SOCIETE GENERALE

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CIK 865845

13F portfolio (2016-Q2)

$12.9B

Positions

2,037

Implied 1Y CAGR

modeled · as filed

Long positions in SEC Section 13(f) securities (US-listed stocks, ADRs and ETFs), largest first · Δ vs 2016-Q1. A lagged quarterly snapshot (filed ≤45 days after quarter-end); excludes shorts, options, cash, and shares listed only on non-US exchanges — foreign companies held via a US listing or ADR (e.g. Alibaba, TSMC) ARE included.

Implied return what this book implies · modeled, not advice methodology →

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As filed = each book applied at its quarter-end (what the reported book did) · As copyable = applied at its statutory 45-day filing deadline (what a 13F follower could have earned).

Computing…

Hypothetical modeled performance constructed with hindsight — not actual results, and not indicative of future results. See the Disclaimer.

Exposures · what this manager owns, by sector & size (2016-Q2)

Holdings

2037

Top 5

26.2%

Top 10

32.8%

Effective N

35.8

HHI

0.028

This quarter

2037 new · 0 exit →

By sector

Unclassified55.4%

Consumer Discretionary8.9%

Information Technology7.4%

Financials5.2%

Industrials5.2%

Communication Services4.0%

Consumer Staples3.6%

Energy2.4%

Other8.0%

By market cap

Unknown57.4%

Large ($10–200B)22.7%

Mega (>$200B)15.6%

Mid ($2–10B)3.6%

Small ($300M–2B)0.5%

Micro (<$300M)0.1%

By region

Other55.4%

North America43.3%

Asia-Pacific0.9%

Europe0.4%

Middle East0.0%

Africa0.0%

By industry group GICS — finer than sector

Industry group	Weight	Names
Unclassified	55.41%	1109
Technology Hardware & Equipment	5.12%	30
Specialty Retail	4.10%	36
Banks	2.79%	63
Oil, Gas & Consumable Fuels	2.35%	38
Software & IT Services	1.96%	22
Distributors	1.86%	25
Hotels, Restaurants & Leisure	1.86%	22
Machinery	1.80%	43
Food Products	1.80%	17
Insurance	1.79%	52
Equity Real Estate Investment Trusts (REITs)	1.77%	75
Utilities	1.68%	50
Diversified Telecommunication Services	1.64%	13
Pharmaceuticals & Biotechnology	1.61%	37
Chemicals	1.10%	37
Beverages	1.04%	11
Commercial Services & Supplies	0.95%	33
Software	0.77%	24
Airlines	0.71%	8
Tobacco	0.63%	2
Aerospace & Defense	0.63%	12
Semiconductors & Semiconductor Equipment	0.62%	30
Automobiles & Components	0.61%	16
Capital Markets	0.58%	23
Metals & Mining	0.57%	31
Entertainment	0.47%	3
Health Care Equipment & Supplies	0.43%	21
Road & Rail	0.41%	8
Communications Equipment	0.37%	7
Media & Entertainment	0.34%	13
Industrial Conglomerates	0.30%	1
Paper & Forest Products	0.28%	10
Textiles, Apparel & Luxury Goods	0.26%	13
Construction & Engineering	0.22%	13
Construction Materials	0.21%	9
Food & Staples Retailing	0.13%	5
Health Care Providers & Services	0.12%	10
Life Sciences Tools & Services	0.12%	10
Electrical Equipment & Components	0.11%	4
Household Durables	0.11%	9
Marine	0.08%	6
Real Estate Management & Development	0.07%	8
Professional Services	0.07%	6
Diversified Consumer Services	0.05%	5
Transportation Infrastructure	0.04%	6
Media & Publishing	0.04%	8
Leisure Products	0.03%	2
Agricultural Products	0.01%	1

