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Exane Derivatives Portfolio holdings
AUM
$174M
Turnover
34.02%
1-Year Est. Return
7.84%
This Fund
S&P 500
This Quarter Est. Return
+5.47%
1 Year Est. Return
-7.84%
3 Year Est. Return
+42.72%
5 Year Est. Return
+56.28%
10 Year Est. Return
–
AUM
$666M
AUM Growth
+$60.8M
(+10%)
Cap. Flow
-$90.5M
Cap. Flow % of AUM
Cap. Flow %
-13.58%
Top 10 Holdings %
Top 10 Hldgs %
34.76%
Holding
668
New
117
Increased
142
Reduced
187
Closed
44
Avg Time Held
Equity + Options
1
year
Top 10 Avg Time Held
Equity + Options
0.2
years
Top 20 Avg Time Held
Equity + Options
0.1
years
Avg Time Held Equity only
1.1
years
Top 10 Avg Time Held Equity only
0.2
years
Top 20 Avg Time Held Equity only
0.1
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
United States Oil Fund
USO
|
+$13.8M |
| 2 |
iShares MSCI South Africa ETF
EZA
|
+$12.9M |
| 3 |
iShares MSCI Peru and Global Exposure ETF
EPU
|
+$9.6M |
| 4 |
iShares MSCI Emerging Markets ETF
EEM
|
+$9.09M |
| 5 |
Nucor
NUE
|
+$8.35M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Constellation Brands
STZ
|
+$13.2M |
| 2 |
iShares China Large-Cap ETF
FXI
|
+$13M |
| 3 |
Walmart Inc
WMT
|
+$12.9M |
| 4 |
Fidelity National Information Services
FIS
|
+$12.6M |
| 5 |
CA, Inc.
CA
|
+$12.5M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 40.49% |
| 2 | Healthcare | 11.16% |
| 3 | Industrials | 7.25% |
| 4 | Financials | 6.57% |
| 5 | Technology | 6.24% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
1
PUT
Deutsche Bank
DB
$62.4B
| $88.2M | 13.24% |
+136,754
| New | +$1.68M |
2016 Q3
0 quarters
|
|
|
2
United States Oil Fund
USO
$1.88B
| $24.4M | 3.66% |
279,238
+164,364
| +143% | +$13.8M |
2014 Q4
7 quarters
|
|
|
3
iShares MSCI Emerging Markets ETF
EEM
$28.3B
| $20.9M | 3.14% |
558,590
+248,759
| +80% | +$9.09M |
2015 Q1
6 quarters
|
|
4
PUT
UBS Group
UBS
$145B
| $17.7M | 2.66% |
+66,040
| New | +$899K |
2016 Q3
0 quarters
|
|
|
5
iShares China Large-Cap ETF
FXI
$3.79B
| $15.6M | 2.34% |
411,003
-354,820
| -46% | -$13M |
2014 Q4
7 quarters
|
|
|
6
UBS Group
UBS
$145B
| $15.4M | 2.31% |
1,133,954
-489,188
| -30% | -$6.66M |
2016 Q2
1 quarter
|
|
|
7
Deutsche Bank
DB
$62.4B
| $14.2M | 2.13% |
1,220,307
-398,563
| -25% | -$4.89M |
2014 Q4
7 quarters
|
|
|
8
iShares MSCI South Africa ETF
EZA
$439M
| $12.9M | 1.93% |
229,790
+229,789
| +22,978,900% | +$12.9M |
2015 Q1
6 quarters
|
|
9
iShares MSCI Thailand ETF
THD
$390M
| $12.8M | 1.91% |
173,503
+55,772
| +47% | +$4.07M |
2014 Q4
7 quarters
|
|
10
iShares MSCI Poland ETF
EPOL
$992M
| $9.5M | 1.43% |
523,497
+297,293
| +131% | +$5.33M |
2016 Q2
1 quarter
|
|
|
11
iShares MSCI Peru and Global Exposure ETF
EPU
$493M
| $9.47M | 1.42% |
+285,227
| New | +$9.6M |
2016 Q3
0 quarters
|
|
12
Meta Platforms (Facebook)
META
$1.6T
| $8.63M | 1.29% |
67,259
+59,973
| +823% | +$7.45M |
