ELEMENT CAPITAL MANAGEMENT LLC Quant / Systematic

CIK: 0001535630 · Show all filings

Period: Q4 2014 (← Previous) (Next →)

Filing Date: Feb 17, 2015

Total Value ($000): $501,960 (100.0% shares, 0.0% debt)

Holdings (47)

DHI D R HORTON INC 9.2%

Value ($000) $45,996 Shares 1,818,730 Est. Cost $20.70 Unrealized 0.0%

LEN LENNAR CORP 8.7%

Value ($000) $43,759 Shares 976,540 Est. Cost $37.55 Unrealized 0.0%

PHM PULTE GROUP INC 7.9%

Value ($000) $39,573 Shares 1,844,040 Est. Cost $17.32 Unrealized 0.0%

TOL TOLL BROTHERS INC 5.5%

Value ($000) $27,729 Shares 809,135 Est. Cost $32.62 Unrealized 0.0%

— PARAMOUNT GROUP INC 4.0%

Value ($000) $20,263 Shares 1,090,000 Est. Cost $18.59 Unrealized —

NVR NVR INC 3.9%

Value ($000) $19,385 Shares 15,200 Est. Cost $1212.22 Unrealized 0.0%

CFG CITIZENS FINL GROUP INC 3.3%

Value ($000) $16,452 Shares 661,797 Est. Cost $15.71 Unrealized +3.0%

BABA ALIBABA GROUP HLDG LTD 3.1%

Value ($000) $15,760 Shares 151,624 Est. Cost $88.85 Unrealized —

AXTA AXALTA COATING SYS LTD 2.5%

Value ($000) $12,360 Shares 475,000 Est. Cost $24.63 Unrealized 0.0%

— RYLAND GROUP INC 2.0%

Value ($000) $10,043 Shares 260,445 Est. Cost $38.56 Unrealized —

— QEP RES INC 1.8%

Value ($000) $9,154 Shares 452,741 Est. Cost $20.22 Unrealized —

MAT MATTEL INC 1.8%

Value ($000) $9,046 Shares 292,332 Est. Cost $30.76 Unrealized 0.0%

GME GAMESTOP CORP NEW 1.8%

Value ($000) $9,039 Shares 267,418 Est. Cost $7.16 Unrealized 0.0%

GNW GENWORTH FINL INC 1.8%

Value ($000) $8,991 Shares 1,057,731 Est. Cost $10.50 Unrealized 0.0%

MUR MURPHY OIL CORP 1.8%

Value ($000) $8,980 Shares 177,754 Est. Cost $33.71 Unrealized 0.0%

FCX FREEPORT-MCMORAN INC 1.8%

Value ($000) $8,967 Shares 383,841 Est. Cost $24.27 Unrealized 0.0%

— NOBLE ENERGY INC 1.8%

Value ($000) $8,951 Shares 188,727 Est. Cost $47.43 Unrealized —

— COACH INC 1.8%

Value ($000) $8,946 Shares 238,171 Est. Cost $37.56 Unrealized —

— OWENS ILL INC 1.8%

Value ($000) $8,919 Shares 330,445 Est. Cost $26.99 Unrealized —

FLS FLOWSERVE CORP 1.8%

Value ($000) $8,916 Shares 149,027 Est. Cost $51.25 Unrealized 0.0%

— DENBURY RES INC 1.8%

Value ($000) $8,911 Shares 1,096,124 Est. Cost $8.13 Unrealized —

— JACOBS ENGR GROUP INC DEL 1.8%

Value ($000) $8,911 Shares 199,385 Est. Cost $44.69 Unrealized —

FMC F M C CORP 1.8%

Value ($000) $8,907 Shares 156,174 Est. Cost $38.13 Unrealized 0.0%

— APACHE CORP 1.8%

Value ($000) $8,884 Shares 141,751 Est. Cost $62.67 Unrealized —

— AVON PRODS INC 1.8%

Value ($000) $8,877 Shares 945,387 Est. Cost $9.39 Unrealized —

