Jefferies Financial Group Inc. Quant / Systematic

CIK: 0000096223 · Show all filings

Period: Q1 2016 (← Previous) (Next →)

Filing Date: May 16, 2016

Total Value ($000): $709,198 (100.0% shares, 0.0% debt)

Holdings (50)

— HRG GROUP INC 91.5%

Value ($000) $649,138 Shares 46,600,000 Est. Cost $12.48 Unrealized —

SPY SPDR S&P 500 ETF TR 4.9%

Value ($000) $34,477 Shares 167,349 Est. Cost $206.02 Unrealized —

GLD SPDR GOLD TRUST 0.6%

Value ($000) $4,601 Shares 39,292 Est. Cost $117.10 Unrealized —

TLT ISHARES TR 0.5%

Value ($000) $3,603 Shares 27,785 Est. Cost $129.67 Unrealized —

FDX FEDEX CORP 0.1%

Value ($000) $993 Shares 6,100 Est. Cost $119.20 Unrealized 0.0%

DG DOLLAR GEN CORP NEW 0.1%

Value ($000) $822 Shares 9,600 Est. Cost $66.64 Unrealized 0.0%

ADBE ADOBE SYS INC 0.1%

Value ($000) $779 Shares 8,300 Est. Cost $86.68 Unrealized 0.0%

DRI DARDEN RESTAURANTS INC 0.1%

Value ($000) $769 Shares 11,600 Est. Cost $47.83 Unrealized 0.0%

NDAQ NASDAQ INC 0.1%

Value ($000) $690 Shares 10,400 Est. Cost $17.55 Unrealized 0.0%

— BROADCOM LTD 0.1%

Value ($000) $680 Shares 4,400 Est. Cost $154.55 Unrealized —

CME CME GROUP INC 0.1%

Value ($000) $596 Shares 6,200 Est. Cost $62.99 Unrealized 0.0%

SIG SIGNET JEWELERS LIMITED 0.1%

Value ($000) $583 Shares 4,700 Est. Cost $93.29 Unrealized 0.0%

URBN URBAN OUTFITTERS INC 0.1%

Value ($000) $536 Shares 16,200 Est. Cost $26.44 Unrealized 0.0%

ACN ACCENTURE PLC IRELAND 0.1%

Value ($000) $531 Shares 4,600 Est. Cost $87.70 Unrealized 0.0%

PGR PROGRESSIVE CORP OHIO 0.1%

Value ($000) $527 Shares 15,000 Est. Cost $24.04 Unrealized 0.0%

BF/B BROWN FORMAN CORP 0.1%

Value ($000) $473 Shares 4,800 Est. Cost $32.37 Unrealized 0.0%

MHK MOHAWK INDS INC 0.1%

Value ($000) $458 Shares 2,400 Est. Cost $174.01 Unrealized 0.0%

GD GENERAL DYNAMICS CORP 0.1%

Value ($000) $407 Shares 3,100 Est. Cost $106.81 Unrealized 0.0%

ZBH ZIMMER BIOMET HLDGS INC 0.1%

Value ($000) $363 Shares 3,400 Est. Cost $89.19 Unrealized 0.0%

— HARRIS CORP DEL 0.1%

Value ($000) $358 Shares 4,600 Est. Cost $77.83 Unrealized —

AVY AVERY DENNISON CORP 0.0%

Value ($000) $339 Shares 4,700 Est. Cost $53.99 Unrealized 0.0%

TGT TARGET CORP 0.0%

Value ($000) $337 Shares 4,100 Est. Cost $56.38 Unrealized 0.0%

— VARIAN MED SYS INC 0.0%

Value ($000) $312 Shares 3,900 Est. Cost $80.00 Unrealized —

CAH CARDINAL HEALTH INC 0.0%

Value ($000) $303 Shares 3,700 Est. Cost $61.18 Unrealized 0.0%

— REYNOLDS AMERICAN INC 0.0%

Value ($000) $297 Shares 5,900 Est. Cost $50.34 Unrealized —

AN AUTONATION INC 0.0%

Value ($000) $280 Shares 6,000 Est. Cost $48.43 Unrealized 0.0%

CLX CLOROX CO DEL 0.0%

Value ($000) $277 Shares 2,200 Est. Cost $96.11 Unrealized 0.0%