2015 Q2
5 quarters
|
|
13
Vale
VALE
$48.5B
| $8.59M | 1.29% |
1,561,602
-435,764
| -22% | -$2.39M |
2016 Q1
2 quarters
|
|
14
UnitedHealth
UNH
$365B
| $8.38M | 1.26% |
59,845
-29,854
| -33% | -$4.18M |
2014 Q4
7 quarters
|
|
15
DELISTED
Foot Locker
FL
| $8.35M | 1.25% |
+123,302
| New | +$7.69M |
2016 Q3
0 quarters
|
|
16
Applied Materials
AMAT
$310B
| $8.34M | 1.25% |
276,634
+268,557
| +3,325% | +$7.49M |
2016 Q1
2 quarters
|
|
17
Colgate-Palmolive
CL
$76B
| $8.34M | 1.25% |
112,460
-18,692
| -14% | -$1.38M |
2015 Q1
6 quarters
|
|
18
AbbVie
ABBV
$521B
| $8.33M | 1.25% |
132,048
+124,908
| +1,749% | +$8.09M |
2014 Q4
7 quarters
|
|
19
Broadcom
AVGO
$1.56T
| $8.3M | 1.24% |
480,870
+475,550
| +8,939% | +$7.95M |
2015 Q1
6 quarters
|
|
|
TWX
20
DELISTED
Time Warner Inc
TWX
| $8.29M | 1.24% |
104,087
-55,549
| -35% | -$4.34M |
2015 Q2
5 quarters
|
|
|
BCR
21
DELISTED
CR Bard Inc.
BCR
| $8.22M | 1.23% |
36,645
-18,637
| -34% | -$4.19M |
2016 Q2
1 quarter
|
|
22
Stanley Black & Decker
SWK
$15.6B
| $8.14M | 1.22% |
+66,222
| New | +$7.99M |
2016 Q3
0 quarters
|
|
23
Microchip Technology
MCHP
$42B
| $8.12M | 1.22% |
+261,336
| New | +$7.6M |
2016 Q3
0 quarters
|
|
|
24
Nucor
NUE
$62.1B
| $8.11M | 1.22% |
+164,113
| New | +$8.35M |
2016 Q3
0 quarters
|
|
25
Expeditors International
EXPD
$25.8B
| $8.1M | 1.22% |
157,262
+157,261
| +15,726,100% | +$7.96M |
2015 Q1
6 quarters
|
|
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GDWAM
Exane Derivatives's Q3 2016 Portfolio in Review
As of Q3 2016, Exane Derivatives held 668 positions worth $666M, up 10% from $606M the previous quarter. Its ten largest holdings account for 35% of the portfolio.
Exane Derivatives withdrew a net $90.5M in Q3 2016, closing 44 positions and reducing 187 holdings. Its most notable exit was Walmart Inc, an estimated $12.9M position sold in full.
By sector, the portfolio is most concentrated in Miscellaneous at 40% of assets, up from 19% a quarter earlier, followed by Healthcare and Industrials.
Against the trend, Exane Derivatives opened a new position in iShares MSCI Peru and Global Exposure ETF worth $9.47M.
- Exane Derivatives's largest Q3 2016 buy was iShares MSCI Peru and Global Exposure ETF: 285,227 shares worth $9.47M.
- Exane Derivatives added most to United States Oil Fund in Q3 2016, an estimated $13.8M increase.
- Exane Derivatives's biggest Q3 2016 reduction was Constellation Brands, cutting an estimated $13.2M.
- Exane Derivatives fully exited Walmart Inc in Q3 2016, selling an estimated $12.9M.
- Exane Derivatives's ten largest holdings make up 35% of its $666M portfolio in Q3 2016.
- Exane Derivatives opened 117 new positions and closed 44 in Q3 2016.
- Exane Derivatives's portfolio value rose 10% quarter-over-quarter to $666M.
Based on Exane Derivatives's 13F filing for Q3 2016, filed 26 Oct 2016.