— DISCOVERY COMMUNICATNS NEW 1.8%

Value ($000) $8,803 Shares 255,535 Est. Cost $34.45 Unrealized —

— ENSCO PLC 1.8%

Value ($000) $8,791 Shares 293,525 Est. Cost $29.95 Unrealized —

RIG TRANSOCEAN LTD 1.7%

Value ($000) $8,771 Shares 478,517 Est. Cost $24.98 Unrealized 0.0%

— NOBLE CORP PLC 1.7%

Value ($000) $8,655 Shares 522,331 Est. Cost $16.57 Unrealized —

— DIAMOND OFFSHORE DRILLING IN 1.7%

Value ($000) $8,575 Shares 233,589 Est. Cost $36.71 Unrealized —

KBH KB HOME 1.7%

Value ($000) $8,360 Shares 505,115 Est. Cost $14.16 Unrealized 0.0%

MTH MERITAGE HOMES CORP 1.5%

Value ($000) $7,414 Shares 206,015 Est. Cost $18.25 Unrealized 0.0%

— STANDARD PAC CORP NEW 1.2%

Value ($000) $6,059 Shares 831,110 Est. Cost $7.29 Unrealized —

— M D C HLDGS INC 1.1%

Value ($000) $5,698 Shares 215,275 Est. Cost $26.47 Unrealized —

— STORE CAP CORP 1.1%

Value ($000) $5,619 Shares 260,000 Est. Cost $21.61 Unrealized —

— VWR CORP 1.1%

Value ($000) $5,483 Shares 211,958 Est. Cost $25.87 Unrealized —

— ZAYO GROUP HLDGS INC 1.1%

Value ($000) $5,319 Shares 173,981 Est. Cost $30.57 Unrealized —

— VIRGIN AMER INC 0.9%

Value ($000) $4,714 Shares 109,000 Est. Cost $43.25 Unrealized —

— PRA HEALTH SCIENCES INC 0.8%

Value ($000) $3,875 Shares 160,000 Est. Cost $24.22 Unrealized —

— TRAVELPORT WORLDWIDE LTD 0.8%

Value ($000) $3,816 Shares 212,004 Est. Cost $16.46 Unrealized —

— GREAT WESTN BANCORP INC 0.7%

Value ($000) $3,328 Shares 146,019 Est. Cost $22.79 Unrealized —

— OM ASSET MGMT PLC 0.6%

Value ($000) $3,205 Shares 197,356 Est. Cost $16.24 Unrealized —

— AVOLON HLDGS LTD 0.6%

Value ($000) $2,792 Shares 141,000 Est. Cost $19.80 Unrealized —

MHO M/I HOMES INC 0.5%

Value ($000) $2,526 Shares 110,010 Est. Cost $21.77 Unrealized 0.0%

— VIVINT SOLAR INC 0.3%

Value ($000) $1,578 Shares 171,203 Est. Cost $9.22 Unrealized —

W WAYFAIR INC 0.3%

Value ($000) $1,441 Shares 72,578 Est. Cost $24.01 Unrealized 0.0%

— FMSA HLDGS INC 0.3%

Value ($000) $1,419 Shares 205,092 Est. Cost $6.92 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
DHI	D R HORTON INC	1,818,730	$45,996	9.2%	$20.70	0.0%	COM	23331A109
LEN	LENNAR CORP	976,540	$43,759	8.7%	$37.55	0.0%	CL A	526057104
PHM	PULTE GROUP INC	1,844,040	$39,573	7.9%	$17.32	0.0%	COM	745867101
TOL	TOLL BROTHERS INC	809,135	$27,729	5.5%	$32.62	0.0%	COM	889478103
—	PARAMOUNT GROUP INC	1,090,000	$20,263	4.0%	$18.59	—	COM	69924R108
NVR	NVR INC	15,200	$19,385	3.9%	$1212.22	0.0%	COM	62944T105
CFG	CITIZENS FINL GROUP INC	661,797	$16,452	3.3%	$15.71	+3.0%	COM	174610105