Top holdings

#	Ticker	Name	Sector	Weight
1	SPY	STATE STR SPDR S&P 500 ETF T	Unclassified	14.90%
2	AAPL	Apple Inc.	Information Technology	3.26%
3	IWM	ISHARES TR	Unclassified	3.06%
4	AMZN	AMAZON COM INC	Consumer Discretionary	3.05%
5	MDY	SPDR S&P MIDCAP 400 ETF TR	Unclassified	1.95%
6	EFA	ISHARES TR	Unclassified	1.53%
7	MCK	MCKESSON CORP	Consumer Discretionary	1.42%
8	MDLZ	Mondelez International, Inc.	Consumer Staples	1.24%
9	BAC	BANK OF AMERICA CORP /DE/	Financials	1.18%
10	MCD	MCDONALDS CORP	Consumer Discretionary	1.18%

932/2037 names classified · sector 44.6% of weight · industry 44.6% · mkt cap 42.6%; unclassified names shown, never dropped.

Style box · size × value-growth placement of the reported book (2016-Q2), classified on current fundamentals (not point-in-time) — load it into PORT to overlay your own portfolio

Only 42% of book weight classified — the grid is NOT representative of the whole book.

holdings, colored by sector (765 classified)SOCIETE GENERALE centroid (Mid Core)

Consumer DiscretionaryInformation TechnologyFinancialsIndustrialsCommunication ServicesConsumer StaplesHealth CareEnergyMaterialsReal EstateUtilities

Style box summary for SOCIETE GENERALE: centroid Mid Core. Heaviest cells: Large Value 11.5%, Large Growth 11.5%, Large Core 4.9%.

Classified: 41.8% of book weight (765/1259 names) · unclassified 58.2%: , SPY, IWM, MDY, EFA, EWZ, XLE, XRT, IBB, BABA +484 more. Size: cap 70/20/10 bands; style: value/growth composite on our own metrics — not Morningstar's model.

Contribution holdings-based, any period

No contribution data for this period.

