Jefferies Financial Group Inc. Quant / Systematic

CIK: 0000096223 · Show all filings

Period: Q1 2019 (← Previous) (Next →)

Filing Date: May 15, 2019

Total Value ($000): $1,003,566 (100.0% shares, 0.0% debt)

Holdings (47)

SPB SPECTRUM BRANDS HLDGS INC NE 41.0%

Value ($000) $411,643 Shares 7,514,477 Est. Cost $84.61 Unrealized -36.8%

EEM ISHARES TR 13.5%

Value ($000) $135,408 Shares 31,549 Est. Cost $3905.99 Unrealized —

SPY SPDR S&P 500 ETF TR 11.2%

Value ($000) $112,710 Shares 399,000 Est. Cost $372.28 Unrealized —

GLD SPDR GOLD TRUST 8.6%

Value ($000) $86,203 Shares 706,525 Est. Cost $121.25 Unrealized —

— FIESTA RESTAURANT GROUP INC 4.9%

Value ($000) $49,643 Shares 3,786,621 Est. Cost $19.87 Unrealized —

— WAITR HLDGS INC 4.8%

Value ($000) $47,869 Shares 3,895,000 Est. Cost $11.15 Unrealized —

— SPDR SERIES TRUST 2.4%

Value ($000) $23,645 Shares 7,692 Est. Cost $30.74 Unrealized —

— SPDR SERIES TRUST 1.8%

Value ($000) $18,290 Shares 5,950 Est. Cost $30.74 Unrealized —

FANG DIAMONDBACK ENERGY INC 1.7%

Value ($000) $17,266 Shares 170,062 Est. Cost $86.33 Unrealized -7.9%

COP CONOCOPHILLIPS 1.6%

Value ($000) $16,050 Shares 240,487 Est. Cost $54.12 Unrealized -2.1%

— LONESTAR RES US INC 1.6%

Value ($000) $15,954 Shares 3,978,488 Est. Cost $8.75 Unrealized —

— HESS CORP 1.4%

Value ($000) $13,630 Shares 226,293 Est. Cost $53.63 Unrealized —

— CONCHO RES INC 1.0%

Value ($000) $10,419 Shares 93,897 Est. Cost $112.96 Unrealized —

— SPDR SERIES TRUST 0.8%

Value ($000) $7,988 Shares 259,850 Est. Cost $30.74 Unrealized —

— VANECK VECTORS ETF TR 0.4%

Value ($000) $3,989 Shares 231,502 Est. Cost $17.23 Unrealized —

— ACTIVISION BLIZZARD INC 0.1%

Value ($000) $1,458 Shares 32,021 Est. Cost $45.53 Unrealized —

VZ VERIZON COMMUNICATIONS INC 0.1%

Value ($000) $1,402 Shares 23,706 Est. Cost $38.95 Unrealized 0.0%

STZ CONSTELLATION BRANDS INC 0.1%

Value ($000) $1,399 Shares 7,977 Est. Cost $150.53 Unrealized 0.0%

CMCSA COMCAST CORP NEW 0.1%

Value ($000) $1,395 Shares 34,895 Est. Cost $31.08 Unrealized +1.5%

ABBV ABBVIE INC 0.1%

Value ($000) $1,372 Shares 17,028 Est. Cost $70.16 Unrealized -13.0%

FCX FREEPORT-MCMORAN INC 0.1%

Value ($000) $1,348 Shares 104,600 Est. Cost $14.27 Unrealized -22.1%

HPQ HP INC 0.1%

Value ($000) $1,329 Shares 68,391 Est. Cost $17.21 Unrealized -3.0%

— DISH NETWORK CORP 0.1%

Value ($000) $1,315 Shares 41,506 Est. Cost $35.98 Unrealized —

— DISCOVERY INC 0.1%

Value ($000) $1,262 Shares 46,690 Est. Cost $27.50 Unrealized —

CNC CENTENE CORP DEL 0.1%

Value ($000) $1,177 Shares 22,160 Est. Cost $57.93 Unrealized +4.8%