AMG AFFILIATED MANAGERS GROUP 0.0%

Value ($000) $276 Shares 1,700 Est. Cost $135.06 Unrealized 0.0%

— NIELSEN HLDGS PLC 0.0%

Value ($000) $263 Shares 5,000 Est. Cost $52.60 Unrealized —

VRTX VERTEX PHARMACEUTICALS INC 0.0%

Value ($000) $262 Shares 3,300 Est. Cost $90.45 Unrealized 0.0%

— EXPRESS SCRIPTS HLDG CO 0.0%

Value ($000) $261 Shares 3,800 Est. Cost $68.68 Unrealized —

AKAM AKAMAI TECNOLOGIES INC 0.0%

Value ($000) $261 Shares 4,700 Est. Cost $50.81 Unrealized 0.0%

KR KROGER CO 0.0%

Value ($000) $260 Shares 6,800 Est. Cost $31.60 Unrealized 0.0%

TRIP TRIPADVISOR INC 0.0%

Value ($000) $259 Shares 3,900 Est. Cost $58.87 Unrealized 0.0%

LLY LILLY ELI & CO 0.0%

Value ($000) $259 Shares 3,600 Est. Cost $63.98 Unrealized 0.0%

— ST JUDE MED INC 0.0%

Value ($000) $259 Shares 4,700 Est. Cost $55.11 Unrealized —

PNC PNC FINL SVCS GROUP INC 0.0%

Value ($000) $254 Shares 3,000 Est. Cost $61.97 Unrealized 0.0%

FOSL FOSSIL GROUP INC 0.0%

Value ($000) $253 Shares 5,700 Est. Cost $39.45 Unrealized 0.0%

COR AMERISOURCEBERGEN CORP 0.0%

Value ($000) $251 Shares 2,900 Est. Cost $66.24 Unrealized 0.0%

— DR PEPPER SNAPPLE GROUP INC 0.0%

Value ($000) $250 Shares 2,800 Est. Cost $89.29 Unrealized —

MAC MACERICH CO 0.0%

Value ($000) $246 Shares 3,100 Est. Cost $79.35 Unrealized —

— WALGREENS BOOTS ALLIANCE INC 0.0%

Value ($000) $244 Shares 2,900 Est. Cost $84.14 Unrealized —

— RED HAT INC 0.0%

Value ($000) $238 Shares 3,200 Est. Cost $74.38 Unrealized —

WYNN WYNN RESORTS LTD 0.0%

Value ($000) $234 Shares 2,500 Est. Cost $65.22 Unrealized 0.0%

KMB KIMBERLY CLARK CORP 0.0%

Value ($000) $229 Shares 1,700 Est. Cost $92.77 Unrealized 0.0%

— SCRIPPS NETWORKS INTERACT IN 0.0%

Value ($000) $229 Shares 3,500 Est. Cost $65.43 Unrealized —

GRMN GARMIN LTD 0.0%

Value ($000) $228 Shares 5,700 Est. Cost $28.23 Unrealized 0.0%

— L-3 COMMUNICATIONS HLDGS INC 0.0%

Value ($000) $225 Shares 1,900 Est. Cost $118.42 Unrealized —

GIS GENERAL MLS INC 0.0%

Value ($000) $222 Shares 3,500 Est. Cost $41.20 Unrealized 0.0%

TGNA TEGNA INC 0.0%

Value ($000) $206 Shares 8,800 Est. Cost $15.19 Unrealized 0.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	HRG GROUP INC	46,600,000	$649,138	91.5%	$12.48	—	COM	40434J100
SPY	SPDR S&P 500 ETF TR	167,349	$34,477	4.9%	$206.02	—	TR UNIT	78462F103
GLD	SPDR GOLD TRUST	39,292	$4,601	0.6%	$117.10	—	GOLD SHS	78463V107
TLT	ISHARES TR	27,785	$3,603	0.5%	$129.67	—	20 YR TR BD ETF	464287432
FDX	FEDEX CORP	6,100	$993	0.1%	$119.20	0.0%	COM	31428X106
DG	DOLLAR GEN CORP NEW	9,600	$822	0.1%	$66.64	0.0%	COM	256677105
ADBE	ADOBE SYS INC	8,300	$779	0.1%	$86.68	0.0%	COM	00724F101
DRI	DARDEN RESTAURANTS INC	11,600	$769	0.1%	$47.83	0.0%	COM	237194105