Holdings· 2,037 positions (2016-Q2) · largest first · Δ vs 2016-Q1

#	Security	Shares	Value	Weight	Δ QoQ
1	SPYSTATE STR SPDR S&P 500 ETF T	9,151,872	$1.9B	14.9%	NEW
2	AAPLAPPLE INC	4,388,901	$420M	3.3%	NEW
3	IWMISHARES TR	3,424,519	$394M	3.1%	NEW
4	AMZNAMAZON COM INC	547,556	$392M	3.0%	NEW
5	MDYSPDR S&P MIDCAP 400 ETF TR	920,894	$251M	1.9%	NEW
6	EFAISHARES TR	3,536,082	$197M	1.5%	NEW
7	MCKMCKESSON CORP	975,638	$182M	1.4%	NEW
8	MDLZMONDELEZ INTL INC	3,508,012	$160M	1.2%	NEW
9	BACBANK AMERICA CORP	11,426,307	$152M	1.2%	NEW
10	MCDMCDONALDS CORP	1,259,880	$152M	1.2%	NEW
11	TAT&T INC	2,817,361	$122M	0.9%	NEW
12	EWZISHARES INC MSCI BRAZIL ETF	3,801,626	$115M	0.9%	NEW
13	POWERSHARES QQQ TRUST	1,042,941	$112M	0.9%	NEW
14	GOOGALPHABET INC	137,516	$95M	0.7%	NEW
15	SLBSCHLUMBERGER LTD	1,191,743	$94M	0.7%	NEW
16	XLESELECT SECTOR SPDR TR	1,355,130	$92M	0.7%	NEW
17	CSCOCISCO SYS INC	3,016,208	$87M	0.7%	NEW
18	ALLERGAN PLC	99,699	$83M	0.6%	NEW
19	BARCLAYS IPTH SRS B S&P SHRT TRM ETN	5,674,984	$78M	0.6%	NEW
20	KOCOCA COLA CO	1,691,882	$77M	0.6%	NEW
21	ISHARES	6,600,867	$76M	0.6%	NEW
22	XRTSPDR SERIES TRUST	1,756,427	$74M	0.6%	NEW
23	REYNOLDS AMERICAN INC	1,244,604	$67M	0.5%	NEW
24	CVXCHEVRON CORP NEW	638,777	$67M	0.5%	NEW
25	IBBISHARES TR	245,310	$63M	0.5%	NEW
26	DISDISNEY WALT CO	608,248	$59M	0.5%	NEW
27	FDXFEDEX CORP	378,034	$57M	0.4%	NEW
28	FRONTIER COMMUNICATIONS CORP	587,676	$56M	0.4%	NEW
29	BABAALIBABA GROUP HLDG LTD	700,519	$56M	0.4%	NEW
30	ABBVABBVIE INC	898,718	$56M	0.4%	NEW
31	CCITIGROUP INC	1,275,712	$54M	0.4%	NEW
32	MSFTMICROSOFT CORP	1,042,649	$53M	0.4%	NEW
33	SPDR S&P 500 OIL & GAS EXP	1,482,878	$52M	0.4%	NEW
34	GOOGLALPHABET INC	71,137	$50M	0.4%	NEW
35	MOALTRIA GROUP INC	718,219	$50M	0.4%	NEW
36	METAMETA PLATFORMS INC	432,813	$49M	0.4%	NEW
37	FEZSPDR INDEX SHS FDS	1,586,743	$49M	0.4%	NEW
38	VZVERIZON COMMUNICATIONS INC	876,754	$49M	0.4%	NEW
39	EZUISHARES INC MSCI EURZONE ETF	1,511,069	$49M	0.4%	NEW
40	GSGOLDMAN SACHS GROUP INC	327,706	$49M	0.4%	NEW
41	UPSUNITED PARCEL SERVICE INC	422,268	$45M	0.4%	NEW
42	PNRPENTAIR PLC	775,326	$45M	0.4%	NEW
43	BKRBAKER HUGHES INC	1,001,259	$45M	0.4%	NEW
44	XLYSELECT SECTOR SPDR TR	576,573	$45M	0.3%	NEW
45	GMGENERAL MTRS CO	1,572,677	$45M	0.3%	NEW
46	SMHVANECK ETF TRUST	777,175	$44M	0.3%	NEW
47	MASMASCO CORP	1,405,380	$43M	0.3%	NEW
48	T MOBILE US INC	590,055	$43M	0.3%	NEW