PAHC PHIBRO ANIMAL HEALTH CORP 0.1%

Value ($000) $1,103 Shares 33,423 Est. Cost $31.12 Unrealized 0.0%

IEX IDEX CORP 0.1%

Value ($000) $1,031 Shares 6,796 Est. Cost $121.43 Unrealized +7.1%

SXT SENSIENT TECHNOLOGIES CORP 0.1%

Value ($000) $1,026 Shares 15,135 Est. Cost $71.95 Unrealized -12.5%

ENSG ENSIGN GROUP INC 0.1%

Value ($000) $1,014 Shares 19,804 Est. Cost $42.86 Unrealized 0.0%

TECH BIO TECHNE CORP 0.1%

Value ($000) $1,003 Shares 5,050 Est. Cost $33.81 Unrealized +29.0%

AIT APPLIED INDL TECHNOLOGIES IN 0.1%

Value ($000) $1,002 Shares 16,844 Est. Cost $60.39 Unrealized -12.4%

EXPO EXPONENT INC 0.1%

Value ($000) $998 Shares 17,293 Est. Cost $46.35 Unrealized +8.0%

— AQUA AMERICA INC 0.1%

Value ($000) $993 Shares 27,248 Est. Cost $33.97 Unrealized —

ITT ITT INC 0.1%

Value ($000) $983 Shares 16,954 Est. Cost $54.58 Unrealized 0.0%

MED MEDIFAST INC 0.1%

Value ($000) $980 Shares 7,684 Est. Cost $116.90 Unrealized -10.8%

BIIB BIOGEN INC 0.1%

Value ($000) $972 Shares 4,114 Est. Cost $299.00 Unrealized +5.3%

SAH SONIC AUTOMOTIVE INC 0.1%

Value ($000) $965 Shares 65,156 Est. Cost $18.92 Unrealized -20.7%

EVTC EVERTEC INC 0.1%

Value ($000) $952 Shares 34,217 Est. Cost $22.76 Unrealized +19.7%

— NAVIGANT CONSULTING INC 0.1%

Value ($000) $926 Shares 47,560 Est. Cost $23.07 Unrealized —

— WYNDHAM DESTINATIONS INC 0.1%

Value ($000) $881 Shares 21,748 Est. Cost $42.78 Unrealized —

— POLYONE CORP 0.1%

Value ($000) $880 Shares 30,020 Est. Cost $28.59 Unrealized —

TTEC TTEC HLDGS INC 0.1%

Value ($000) $870 Shares 24,017 Est. Cost $34.18 Unrealized -1.2%

ENS ENERSYS 0.1%

Value ($000) $864 Shares 13,266 Est. Cost $65.76 Unrealized +7.5%

GME GAMESTOP CORP NEW 0.1%

Value ($000) $850 Shares 83,699 Est. Cost $3.67 Unrealized -17.6%

GDX VANECK VECTORS ETF TR 0.1%

Value ($000) $535 Shares 23,860 Est. Cost $22.42 Unrealized —

TPICQ TPI COMPOSITES INC 0.0%

Value ($000) $429 Shares 15,000 Est. Cost $29.62 Unrealized 0.0%

TWI TITAN INTL INC ILL 0.0%

Value ($000) $145 Shares 24,290 Est. Cost $8.71 Unrealized -35.8%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPB	SPECTRUM BRANDS HLDGS INC NE	7,514,477	$411,643	41.0%	$84.61	-36.8%	COM	84790A105
EEM	ISHARES TR	31,549	$135,408	13.5%	$3905.99	—	Put	464287234
SPY	SPDR S&P 500 ETF TR	399,000	$112,710	11.2%	$372.28	—	TR UNIT	78462F103
GLD	SPDR GOLD TRUST	706,525	$86,203	8.6%	$121.25	—	GOLD SHS	78463V107
—	FIESTA RESTAURANT GROUP INC	3,786,621	$49,643	4.9%	$19.87	—	COM	31660B101
—	WAITR HLDGS INC	3,895,000	$47,869	4.8%	$11.15	—	COM	930752100
—	SPDR SERIES TRUST	7,692	$23,645	2.4%	$30.74	—	Call	78464A730
—	SPDR SERIES TRUST	5,950	$18,290	1.8%	$30.74	—	Put	78464A730
