Jefferies Financial Group Inc. Quant / Systematic

CIK: 0000096223 · Show all filings

Period: Q2 2016 (← Previous) (Next →)

Filing Date: Aug 12, 2016

Total Value ($000): $863,253 (100.0% shares, 0.0% debt)

Holdings (36)

— HRG GROUP INC 74.1%

Value ($000) $639,818 Shares 46,600,000 Est. Cost $12.48 Unrealized —

SPY SPDR S&P 500 ETF TR 5.5%

Value ($000) $47,372 Shares 226,140 Est. Cost $206.92 Unrealized —

BAX BAXTER INTL INC 3.7%

Value ($000) $31,654 Shares 700,000 Est. Cost $37.48 Unrealized 0.0%

— E M C CORP MASS 2.4%

Value ($000) $20,498 Shares 754,469 Est. Cost $27.17 Unrealized —

GLD SPDR GOLD TRUST 1.8%

Value ($000) $15,416 Shares 121,894 Est. Cost $123.45 Unrealized —

— LIBERTY INTERACTIVE CORP 1.6%

Value ($000) $13,947 Shares 376,249 Est. Cost $37.07 Unrealized —

— WESTAR ENERGY INC 1.2%

Value ($000) $10,596 Shares 188,900 Est. Cost $56.09 Unrealized —

— SYNGENTA AG 1.0%

Value ($000) $8,276 Shares 107,766 Est. Cost $76.80 Unrealized —

IAT ISHARES TR 0.8%

Value ($000) $6,975 Shares 215,030 Est. Cost $32.44 Unrealized —

TLT ISHARES TR 0.8%

Value ($000) $6,807 Shares 49,008 Est. Cost $133.67 Unrealized —

— ITC HLDGS CORP 0.8%

Value ($000) $6,504 Shares 138,905 Est. Cost $46.82 Unrealized —

— RITE AID CORP 0.7%

Value ($000) $6,426 Shares 857,991 Est. Cost $7.49 Unrealized —

— LIBERTY MEDIA CORP DELAWARE 0.7%

Value ($000) $6,348 Shares 202,429 Est. Cost $31.36 Unrealized —

UA UNDER ARMOUR INC 0.5%

Value ($000) $4,177 Shares 114,782 Est. Cost $37.40 Unrealized 0.0%

— BHP BILLITON PLC 0.5%

Value ($000) $4,079 Shares 160,703 Est. Cost $25.38 Unrealized —

XLU SELECT SECTOR SPDR TR 0.4%

Value ($000) $3,782 Shares 72,077 Est. Cost $52.47 Unrealized —

— NORTHSTAR ASSET MGMT GROUP I 0.4%

Value ($000) $3,603 Shares 352,875 Est. Cost $10.21 Unrealized —

— ALERE INC 0.4%

Value ($000) $3,312 Shares 79,457 Est. Cost $41.68 Unrealized —

— LIBERTY MEDIA CORP DELAWARE 0.3%

Value ($000) $2,942 Shares 153,761 Est. Cost $19.13 Unrealized —

— MEDIA GEN INC NEW 0.3%

Value ($000) $2,392 Shares 139,182 Est. Cost $17.19 Unrealized —

— SINA CORP 0.3%

Value ($000) $2,367 Shares 45,641 Est. Cost $51.86 Unrealized —

— MOMO INC 0.2%

Value ($000) $2,041 Shares 201,797 Est. Cost $10.11 Unrealized —

TEX TEREX CORP NEW 0.2%

Value ($000) $2,031 Shares 100,000 Est. Cost $22.87 Unrealized 0.0%

— LIBERTY TRIPADVISOR HLDGS IN 0.2%

Value ($000) $1,801 Shares 82,297 Est. Cost $21.88 Unrealized —

— ST JUDE MED INC 0.2%

Value ($000) $1,560 Shares 20,000 Est. Cost $72.62 Unrealized —

— INGRAM MICRO INC 0.2%

Value ($000) $1,441 Shares 41,449 Est. Cost $34.77 Unrealized —

— AMERICAN CAP LTD 0.1%

Value ($000) $1,188 Shares 75,000 Est. Cost $15.84 Unrealized —

LBTYAUSD LIBERTY GLOBAL PLC 0.1%

Value ($000) $1,095 Shares 37,700 Est. Cost $29.05 Unrealized —

CVI CVR ENERGY INC 0.1%

Value ($000) $1,008 Shares 64,994 Est. Cost $9.49 Unrealized 0.0%

— XURA INC 0.1%

Value ($000) $977 Shares 40,000 Est. Cost $24.43 Unrealized —