49	SOUTHWESTERN ENERGY CO	1,423,000	$43M	0.3%	NEW
50	HPEHEWLETT PACKARD ENTERPRISE C	2,307,096	$42M	0.3%	NEW
51	XLUSELECT SECTOR SPDR TR	798,623	$42M	0.3%	NEW
52	YUMYUM BRANDS INC	503,684	$42M	0.3%	NEW
53	QCOMQUALCOMM INC	756,065	$41M	0.3%	NEW
54	BABOEING CO	307,816	$40M	0.3%	NEW
55	MMM3M CO	218,161	$38M	0.3%	NEW
56	GLDSPDR GOLD TR	296,820	$38M	0.3%	NEW
57	PGPROCTER AND GAMBLE CO	442,897	$38M	0.3%	NEW
58	IWOISHARES TR	268,011	$37M	0.3%	NEW
59	JNJJOHNSON & JOHNSON	293,424	$36M	0.3%	NEW
60	DIASPDR DOW JONES INDL AVERAGE	193,749	$35M	0.3%	NEW
61	WPX ENERGY INC	750,000	$35M	0.3%	NEW
62	AXPAMERICAN EXPRESS CO	563,507	$34M	0.3%	NEW
63	KELLANOVA	416,340	$34M	0.3%	NEW
64	TRVTRAVELERS COMPANIES INC	278,414	$33M	0.3%	NEW
65	FXIISHARES TR	958,728	$33M	0.3%	NEW
66	XLBSELECT SECTOR SPDR TR	707,853	$33M	0.3%	NEW
67	PEPPEPSICO INC	309,026	$33M	0.3%	NEW
68	PMPHILIP MORRIS INTL INC	315,535	$32M	0.2%	NEW
69	UNHUNITEDHEALTH GROUP INC	226,062	$32M	0.2%	NEW
70	XLISELECT SECTOR SPDR TR	561,489	$31M	0.2%	NEW
71	CERNER CORP	526,602	$31M	0.2%	NEW
72	EWCISHARES INC	1,241,672	$30M	0.2%	NEW
73	BIDUBAIDU INC	184,050	$30M	0.2%	NEW
74	BLACK HILLS CORP	425,000	$30M	0.2%	NEW
75	SLVISHARES SILVER TR	1,665,526	$30M	0.2%	NEW
76	IBMINTERNATIONAL BUSINESS MACHS	195,217	$30M	0.2%	NEW
77	WYWEYERHAEUSER CO	983,370	$29M	0.2%	NEW
78	EWHISHARES INC MSCI HONG KG ETF	1,428,491	$28M	0.2%	NEW
79	HALHALLIBURTON CO	610,262	$28M	0.2%	NEW
80	NKENIKE INC	497,015	$27M	0.2%	NEW
81	DHRDANAHER CORP DEL	265,636	$27M	0.2%	NEW
82	XBISPDR SERIES TRUST	492,161	$27M	0.2%	NEW
83	AGGISHARES TR	234,348	$26M	0.2%	NEW
84	VANECK VECTORS ETF TRUST	891,622	$26M	0.2%	NEW
85	PROSHARES TR II	2,750,000	$26M	0.2%	NEW
86	JPMJPMORGAN CHASE & CO	416,169	$26M	0.2%	NEW
87	HYGISHARES TR	300,897	$25M	0.2%	NEW
88	FLSFLOWSERVE CORP	561,376	$25M	0.2%	NEW
89	AXIALL CORP COM	753,865	$25M	0.2%	NEW
90	PROSHARES TR II	500,000	$25M	0.2%	NEW
91	AMSURG CORP	169,000	$24M	0.2%	NEW
92	COPCONOCOPHILLIPS	557,383	$24M	0.2%	NEW
93	CVENT INC	664,365	$24M	0.2%	NEW
94	OXYOCCIDENTAL PETE CORP	312,350	$24M	0.2%	NEW
95	VIRGIN AMER INC	410,899	$23M	0.2%	NEW
96	PIEDMONT NAT GAS INC COM	383,554	$23M	0.2%	NEW
97	FIAT CHRYSLER AUTOMOBILES N	385,000	$23M	0.2%	NEW
98	EEMISHARES TR	655,691	$23M	0.2%	NEW
99	SHYISHARES TR	263,797	$23M	0.2%	NEW
100	XLFSELECT SECTOR SPDR TR	946,491	$22M	0.2%	NEW