FANG	DIAMONDBACK ENERGY INC	170,062	$17,266	1.7%	$86.33	-7.9%	COM	25278X109
COP	CONOCOPHILLIPS	240,487	$16,050	1.6%	$54.12	-2.1%	COM	20825C104
—	LONESTAR RES US INC	3,978,488	$15,954	1.6%	$8.75	—	CL A VTG	54240F103
—	HESS CORP	226,293	$13,630	1.4%	$53.63	—	COM	42809H107
—	CONCHO RES INC	93,897	$10,419	1.0%	$112.96	—	COM	20605P101
—	SPDR SERIES TRUST	259,850	$7,988	0.8%	$30.74	—	S&P OILGAS EXP	78464A730
—	VANECK VECTORS ETF TR	231,502	$3,989	0.4%	$17.23	—	OIL SVCS ETF	92189F718
—	ACTIVISION BLIZZARD INC	32,021	$1,458	0.1%	$45.53	—	COM	00507V109
VZ	VERIZON COMMUNICATIONS INC	23,706	$1,402	0.1%	$38.95	0.0%	COM	92343V104
STZ	CONSTELLATION BRANDS INC	7,977	$1,399	0.1%	$150.53	0.0%	CL A	21036P108
CMCSA	COMCAST CORP NEW	34,895	$1,395	0.1%	$31.08	+1.5%	CL A	20030N101
ABBV	ABBVIE INC	17,028	$1,372	0.1%	$70.16	-13.0%	COM	00287Y109
FCX	FREEPORT-MCMORAN INC	104,600	$1,348	0.1%	$14.27	-22.1%	CL B	35671D857
HPQ	HP INC	68,391	$1,329	0.1%	$17.21	-3.0%	COM	40434L105
—	DISH NETWORK CORP	41,506	$1,315	0.1%	$35.98	—	CL A	25470M109
—	DISCOVERY INC	46,690	$1,262	0.1%	$27.50	—	COM SER A	25470F104
CNC	CENTENE CORP DEL	22,160	$1,177	0.1%	$57.93	+4.8%	COM	15135B101
PAHC	PHIBRO ANIMAL HEALTH CORP	33,423	$1,103	0.1%	$31.12	0.0%	CL A COM	71742Q106
IEX	IDEX CORP	6,796	$1,031	0.1%	$121.43	+7.1%	COM	45167R104
SXT	SENSIENT TECHNOLOGIES CORP	15,135	$1,026	0.1%	$71.95	-12.5%	COM	81725T100
ENSG	ENSIGN GROUP INC	19,804	$1,014	0.1%	$42.86	0.0%	COM	29358P101
TECH	BIO TECHNE CORP	5,050	$1,003	0.1%	$33.81	+29.0%	COM	09073M104
AIT	APPLIED INDL TECHNOLOGIES IN	16,844	$1,002	0.1%	$60.39	-12.4%	COM	03820C105
EXPO	EXPONENT INC	17,293	$998	0.1%	$46.35	+8.0%	COM	30214U102
—	AQUA AMERICA INC	27,248	$993	0.1%	$33.97	—	COM	03836W103
ITT	ITT INC	16,954	$983	0.1%	$54.58	0.0%	COM	45073V108
MED	MEDIFAST INC	7,684	$980	0.1%	$116.90	-10.8%	COM	58470H101
BIIB	BIOGEN INC	4,114	$972	0.1%	$299.00	+5.3%	COM	09062X103
SAH	SONIC AUTOMOTIVE INC	65,156	$965	0.1%	$18.92	-20.7%	CL A	83545G102
EVTC	EVERTEC INC	34,217	$952	0.1%	$22.76	+19.7%	COM	30040P103
—	NAVIGANT CONSULTING INC	47,560	$926	0.1%	$23.07	—	COM	63935N107
—	WYNDHAM DESTINATIONS INC	21,748	$881	0.1%	$42.78	—	COM	98310W108
—	POLYONE CORP	30,020	$880	0.1%	$28.59	—	COM	73179P106
TTEC	TTEC HLDGS INC	24,017	$870	0.1%	$34.18	-1.2%	COM	89854H102
ENS	ENERSYS	13,266	$864	0.1%	$65.76	+7.5%	COM	29275Y102
GME	GAMESTOP CORP NEW	83,699	$850	0.1%	$3.67	-17.6%	CL A	36467W109
GDX	VANECK VECTORS ETF TR	23,860	$535	0.1%	$22.42	—	GOLD MINERS ETF	92189F106
TPICQ	TPI COMPOSITES INC	15,000	$429	0.0%	$29.62	0.0%	COM	87266J104
TWI	TITAN INTL INC ILL	24,290	$145	0.0%	$8.71	-35.8%	COM	88830M102