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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
+3.51%
1 Year Est. Return
-7.84%
3 Year Est. Return
+42.72%
5 Year Est. Return
+56.28%
10 Year Est. Return
–
AUM
$606M
AUM Growth
-$147M
(-20%)
Cap. Flow
-$152M
Cap. Flow
% of AUM
-25.06%
Top 10 Holdings %
Top 10 Hldgs %
26.18%
Holding
657
New
70
Increased
165
Reduced
211
Closed
108
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
UBS Group
UBS
|
+$24.8M |
| 2 |
Constellation Brands
STZ
|
+$12.7M |
| 3 |
HCA Healthcare
HCA
|
+$12.2M |
| 4 |
Avery Dennison
AVY
|
+$12M |
| 5 |
BCR
CR Bard Inc.
BCR
|
+$12M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Applied Materials
AMAT
|
+$15.3M |
| 2 |
Masco
MAS
|
+$14.6M |
| 3 |
SNI
Scripps Networks Interactive, Inc Common Class A
SNI
|
+$14.6M |
| 4 |
Cintas
CTAS
|
+$14.5M |
| 5 |
United Parcel Service
UPS
|
+$14.3M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Staples | 16.62% |
| 2 | Consumer Discretionary | 12.86% |
| 3 | Financials | 10.34% |
| 4 | Communication Services | 8.36% |
| 5 | Materials | 8.05% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
YHOO
76
DELISTED
Yahoo Inc
YHOO
| $1.2M | 0.2% |
32,556
-33,036
| -50% | -$1.22M |
|
77
Harley-Davidson
HOG
$2.61B
| $1.2M | 0.2% |
26,473
+12,511
| +90% | +$576K |
|
78
Procter & Gamble
PG
$340B
| $1.17M | 0.19% |
13,848
+4,447
| +47% | +$365K |
|
79
Micron Technology
MU
$835B
| $1.17M | 0.19% |
85,054
-11,007
| -11% | -$125K |
|
80
PayPal
PYPL
$49.9B
| $1.1M | 0.18% |
30,180
+1,014
| +3% | +$38.8K |
|
|
APC
81
DELISTED
Anadarko Petroleum
APC
| $1.07M | 0.18% |
20,055
+305
| +2% | +$15.5K |
|
82
Macy's
M
$6.51B
| $1.06M | 0.17% |
31,417
+20,962
| +200% | +$751K |
|
83
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$300M
| $1.05M | 0.17% |
33,123
-3,344
| -9% | -$119K |
|
84
Bank of America
BAC
$429B
| $1.04M | 0.17% |
78,156
+35,438
| +83% | +$498K |
|
85
Itaú Unibanco
ITUB
$89.8B
| $1.03M | 0.17% |
248,384
+104,282
| +72% | +$402K |
|
86
Telecom Argentina
TEO
$5.84B
| $987K | 0.16% |
53,826
+4,754
| +10% | +$87.4K |
|
87
iShares MSCI United Kingdom ETF
EWU
$4.1B
| $982K | 0.16% |
32,802
+14,259
| +77% | +$453K |
|
|
RSX
88
DELISTED
VanEck Russia ETF
RSX
| $977K | 0.16% |
56,090
-600,148
| -91% | -$10.2M |
|
|
CNH
89
CNH Industrial
CNH
$13.3B
| $951K | 0.16% |
+151,848
| New | +$935K |
|
90
Sysco
SYY
$40.8B
| $919K | 0.15% |
18,114
+2,207
| +14% | +$107K |
|
91
American Express
AXP
$224B
| $866K | 0.14% |
14,247
-415
| -3% | -$26.3K |
|
92
Intel
INTC
$413B
| $866K | 0.14% |
26,389
-1,062
| -4% | -$33.3K |
|
93
iShares MSCI Italy ETF
EWI
$987M
| $854K | 0.14% |
39,350
+1,150
| +3% | +$27.4K |
|
94
Kraft Heinz
KHC
$32.8B
| $845K | 0.14% |
9,549
+491
| +5% | +$40.4K |
|
95
State Street Energy Select Sector SPDR ETF
XLE
$39B
| $842K | 0.14% |
24,678
-10,200
| -29% | -$337K |
|
96
Meta Platforms (Facebook)
META
$1.49T
| $833K | 0.14% |
7,286
+1,610
| +28% | +$186K |
|
97
Franco-Nevada
FNV
$41.3B
| $791K | 0.13% |
10,394
+8,483
| +444% | +$574K |
|
98
Agnico Eagle Mines
AEM
$72.2B
| $774K | 0.13% |
14,463
+11,533
| +394% | +$524K |
|
|
UWTI
99
DELISTED
VelocityShares 3x Long Crude Oil ETN linked to the S&P GSCI Crude Oil Index ER due February 9,
UWTI
| $759K | 0.13% |
23,413
-14,996
| -39% | -$467K |
|
100
PG&E
PCG
$39B
| $750K | 0.12% |
11,734
-349
| -3% | -$20.9K |
|
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Exane Derivatives's Q2 2016 Portfolio in Review
As of Q2 2016, Exane Derivatives held 657 positions worth $606M, down 20% from $753M the previous quarter. Its ten largest holdings account for 26% of the portfolio.
Exane Derivatives withdrew a net $152M in Q2 2016, closing 108 positions and reducing 211 holdings. Its most notable exit was Masco, an estimated $14.6M position sold in full.
By sector, the portfolio is most concentrated in Consumer Staples at 17% of assets, up from 10% a quarter earlier, followed by Consumer Discretionary and Financials.
Against the trend, Exane Derivatives opened a new position in UBS Group worth $20.8M.
- Exane Derivatives's largest Q2 2016 buy was UBS Group: 1,623,142 shares worth $20.8M.
- Exane Derivatives added most to Constellation Brands in Q2 2016, an estimated $12.7M increase.
- Exane Derivatives's biggest Q2 2016 reduction was Applied Materials, cutting an estimated $15.3M.
- Exane Derivatives fully exited Masco in Q2 2016, selling an estimated $14.6M.
- Exane Derivatives's ten largest holdings make up 26% of its $606M portfolio in Q2 2016.
- Exane Derivatives opened 70 new positions and closed 108 in Q2 2016.
- Exane Derivatives's portfolio value fell 20% quarter-over-quarter to $606M.
Based on Exane Derivatives's 13F filing for Q2 2016, filed 3 Aug 2016.