BABA	ALIBABA GROUP HLDG LTD	151,624	$15,760	3.1%	$88.85	—	SPONSORED ADS	01609W102
AXTA	AXALTA COATING SYS LTD	475,000	$12,360	2.5%	$24.63	0.0%	COM	G0750C108
—	RYLAND GROUP INC	260,445	$10,043	2.0%	$38.56	—	COM	783764103
—	QEP RES INC	452,741	$9,154	1.8%	$20.22	—	COM	74733V100
MAT	MATTEL INC	292,332	$9,046	1.8%	$30.76	0.0%	COM	577081102
GME	GAMESTOP CORP NEW	267,418	$9,039	1.8%	$7.16	0.0%	CL A	36467W109
GNW	GENWORTH FINL INC	1,057,731	$8,991	1.8%	$10.50	0.0%	COM CL A	37247D106
MUR	MURPHY OIL CORP	177,754	$8,980	1.8%	$33.71	0.0%	COM	626717102
FCX	FREEPORT-MCMORAN INC	383,841	$8,967	1.8%	$24.27	0.0%	CL B	35671D857
—	NOBLE ENERGY INC	188,727	$8,951	1.8%	$47.43	—	COM	655044105
—	COACH INC	238,171	$8,946	1.8%	$37.56	—	COM	189754104
—	OWENS ILL INC	330,445	$8,919	1.8%	$26.99	—	COM NEW	690768403
FLS	FLOWSERVE CORP	149,027	$8,916	1.8%	$51.25	0.0%	COM	34354P105
—	DENBURY RES INC	1,096,124	$8,911	1.8%	$8.13	—	COM NEW	247916208
—	JACOBS ENGR GROUP INC DEL	199,385	$8,911	1.8%	$44.69	—	COM	469814107
FMC	F M C CORP	156,174	$8,907	1.8%	$38.13	0.0%	COM NEW	302491303
—	APACHE CORP	141,751	$8,884	1.8%	$62.67	—	COM	037411105
—	AVON PRODS INC	945,387	$8,877	1.8%	$9.39	—	COM	054303102
—	DISCOVERY COMMUNICATNS NEW	255,535	$8,803	1.8%	$34.45	—	COM SER A	25470F104
—	ENSCO PLC	293,525	$8,791	1.8%	$29.95	—	SHS CLASS A	G3157S106
RIG	TRANSOCEAN LTD	478,517	$8,771	1.7%	$24.98	0.0%	REG SHS	H8817H100
—	NOBLE CORP PLC	522,331	$8,655	1.7%	$16.57	—	SHS USD	G65431101
—	DIAMOND OFFSHORE DRILLING IN	233,589	$8,575	1.7%	$36.71	—	COM	25271C102
KBH	KB HOME	505,115	$8,360	1.7%	$14.16	0.0%	COM	48666K109
MTH	MERITAGE HOMES CORP	206,015	$7,414	1.5%	$18.25	0.0%	COM	59001A102
—	STANDARD PAC CORP NEW	831,110	$6,059	1.2%	$7.29	—	COM	85375C101
—	M D C HLDGS INC	215,275	$5,698	1.1%	$26.47	—	COM	552676108
—	STORE CAP CORP	260,000	$5,619	1.1%	$21.61	—	COM	862121100
—	VWR CORP	211,958	$5,483	1.1%	$25.87	—	COM	91843L103
—	ZAYO GROUP HLDGS INC	173,981	$5,319	1.1%	$30.57	—	COM	98919V105
—	VIRGIN AMER INC	109,000	$4,714	0.9%	$43.25	—	COM VTG	92765X208
—	PRA HEALTH SCIENCES INC	160,000	$3,875	0.8%	$24.22	—	COM	69354M108
—	TRAVELPORT WORLDWIDE LTD	212,004	$3,816	0.8%	$16.46	—	SHS	G9019D104
—	GREAT WESTN BANCORP INC	146,019	$3,328	0.7%	$22.79	—	COM	391416104
—	OM ASSET MGMT PLC	197,356	$3,205	0.6%	$16.24	—	SHS	G67506108
—	AVOLON HLDGS LTD	141,000	$2,792	0.6%	$19.80	—	COM	G52237107
MHO	M/I HOMES INC	110,010	$2,526	0.5%	$21.77	0.0%	COM	55305B101
—	VIVINT SOLAR INC	171,203	$1,578	0.3%	$9.22	—	COM	92854Q106
W	WAYFAIR INC	72,578	$1,441	0.3%	$24.01	0.0%	CL A	94419L101
—	FMSA HLDGS INC	205,092	$1,419	0.3%	$6.92	—	COM	30255X106