— YY INC 0.1%

Value ($000) $931 Shares 27,500 Est. Cost $33.85 Unrealized —

— NORTHSTAR RLTY FIN CORP 0.1%

Value ($000) $515 Shares 45,100 Est. Cost $11.42 Unrealized —

IEF ISHARES TR 0.1%

Value ($000) $440 Shares 3,893 Est. Cost $113.02 Unrealized —

— LIBERTY MEDIA CORP DELAWARE 0.0%

Value ($000) $426 Shares 22,500 Est. Cost $18.93 Unrealized —

— TRINA SOLAR LIMITED 0.0%

Value ($000) $425 Shares 55,000 Est. Cost $7.73 Unrealized —

VNET 21VIANET GROUP INC 0.0%

Value ($000) $83 Shares 8,100 Est. Cost $10.25 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	HRG GROUP INC	46,600,000	$639,818	74.1%	$12.48	—	COM	40434J100
SPY	SPDR S&P 500 ETF TR	226,140	$47,372	5.5%	$206.92	—	TR UNIT	78462F103
BAX	BAXTER INTL INC	700,000	$31,654	3.7%	$37.48	0.0%	COM	071813109
—	E M C CORP MASS	754,469	$20,498	2.4%	$27.17	—	COM	268648102
GLD	SPDR GOLD TRUST	121,894	$15,416	1.8%	$123.45	—	GOLD SHS	78463V107
—	LIBERTY INTERACTIVE CORP	376,249	$13,947	1.6%	$37.07	—	LBT VENT COM A	53071M880
—	WESTAR ENERGY INC	188,900	$10,596	1.2%	$56.09	—	COM	95709T100
—	SYNGENTA AG	107,766	$8,276	1.0%	$76.80	—	SPONSORED ADR	87160A100
IAT	ISHARES TR	215,030	$6,975	0.8%	$32.44	—	US REGNL BKS ETF	464288778
TLT	ISHARES TR	49,008	$6,807	0.8%	$133.67	—	20 YR TR BD ETF	464287432
—	ITC HLDGS CORP	138,905	$6,504	0.8%	$46.82	—	COM	465685105
—	RITE AID CORP	857,991	$6,426	0.7%	$7.49	—	COM	767754104
—	LIBERTY MEDIA CORP DELAWARE	202,429	$6,348	0.7%	$31.36	—	COM A SIRIUSXM	531229409
UA	UNDER ARMOUR INC	114,782	$4,177	0.5%	$37.40	0.0%	CL C	904311206
—	BHP BILLITON PLC	160,703	$4,079	0.5%	$25.38	—	SPONSORED ADR	05545E209
XLU	SELECT SECTOR SPDR TR	72,077	$3,782	0.4%	$52.47	—	SBI INT-UTILS	81369Y886
—	NORTHSTAR ASSET MGMT GROUP I	352,875	$3,603	0.4%	$10.21	—	COM	66705Y104
—	ALERE INC	79,457	$3,312	0.4%	$41.68	—	COM	01449J105
—	LIBERTY MEDIA CORP DELAWARE	153,761	$2,942	0.3%	$19.13	—	COM A MEDIA GRP	531229870
—	MEDIA GEN INC NEW	139,182	$2,392	0.3%	$17.19	—	COM	58441K100
—	SINA CORP	45,641	$2,367	0.3%	$51.86	—	ORD	G81477104
—	MOMO INC	201,797	$2,041	0.2%	$10.11	—	ADR	60879B107
TEX	TEREX CORP NEW	100,000	$2,031	0.2%	$22.87	0.0%	COM	880779103
—	LIBERTY TRIPADVISOR HLDGS IN	82,297	$1,801	0.2%	$21.88	—	COM SER A	531465102
—	ST JUDE MED INC	20,000	$1,560	0.2%	$72.62	—	COM	790849103
—	INGRAM MICRO INC	41,449	$1,441	0.2%	$34.77	—	CL A	457153104
—	AMERICAN CAP LTD	75,000	$1,188	0.1%	$15.84	—	COM	02503Y103
LBTYAUSD	LIBERTY GLOBAL PLC	37,700	$1,095	0.1%	$29.05	—	SHS CL A	G5480U104
CVI	CVR ENERGY INC	64,994	$1,008	0.1%	$9.49	0.0%	COM	12662P108
—	XURA INC	40,000	$977	0.1%	$24.43	—	COM	98420V107
—	YY INC	27,500	$931	0.1%	$33.85	—	ADS REPCOM CLA	98426T106
—	NORTHSTAR RLTY FIN CORP	45,100	$515	0.1%	$11.42	—	COM	66704R803
IEF	ISHARES TR	3,893	$440	0.1%	$113.02	—	7-10 Y TR BD ETF	464287440
—	LIBERTY MEDIA CORP DELAWARE	22,500	$426	0.0%	$18.93	—	COM C MEDIA GRP	531229854
—	TRINA SOLAR LIMITED	55,000	$425	0.0%	$7.73	—	SPON ADR	89628E104
VNET	21VIANET GROUP INC	8,100	$83	0.0%	$10.25	—	SPONSORED ADR	90138A103