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Exane Derivatives Portfolio holdings
AUM
$174M
1-Year Est. Return
7.84%
This Fund
S&P 500
This Quarter
Est. Return
+3.21%
1 Year Est. Return
-7.84%
3 Year Est. Return
+42.72%
5 Year Est. Return
+56.28%
10 Year Est. Return
–
AUM
$507M
AUM Growth
-$160M
(-24%)
Cap. Flow
-$109M
Cap. Flow
% of AUM
-21.48%
Top 10 Holdings %
Top 10 Hldgs %
40.1%
Holding
696
New
71
Increased
159
Reduced
213
Closed
50
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI Emerging Markets ETF
EEM
|
+$11.9M |
| 2 |
Deutsche Bank
DB
|
+$11.9M |
| 3 |
iShares China Large-Cap ETF
FXI
|
+$10.4M |
| 4 |
RSX
VanEck Russia ETF
RSX
|
+$9.67M |
| 5 |
AB InBev
BUD
|
+$9.14M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI Thailand ETF
THD
|
+$12.4M |
| 2 |
iShares MSCI South Africa ETF
EZA
|
+$12.1M |
| 3 |
iShares MSCI Peru and Global Exposure ETF
EPU
|
+$9.29M |
| 4 |
iShares MSCI Poland ETF
EPOL
|
+$9.27M |
| 5 |
TWX
Time Warner Inc
TWX
|
+$9.26M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 12.36% |
| 2 | Technology | 8.28% |
| 3 | Consumer Staples | 6.89% |
| 4 | Consumer Discretionary | 6.15% |
| 5 | Healthcare | 5.14% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
326
Rithm Capital
RITM
$5.51B
| $30.4K | 0.01% |
1,936
-949
| -33% | -$14K |
|
327
Ralph Lauren
RL
$23B
| $29.9K | 0.01% |
331
-235
| -42% | -$23.9K |
|
328
Goodyear
GT
$2.04B
| $29.8K | 0.01% |
966
-750
| -44% | -$23.2K |
|
329
CALL
Altria Group
MO
$113B
| $29K | 0.01% |
1,000
| – | – |
|
330
Canadian Solar
CSIQ
$1B
| $28.8K | 0.01% |
2,366
-1,534
| -39% | -$20K |
|
|
SHPG
331
PUT
DELISTED
Shire pic
SHPG
| $28.6K | 0.01% |
40
-10
| -20% | -$1.77K |
|
|
HES
332
DELISTED
Hess
HES
| $28.3K | 0.01% |
454
-1,858
| -80% | -$102K |
|
|
ESV
333
DELISTED
Ensco Rowan plc
ESV
| $28.2K | 0.01% |
726
+12
| +2% | +$430 |
|
334
Analog Devices
ADI
$179B
| $27.7K | 0.01% |
382
| – | – |
|
335
CALL
United States Natural Gas Fund
UNG
$454M
| $27.6K | 0.01% |
13
| – | – |
|
336
Archer Daniels Midland
ADM
$38.9B
| $27.4K | 0.01% |
600
-545
| -48% | -$24.1K |
|
|
NBL
337
DELISTED
Noble Energy, Inc.
NBL
| $27.3K | 0.01% |
717
-67
| -9% | -$2.49K |
|
338
CALL
Rogers Communications
RCI
$18.4B
| $27.1K | 0.01% |
500
| – | – |
|
|
NFX
339
DELISTED
Newfield Exploration
NFX
| $26.9K | 0.01% |
664
-68
| -9% | -$2.89K |
|
340
Gen Digital
GEN
$16.3B
| $26.8K | 0.01% |
1,121
| – | – |
|
341
Amphenol
APH
$197B
| $25.9K | 0.01% |
1,540
| – | – |
|
342
CALL
Logitech
LOGI
$14.6B
| $24.3K | ﹤0.01% |
+160
| New | +$3.83K |
|
343
Conagra Brands
CAG
$7.19B
| $24.2K | ﹤0.01% |
613
-128
| -17% | -$4.78K |
|
344
PUT
Rio Tinto
RIO
$158B
| $23.4K | ﹤0.01% |
899
+67
| +8% | +$2.46K |
|
|
TIF
345
DELISTED
Tiffany & Co.
TIF
| $23.3K | ﹤0.01% |
301
+19
| +7% | +$1.46K |
|
346
Comcast
CMCSA
$84B
| $23K | ﹤0.01% |
666
-824
| -55% | -$27.5K |
|
347
HDFC Bank
HDB
$124B
| $22.8K | ﹤0.01% |
1,504
+772
| +105% | +$12.9K |
|
|
GAP
348
The Gap Inc
GAP
$7.34B
| $21.9K | ﹤0.01% |
974
-7,741
| -89% | -$199K |
|
349
PUT
ArcelorMittal
MT
$52.3B
| $21.6K | ﹤0.01% |
412
| – | – |
|
|
XLNX
350
DELISTED
Xilinx Inc
XLNX
| $21.3K | ﹤0.01% |
353
| – | – |
|
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Exane Derivatives's Q4 2016 Portfolio in Review
As of Q4 2016, Exane Derivatives held 696 positions worth $507M, down 24% from $666M the previous quarter. Its ten largest holdings account for 40% of the portfolio.
Exane Derivatives withdrew a net $109M in Q4 2016, closing 50 positions and reducing 213 holdings. Its most notable exit was Vale, an estimated $8.59M position sold in full.
By sector, the portfolio is most concentrated in Financials at 12% of assets, up from 6.6% a quarter earlier, followed by Technology and Consumer Staples.
Against the trend, Exane Derivatives opened a new position in Ingredion worth $4.09M.
- Exane Derivatives's largest Q4 2016 buy was Ingredion: 32,719 shares worth $4.09M.
- Exane Derivatives added most to iShares MSCI Emerging Markets ETF in Q4 2016, an estimated $11.9M increase.
- Exane Derivatives's biggest Q4 2016 reduction was iShares MSCI Thailand ETF, cutting an estimated $12.4M.
- Exane Derivatives fully exited Vale in Q4 2016, selling an estimated $8.59M.
- Exane Derivatives's ten largest holdings make up 40% of its $507M portfolio in Q4 2016.
- Exane Derivatives opened 71 new positions and closed 50 in Q4 2016.
- Exane Derivatives's portfolio value fell 24% quarter-over-quarter to $507M.
Based on Exane Derivatives's 13F filing for Q4 2016, filed 27 Jan 2017.