Jefferies Financial Group Inc. Quant / Systematic

CIK: 0000096223 · Show all filings

Period: Q3 2016 (← Previous) (Next →)

Filing Date: Nov 14, 2016

Total Value ($000): $1,218,094 (100.0% shares, 0.0% debt)

Holdings (37)

— HRG GROUP INC 60.1%

Value ($000) $731,620 Shares 46,600,000 Est. Cost $12.48 Unrealized —

PG PROCTER AND GAMBLE CO 12.7%

Value ($000) $155,141 Shares 1,728,589 Est. Cost $67.52 Unrealized 0.0%

SPY SPDR S&P 500 ETF TR 4.1%

Value ($000) $49,765 Shares 230,811 Est. Cost $207.09 Unrealized —

GDX VANECK VECTORS ETF TR 2.8%

Value ($000) $33,682 Shares 1,274,400 Est. Cost $26.43 Unrealized —

— WESTAR ENERGY INC 2.6%

Value ($000) $31,173 Shares 549,306 Est. Cost $56.52 Unrealized —

COTY COTY INC 2.4%

Value ($000) $28,874 Shares 1,228,692 Est. Cost $23.11 Unrealized 0.0%

— LIBERTY INTERACTIVE CORP 2.3%

Value ($000) $28,231 Shares 708,069 Est. Cost $38.38 Unrealized —

— MONSANTO CO NEW 1.3%

Value ($000) $15,531 Shares 151,967 Est. Cost $102.20 Unrealized —

GLD SPDR GOLD TRUST 1.3%

Value ($000) $15,437 Shares 123,396 Est. Cost $123.47 Unrealized —

— LIBERTY MEDIA CORP DELAWARE 0.8%

Value ($000) $9,699 Shares 285,429 Est. Cost $32.12 Unrealized —

— RITE AID CORP 0.8%

Value ($000) $9,292 Shares 1,208,291 Est. Cost $7.55 Unrealized —

— SYNGENTA AG 0.7%

Value ($000) $8,392 Shares 95,800 Est. Cost $76.80 Unrealized —

— FMC TECHNOLOGIES INC 0.7%

Value ($000) $8,077 Shares 269,451 Est. Cost $29.98 Unrealized —

— YAHOO INC 0.6%

Value ($000) $7,650 Shares 177,504 Est. Cost $43.10 Unrealized —

— BHP BILLITON PLC 0.6%

Value ($000) $6,997 Shares 230,315 Est. Cost $26.89 Unrealized —

— DELL TECHNOLOGIES INC 0.5%

Value ($000) $6,621 Shares 138,521 Est. Cost $47.80 Unrealized —

FNB FNB CORP PA 0.5%

Value ($000) $6,487 Shares 527,360 Est. Cost $8.58 Unrealized 0.0%

UA UNDER ARMOUR INC 0.5%

Value ($000) $6,484 Shares 191,497 Est. Cost $36.88 Unrealized -2.1%

XLU SELECT SECTOR SPDR TR 0.5%

Value ($000) $6,425 Shares 132,771 Est. Cost $50.61 Unrealized —

— PRIVATEBANCORP INC 0.5%

Value ($000) $5,799 Shares 126,282 Est. Cost $45.92 Unrealized —

— LONESTAR RES US INC 0.4%

Value ($000) $5,102 Shares 500,227 Est. Cost $10.20 Unrealized —

— SPECTRA ENERGY CORP 0.4%

Value ($000) $4,497 Shares 105,200 Est. Cost $42.75 Unrealized —

— ST JUDE MED INC 0.3%

Value ($000) $4,243 Shares 53,200 Est. Cost $77.07 Unrealized —

— LIBERTY MEDIA CORP DELAWARE 0.3%

Value ($000) $4,176 Shares 125,005 Est. Cost $33.41 Unrealized —

— LANDCADIA HLDGS INC 0.3%

Value ($000) $3,850 Shares 7,000,000 Est. Cost $0.55 Unrealized —

— NORTHSTAR ASSET MGMT GROUP I 0.3%

Value ($000) $3,649 Shares 282,196 Est. Cost $10.21 Unrealized —

— MEDIA GEN INC NEW 0.3%

Value ($000) $3,609 Shares 195,820 Est. Cost $17.55 Unrealized —

— CHEMTURA CORP 0.3%

Value ($000) $3,281 Shares 100,000 Est. Cost $32.81 Unrealized —

— NORTHSTAR RLTY FIN CORP 0.2%

Value ($000) $3,041 Shares 230,896 Est. Cost $12.83 Unrealized —

— INTERSIL CORP 0.2%

Value ($000) $2,741 Shares 125,000 Est. Cost $21.93 Unrealized —

— LIBERTY TRIPADVISOR HLDGS IN 0.2%

Value ($000) $2,201 Shares 100,746 Est. Cost $21.88 Unrealized —

