ELEMENT CAPITAL MANAGEMENT LLC Quant / Systematic

CIK: 0001535630 · Show all filings

Period: Q1 2015 (← Previous) (Next →)

Filing Date: May 15, 2015

Total Value ($000): $221,130 (100.0% shares, 0.0% debt)

Holdings (31)

DHI D R HORTON INC 16.9%

Value ($000) $37,440 Shares 1,314,597 Est. Cost $20.70 Unrealized +11.7%

LEN LENNAR CORP 16.5%

Value ($000) $36,588 Shares 706,200 Est. Cost $37.55 Unrealized +10.1%

PHM PULTE GROUP INC 13.4%

Value ($000) $29,560 Shares 1,329,753 Est. Cost $17.32 Unrealized +9.6%

TOL TOLL BROTHERS INC 10.0%

Value ($000) $22,150 Shares 563,049 Est. Cost $32.62 Unrealized +12.0%

NVR NVR INC 5.5%

Value ($000) $12,148 Shares 9,143 Est. Cost $1212.22 Unrealized +7.9%

— PARAMOUNT GROUP INC 4.7%

Value ($000) $10,491 Shares 543,585 Est. Cost $18.59 Unrealized —

— RYLAND GROUP INC 4.2%

Value ($000) $9,216 Shares 189,094 Est. Cost $38.56 Unrealized —

MTH MERITAGE HOMES CORP 3.3%

Value ($000) $7,273 Shares 149,524 Est. Cost $18.25 Unrealized +10.7%

AXTA AXALTA COATING SYS LTD 2.6%

Value ($000) $5,774 Shares 209,066 Est. Cost $24.63 Unrealized +9.5%

KBH KB HOME 2.6%

Value ($000) $5,730 Shares 366,816 Est. Cost $14.16 Unrealized -13.0%

— INOVALON HLDGS INC 2.6%

Value ($000) $5,679 Shares 188,000 Est. Cost $30.21 Unrealized —

— STANDARD PAC CORP NEW 2.4%

Value ($000) $5,416 Shares 601,785 Est. Cost $7.29 Unrealized —

— INFRAREIT INC 2.2%

Value ($000) $4,860 Shares 170,000 Est. Cost $28.59 Unrealized —

— M D C HLDGS INC 2.0%

Value ($000) $4,444 Shares 155,913 Est. Cost $26.47 Unrealized —

— SUMMIT MATLS INC 2.0%

Value ($000) $4,381 Shares 197,800 Est. Cost $22.15 Unrealized —

— STORE CAP CORP 1.3%

Value ($000) $2,964 Shares 126,946 Est. Cost $21.61 Unrealized —

CME CME GROUP INC 1.3%

Value ($000) $2,841 Shares 30,000 Est. Cost $60.87 Unrealized 0.0%

— PRA HEALTH SCIENCES INC 0.9%

Value ($000) $2,086 Shares 72,334 Est. Cost $24.22 Unrealized —

— AVOLON HLDGS LTD 0.9%

Value ($000) $2,015 Shares 94,668 Est. Cost $19.80 Unrealized —

MHO M/I HOMES INC 0.8%

Value ($000) $1,736 Shares 72,810 Est. Cost $21.77 Unrealized +0.5%

— VIRGIN AMER INC 0.7%

Value ($000) $1,541 Shares 50,675 Est. Cost $43.25 Unrealized —

CFG CITIZENS FINL GROUP INC 0.6%

Value ($000) $1,326 Shares 54,970 Est. Cost $15.71 Unrealized +6.4%

— ZAYO GROUP HLDGS INC 0.6%

Value ($000) $1,259 Shares 45,036 Est. Cost $30.57 Unrealized —

— VWR CORP 0.4%

Value ($000) $862 Shares 33,179 Est. Cost $25.87 Unrealized —

— GREAT WESTN BANCORP INC 0.4%

Value ($000) $778 Shares 35,325 Est. Cost $22.79 Unrealized —