101	INTCINTEL CORP	655,805	$22M	0.2%	NEW
102	BARRICK GOLD CORP	991,305	$21M	0.2%	NEW
103	XMESPDR SERIES TRUST	856,310	$21M	0.2%	NEW
104	Xtrackers MSCI South Korea Hedged Equity ETF	898,139	$21M	0.2%	NEW
105	HDHOME DEPOT INC	157,143	$20M	0.2%	NEW
106	CATCATERPILLAR INC	259,592	$20M	0.2%	NEW
107	WMTWALMART INC	267,731	$20M	0.2%	NEW
108	UNITED TECHNOLOGIES CORP	189,913	$19M	0.2%	NEW
109	TLTISHARES TR	139,315	$19M	0.2%	NEW
110	IBNICICI BANK LIMITED	2,677,184	$19M	0.1%	NEW
111	KMBKIMBERLY-CLARK CORP	137,801	$19M	0.1%	NEW
112	FEI CO COM	176,430	$19M	0.1%	NEW
113	DOW CHEM CO	371,342	$18M	0.1%	NEW
114	CBCHUBB LIMITED	140,696	$18M	0.1%	NEW
115	XLKSELECT SECTOR SPDR TR	422,639	$18M	0.1%	NEW
116	GAPGAP INC	860,906	$18M	0.1%	NEW
117	EPIWISDOMTREE TR	903,481	$18M	0.1%	NEW
118	IYTISHARES TR	135,937	$18M	0.1%	NEW
119	PHMPULTE GROUP INC	927,875	$18M	0.1%	NEW
120	POSTPOST HLDGS INC	218,490	$18M	0.1%	NEW
121	AAALCOA INC	1,938,889	$18M	0.1%	NEW
122	DREAMWORKS ANIMATION SKG INC	433,536	$18M	0.1%	NEW
123	WCCWESCO INTL INC	341,712	$18M	0.1%	NEW
124	WELLTOWER INC 6.50 PFD PREPET	255,000	$17M	0.1%	NEW
125	BCSBARCLAYS PLC	2,203,032	$17M	0.1%	NEW
126	DU PONT E I DE NEMOURS & CO	258,053	$17M	0.1%	NEW
127	FFORD MTR CO	1,312,891	$17M	0.1%	NEW
128	IVVISHARES TR	77,961	$16M	0.1%	NEW
129	YAHOO INC	436,751	$16M	0.1%	NEW
130	WYWeyerhaeuser Company	315,000	$16M	0.1%	NEW
131	PPLPPL CORP	417,783	$16M	0.1%	NEW
132	COLUMBIA PIPELINE GROUP INC	618,466	$16M	0.1%	NEW
133	KHCKRAFT HEINZ CO	177,614	$16M	0.1%	NEW
134	ROFIN-SINAR TECHNOLOGIES INC	488,357	$16M	0.1%	NEW
135	SOSOUTHERN CO	288,530	$15M	0.1%	NEW
136	TRNTRINITY INDS INC	817,560	$15M	0.1%	NEW
137	WMBWILLIAMS COS INC	696,607	$15M	0.1%	NEW
138	INCONTACT INC	1,086,165	$15M	0.1%	NEW
139	Proshares Short S&P	378,286	$15M	0.1%	NEW
140	CXCEMEX SAB DE CV	2,428,024	$15M	0.1%	NEW
141	TEVATEVA PHARMACEUTICAL INDS LTD	295,269	$15M	0.1%	NEW
142	ISHARES MSCI SINGAPORE INDEX FUND	1,354,237	$15M	0.1%	NEW
143	EFGISHARES TR	224,274	$15M	0.1%	NEW
144	WDCWESTERN DIGITAL CORP	310,318	$15M	0.1%	NEW
145	LYBLYONDELLBASELL INDUSTRIES N	195,661	$15M	0.1%	NEW
146	TIFFANY & CO NEW	236,399	$14M	0.1%	NEW
147	GDXJVANECK ETF TRUST	335,551	$14M	0.1%	NEW
148	MEMORIAL RESOURCE DEVELOPMENT	899,216	$14M	0.1%	NEW
149	NEXTERA ENERGY INC	212,500	$14M	0.1%	NEW
150	SUNTRUST BKS INC	339,427	$14M	0.1%	NEW
151	COSTCOSTCO WHSL CORP NEW	88,364	$14M	0.1%	NEW
