	N3167Y103
—	FIAT CHRYSLER AUTOMOBILES N SHS	10,879	$140,830	0.1%	$12945.12	—	STOCK	N31738102
—	BARRICK GOLD CORPORATION COM	7,026	$121,420	0.1%	$17281.53	—	STOCK	067901108
—	CARBON BLACK INC COM	1,100	$28,589	0.0%	$25990.00	—	STOCK	14081R103