LBRDA LIBERTY BROADBAND CORP 0.2%

Value ($000) $1,935 Shares 27,579 Est. Cost $61.75 Unrealized 0.0%

RYAAY RYANAIR HLDGS PLC 0.1%

Value ($000) $1,298 Shares 17,896 Est. Cost $72.53 Unrealized —

— COMMERCEHUB INC 0.1%

Value ($000) $1,176 Shares 73,903 Est. Cost $15.91 Unrealized —

— LIONS GATE ENTMNT CORP 0.1%

Value ($000) $1,042 Shares 52,131 Est. Cost $19.99 Unrealized —

MLCO MELCO CROWN ENTMT LTD 0.0%

Value ($000) $499 Shares 30,958 Est. Cost $16.12 Unrealized —

— COMMERCEHUB INC 0.0%

Value ($000) $377 Shares 23,864 Est. Cost $15.80 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	HRG GROUP INC	46,600,000	$731,620	60.1%	$12.48	—	COM	40434J100
PG	PROCTER AND GAMBLE CO	1,728,589	$155,141	12.7%	$67.52	0.0%	COM	742718109
SPY	SPDR S&P 500 ETF TR	230,811	$49,765	4.1%	$207.09	—	TR UNIT	78462F103
GDX	VANECK VECTORS ETF TR	1,274,400	$33,682	2.8%	$26.43	—	GOLD MINERS ETF	92189F106
—	WESTAR ENERGY INC	549,306	$31,173	2.6%	$56.52	—	COM	95709T100
COTY	COTY INC	1,228,692	$28,874	2.4%	$23.11	0.0%	COM CL A	222070203
—	LIBERTY INTERACTIVE CORP	708,069	$28,231	2.3%	$38.38	—	LBT VENT COM A	53071M880
—	MONSANTO CO NEW	151,967	$15,531	1.3%	$102.20	—	COM	61166W101
GLD	SPDR GOLD TRUST	123,396	$15,437	1.3%	$123.47	—	GOLD SHS	78463V107
—	LIBERTY MEDIA CORP DELAWARE	285,429	$9,699	0.8%	$32.12	—	COM A SIRIUSXM	531229409
—	RITE AID CORP	1,208,291	$9,292	0.8%	$7.55	—	COM	767754104
—	SYNGENTA AG	95,800	$8,392	0.7%	$76.80	—	SPONSORED ADR	87160A100
—	FMC TECHNOLOGIES INC	269,451	$8,077	0.7%	$29.98	—	COM	30249U101
—	YAHOO INC	177,504	$7,650	0.6%	$43.10	—	COM	984332106
—	BHP BILLITON PLC	230,315	$6,997	0.6%	$26.89	—	SPONSORED ADR	05545E209
—	DELL TECHNOLOGIES INC	138,521	$6,621	0.5%	$47.80	—	COM CL V	24703L103
FNB	FNB CORP PA	527,360	$6,487	0.5%	$8.58	0.0%	COM	302520101
UA	UNDER ARMOUR INC	191,497	$6,484	0.5%	$36.88	-2.1%	CL C	904311206
XLU	SELECT SECTOR SPDR TR	132,771	$6,425	0.5%	$50.61	—	SBI INT-UTILS	81369Y886
—	PRIVATEBANCORP INC	126,282	$5,799	0.5%	$45.92	—	COM	742962103
—	LONESTAR RES US INC	500,227	$5,102	0.4%	$10.20	—	CL A VTG	54240F103
—	SPECTRA ENERGY CORP	105,200	$4,497	0.4%	$42.75	—	COM	847560109
—	ST JUDE MED INC	53,200	$4,243	0.3%	$77.07	—	COM	790849103
—	LIBERTY MEDIA CORP DELAWARE	125,005	$4,176	0.3%	$33.41	—	COM C SIRIUSXM	531229607
—	LANDCADIA HLDGS INC	7,000,000	$3,850	0.3%	$0.55	—	*W EXP 06/01/202	51476W115
—	NORTHSTAR ASSET MGMT GROUP I	282,196	$3,649	0.3%	$10.21	—	COM	66705Y104
—	MEDIA GEN INC NEW	195,820	$3,609	0.3%	$17.55	—	COM	58441K100
—	CHEMTURA CORP	100,000	$3,281	0.3%	$32.81	—	COM NEW	163893209
—	NORTHSTAR RLTY FIN CORP	230,896	$3,041	0.2%	$12.83	—	COM	66704R803
—	INTERSIL CORP	125,000	$2,741	0.2%	$21.93	—	CL A	46069S109
—	LIBERTY TRIPADVISOR HLDGS IN	100,746	$2,201	0.2%	$21.88	—	COM SER A	531465102
LBRDA	LIBERTY BROADBAND CORP	27,579	$1,935	0.2%	$61.75	0.0%	COM SER A	530307107
RYAAY	RYANAIR HLDGS PLC	17,896	$1,298	0.1%	$72.53	—	SPONSORED ADR NE	783513203
—	COMMERCEHUB INC	73,903	$1,176	0.1%	$15.91	—	COM SER C	20084V306
—	LIONS GATE ENTMNT CORP	52,131	$1,042	0.1%	$19.99	—	COM NEW	535919203
MLCO	MELCO CROWN ENTMT LTD	30,958	$499	0.0%	$16.12	—	ADR	585464100
—	COMMERCEHUB INC	23,864	$377	0.0%	$15.80	—	COM SER A	20084V108