152	CRCRANE CO	243,517	$14M	0.1%	NEW
153	HEDJWISDOMTREE TR	270,954	$14M	0.1%	NEW
154	AGL RES INC	202,583	$13M	0.1%	NEW
155	CELATOR PHARMACEUTICALS INC	436,207	$13M	0.1%	NEW
156	XLVSELECT SECTOR SPDR TR	183,408	$13M	0.1%	NEW
157	MHKMOHAWK INDS INC	68,491	$13M	0.1%	NEW
158	EWGISHARES INC MSCI GERMANY ETF	537,133	$13M	0.1%	NEW
159	DDOMINION ENERGY INC	164,408	$13M	0.1%	NEW
160	TMUST-MOBILE US INC	292,297	$13M	0.1%	NEW
161	ANADARKO PETE CORP	237,441	$13M	0.1%	NEW
162	CVSCVS HEALTH CORP	126,592	$12M	0.1%	NEW
163	AALAMERICAN AIRLS GROUP INC	426,795	$12M	0.1%	NEW
164	CMCSACOMCAST CORP NEW	185,354	$12M	0.1%	NEW
165	LUMNLUMEN TECHNOLOGIES INC	414,652	$12M	0.1%	NEW
166	IGIBISHARES TR	106,568	$12M	0.1%	NEW
167	ELIZABETH ARDEN INC	855,818	$12M	0.1%	NEW
168	GEGENERAL ELECTRIC CO	373,964	$12M	0.1%	NEW
169	POWERSHARES ETF TRUST II	515,799	$12M	0.1%	NEW
170	BAXBAXTER INTL INC	258,776	$12M	0.1%	NEW
171	PFEPFIZER INC	327,170	$12M	0.1%	NEW
172	IWFISHARES TR	114,281	$11M	0.1%	NEW
173	DUKDUKE ENERGY CORP NEW	131,441	$11M	0.1%	NEW
174	TBTPROSHARES TR	354,254	$11M	0.1%	NEW
175	AMGNAMGEN INC	73,081	$11M	0.1%	NEW
176	HCP INC	308,744	$11M	0.1%	NEW
177	IDGTISHARES TR	309,150	$11M	0.1%	NEW
178	DEMANDWARE INC	142,670	$11M	0.1%	NEW
179	POTASH CORP OF SASKATCHEWAN	644,842	$10M	0.1%	NEW
180	WYNNWYNN RESORTS LTD	115,171	$10M	0.1%	NEW
181	LLYELI LILLY & CO	132,411	$10M	0.1%	NEW
182	BLACKSTONE GROUP LP	418,707	$10M	0.1%	NEW
183	GISGENERAL MILLS INC	143,815	$10M	0.1%	NEW
184	PCGPG&E CORP	159,396	$10M	0.1%	NEW
185	GILDGILEAD SCIENCES INC	121,890	$10M	0.1%	NEW
186	ROYAL DUTCH SHELL PLC	183,960	$10M	0.1%	NEW
187	FIRSTMERIT CORP	499,492	$10M	0.1%	NEW
188	PGRPROGRESSIVE CORP	301,697	$10M	0.1%	NEW
189	WALGREENS BOOTS ALLIANCE INC	121,369	$10M	0.1%	NEW
190	PBRPETROLEO BRASILEIRO S A	1,411,225	$10M	0.1%	NEW
191	JBLUJETBLUE AWYS CORP	607,322	$10M	0.1%	NEW
192	FIRST NIAGARA F	1,030,302	$10M	0.1%	NEW
193	CHTRCHARTER COMMUNICATIONS INC	43,269	$10M	0.1%	NEW
194	FDISFIDELITY COVINGTON TRUST	323,420	$10M	0.1%	NEW
195	METMETLIFE INC	246,588	$10M	0.1%	NEW
196	STERICYCLE INC	117,990	$10M	0.1%	NEW
197	KRESPDR SERIES TRUST	254,745	$10M	0.1%	NEW
198	IRDMIRIDIUM COMMUNICATIONS INC	30,246	$10M	0.1%	NEW
199	VTVVANGUARD INDEX FDS	114,701	$10M	0.1%	NEW
200	SRESEMPRA	84,579	$10M	0.1%	NEW

showing the top 200 by weight

☆SOCIETE GENERALE