— OM ASSET MGMT PLC 0.3%

Value ($000) $764 Shares 41,010 Est. Cost $16.24 Unrealized —

BABA ALIBABA GROUP HLDG LTD 0.2%

Value ($000) $550 Shares 6,608 Est. Cost $88.85 Unrealized —

W WAYFAIR INC 0.2%

Value ($000) $365 Shares 11,361 Est. Cost $24.01 Unrealized +3.5%

— TRAVELPORT WORLDWIDE LTD 0.2%

Value ($000) $338 Shares 20,226 Est. Cost $16.46 Unrealized —

— VIVINT SOLAR INC 0.1%

Value ($000) $303 Shares 24,960 Est. Cost $9.22 Unrealized —

— FMSA HLDGS INC 0.1%

Value ($000) $252 Shares 34,831 Est. Cost $6.92 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
DHI	D R HORTON INC	1,314,597	$37,440	16.9%	$20.70	+11.7%	COM	23331A109
LEN	LENNAR CORP	706,200	$36,588	16.5%	$37.55	+10.1%	CL A	526057104
PHM	PULTE GROUP INC	1,329,753	$29,560	13.4%	$17.32	+9.6%	COM	745867101
TOL	TOLL BROTHERS INC	563,049	$22,150	10.0%	$32.62	+12.0%	COM	889478103
NVR	NVR INC	9,143	$12,148	5.5%	$1212.22	+7.9%	COM	62944T105
—	PARAMOUNT GROUP INC	543,585	$10,491	4.7%	$18.59	—	COM	69924R108
—	RYLAND GROUP INC	189,094	$9,216	4.2%	$38.56	—	COM	783764103
MTH	MERITAGE HOMES CORP	149,524	$7,273	3.3%	$18.25	+10.7%	COM	59001A102
AXTA	AXALTA COATING SYS LTD	209,066	$5,774	2.6%	$24.63	+9.5%	COM	G0750C108
KBH	KB HOME	366,816	$5,730	2.6%	$14.16	-13.0%	COM	48666K109
—	INOVALON HLDGS INC	188,000	$5,679	2.6%	$30.21	—	COM CL A	45781D101
—	STANDARD PAC CORP NEW	601,785	$5,416	2.4%	$7.29	—	COM	85375C101
—	INFRAREIT INC	170,000	$4,860	2.2%	$28.59	—	COM	45685L100
—	M D C HLDGS INC	155,913	$4,444	2.0%	$26.47	—	COM	552676108
—	SUMMIT MATLS INC	197,800	$4,381	2.0%	$22.15	—	CL A	86614U100
—	STORE CAP CORP	126,946	$2,964	1.3%	$21.61	—	COM	862121100
CME	CME GROUP INC	30,000	$2,841	1.3%	$60.87	0.0%	COM	12572Q105
—	PRA HEALTH SCIENCES INC	72,334	$2,086	0.9%	$24.22	—	COM	69354M108
—	AVOLON HLDGS LTD	94,668	$2,015	0.9%	$19.80	—	COM	G52237107
MHO	M/I HOMES INC	72,810	$1,736	0.8%	$21.77	+0.5%	COM	55305B101
—	VIRGIN AMER INC	50,675	$1,541	0.7%	$43.25	—	COM VTG	92765X208
CFG	CITIZENS FINL GROUP INC	54,970	$1,326	0.6%	$15.71	+6.4%	COM	174610105
—	ZAYO GROUP HLDGS INC	45,036	$1,259	0.6%	$30.57	—	COM	98919V105
—	VWR CORP	33,179	$862	0.4%	$25.87	—	COM	91843L103
—	GREAT WESTN BANCORP INC	35,325	$778	0.4%	$22.79	—	COM	391416104
—	OM ASSET MGMT PLC	41,010	$764	0.3%	$16.24	—	SHS	G67506108
BABA	ALIBABA GROUP HLDG LTD	6,608	$550	0.2%	$88.85	—	SPONSORED ADS	01609W102
W	WAYFAIR INC	11,361	$365	0.2%	$24.01	+3.5%	CL A	94419L101
—	TRAVELPORT WORLDWIDE LTD	20,226	$338	0.2%	$16.46	—	SHS	G9019D104
—	VIVINT SOLAR INC	24,960	$303	0.1%	$9.22	—	COM	92854Q106
—	FMSA HLDGS INC	34,831	$252	0.1%	$6.92	—	COM	30255X106