NDAQ	NASDAQ INC	10,400	$690	0.1%	$17.55	0.0%	COM	631103108
—	BROADCOM LTD	4,400	$680	0.1%	$154.55	—	SHS	Y09827109
CME	CME GROUP INC	6,200	$596	0.1%	$62.99	0.0%	COM	12572Q105
SIG	SIGNET JEWELERS LIMITED	4,700	$583	0.1%	$93.29	0.0%	SHS	G81276100
URBN	URBAN OUTFITTERS INC	16,200	$536	0.1%	$26.44	0.0%	COM	917047102
ACN	ACCENTURE PLC IRELAND	4,600	$531	0.1%	$87.70	0.0%	SHS CLASS A	G1151C101
PGR	PROGRESSIVE CORP OHIO	15,000	$527	0.1%	$24.04	0.0%	COM	743315103
BF/B	BROWN FORMAN CORP	4,800	$473	0.1%	$32.37	0.0%	CL B	115637209
MHK	MOHAWK INDS INC	2,400	$458	0.1%	$174.01	0.0%	COM	608190104
GD	GENERAL DYNAMICS CORP	3,100	$407	0.1%	$106.81	0.0%	COM	369550108
ZBH	ZIMMER BIOMET HLDGS INC	3,400	$363	0.1%	$89.19	0.0%	COM	98956P102
—	HARRIS CORP DEL	4,600	$358	0.1%	$77.83	—	COM	413875105
AVY	AVERY DENNISON CORP	4,700	$339	0.0%	$53.99	0.0%	COM	053611109
TGT	TARGET CORP	4,100	$337	0.0%	$56.38	0.0%	COM	87612E106
—	VARIAN MED SYS INC	3,900	$312	0.0%	$80.00	—	COM	92220P105
CAH	CARDINAL HEALTH INC	3,700	$303	0.0%	$61.18	0.0%	COM	14149Y108
—	REYNOLDS AMERICAN INC	5,900	$297	0.0%	$50.34	—	COM	761713106
AN	AUTONATION INC	6,000	$280	0.0%	$48.43	0.0%	COM	05329W102
CLX	CLOROX CO DEL	2,200	$277	0.0%	$96.11	0.0%	COM	189054109
AMG	AFFILIATED MANAGERS GROUP	1,700	$276	0.0%	$135.06	0.0%	COM	008252108
—	NIELSEN HLDGS PLC	5,000	$263	0.0%	$52.60	—	SHS EUR	G6518L108
VRTX	VERTEX PHARMACEUTICALS INC	3,300	$262	0.0%	$90.45	0.0%	COM	92532F100
—	EXPRESS SCRIPTS HLDG CO	3,800	$261	0.0%	$68.68	—	COM	30219G108
AKAM	AKAMAI TECNOLOGIES INC	4,700	$261	0.0%	$50.81	0.0%	COM	00971T101
KR	KROGER CO	6,800	$260	0.0%	$31.60	0.0%	COM	501044101
TRIP	TRIPADVISOR INC	3,900	$259	0.0%	$58.87	0.0%	COM	896945201
LLY	LILLY ELI & CO	3,600	$259	0.0%	$63.98	0.0%	COM	532457108
—	ST JUDE MED INC	4,700	$259	0.0%	$55.11	—	COM	790849103
PNC	PNC FINL SVCS GROUP INC	3,000	$254	0.0%	$61.97	0.0%	COM	693475105
FOSL	FOSSIL GROUP INC	5,700	$253	0.0%	$39.45	0.0%	COM	34988V106
COR	AMERISOURCEBERGEN CORP	2,900	$251	0.0%	$66.24	0.0%	COM	03073E105
—	DR PEPPER SNAPPLE GROUP INC	2,800	$250	0.0%	$89.29	—	COM	26138E109
MAC	MACERICH CO	3,100	$246	0.0%	$79.35	—	COM	554382101
—	WALGREENS BOOTS ALLIANCE INC	2,900	$244	0.0%	$84.14	—	COM	931427108
—	RED HAT INC	3,200	$238	0.0%	$74.38	—	COM	756577102
WYNN	WYNN RESORTS LTD	2,500	$234	0.0%	$65.22	0.0%	COM	983134107
KMB	KIMBERLY CLARK CORP	1,700	$229	0.0%	$92.77	0.0%	COM	494368103
—	SCRIPPS NETWORKS INTERACT IN	3,500	$229	0.0%	$65.43	—	CL A COM	811065101
GRMN	GARMIN LTD	5,700	$228	0.0%	$28.23	0.0%	SHS	H2906T109
—	L-3 COMMUNICATIONS HLDGS INC	1,900	$225	0.0%	$118.42	—	COM	502424104
GIS	GENERAL MLS INC	3,500	$222	0.0%	$41.20	0.0%	COM	370334104
TGNA	TEGNA INC	8,800	$206	0.0%	$15.19	0.0%	COM	87901J105