ELEMENT CAPITAL MANAGEMENT LLC Quant / Systematic

CIK: 0001535630 · Show all filings

Period: Q3 2015 (← Previous) (Next →)

Filing Date: Nov 16, 2015

Total Value ($000): $276,311 (100.0% shares, 0.0% debt)

Holdings (115)

DHI D R HORTON INC 14.0%
Value ($000) $38,597 Shares 1,314,597 Est. Cost $20.70 Unrealized +26.9%
LEN LENNAR CORP 12.3%
Value ($000) $33,989 Shares 706,200 Est. Cost $37.55 Unrealized +18.8%
PHM PULTE GROUP INC 9.1%
Value ($000) $25,092 Shares 1,329,753 Est. Cost $17.32 Unrealized +3.2%
TOL TOLL BROTHERS INC 7.0%
Value ($000) $19,279 Shares 563,049 Est. Cost $32.62 Unrealized +16.1%
NVR NVR INC 5.0%
Value ($000) $13,945 Shares 9,143 Est. Cost $1212.22 Unrealized +23.2%
RYLAND GROUP INC 2.8%
Value ($000) $7,721 Shares 189,094 Est. Cost $38.56 Unrealized
AAPL APPLE INC 2.2%
Value ($000) $6,030 Shares 54,672 Est. Cost $26.29 Unrealized 0.0%
TRU TRANSUNION 2.0%
Value ($000) $5,480 Shares 218,135 Est. Cost $24.05 Unrealized +1.6%
MTH MERITAGE HOMES CORP 2.0%
Value ($000) $5,461 Shares 149,524 Est. Cost $18.25 Unrealized +17.8%
KBH KB HOME 1.8%
Value ($000) $4,970 Shares 366,816 Est. Cost $14.16 Unrealized -4.5%
STANDARD PAC CORP NEW 1.7%
Value ($000) $4,814 Shares 601,785 Est. Cost $7.29 Unrealized
GENERAL ELECTRIC CO 1.7%
Value ($000) $4,716 Shares 186,993 Est. Cost $2438.47 Unrealized
T AT&T INC 1.7%
Value ($000) $4,586 Shares 140,772 Est. Cost $12.27 Unrealized 0.0%
CMCSA COMCAST CORP NEW 1.5%
Value ($000) $4,174 Shares 73,382 Est. Cost $23.34 Unrealized 0.0%
M D C HLDGS INC 1.5%
Value ($000) $4,082 Shares 155,913 Est. Cost $26.47 Unrealized
TERRAFORM GLOBAL INC 1.2%
Value ($000) $3,330 Shares 500,000 Est. Cost $6.66 Unrealized
JPM JPMORGAN CHASE & CO 1.1%
Value ($000) $3,150 Shares 51,666 Est. Cost $49.62 Unrealized +0.0%
CME CME GROUP INC 1.0%
Value ($000) $2,782 Shares 30,000 Est. Cost $60.87 Unrealized +3.7%
ORCL ORACLE CORP 0.9%
Value ($000) $2,621 Shares 72,558 Est. Cost $33.66 Unrealized -2.2%
BLACK KNIGHT FINL SVCS INC 0.9%
Value ($000) $2,500 Shares 76,807 Est. Cost $30870.00 Unrealized
PG PROCTER & GAMBLE CO 0.8%
Value ($000) $2,321 Shares 32,258 Est. Cost $56.36 Unrealized -0.0%
RUN SUNRUN INC 0.8%
Value ($000) $2,230 Shares 215,000 Est. Cost $10.80 Unrealized 0.0%
VZ VERIZON COMMUNICATIONS INC 0.8%
Value ($000) $2,176 Shares 50,018 Est. Cost $27.01 Unrealized 0.0%
E M C CORP MASS 0.8%
Value ($000) $2,152 Shares 89,076 Est. Cost $1504.12 Unrealized
CVS CVS HEALTH CORP 0.8%
Value ($000) $2,127 Shares 22,050 Est. Cost $77.07 Unrealized +0.9%
AXP AMERICAN EXPRESS CO 0.8%
Value ($000) $2,091 Shares 28,203 Est. Cost $66.24 Unrealized 0.0%
CAT CATERPILLAR INC DEL 0.7%
Value ($000) $2,067 Shares 31,629 Est. Cost $60.12 Unrealized -1.7%
MILACRON HLDGS CORP 0.7%
Value ($000) $1,941 Shares 110,572 Est. Cost $19680.00 Unrealized
LOW LOWES COS INC 0.7%
Value ($000) $1,811 Shares 26,283 Est. Cost $57.19 Unrealized -0.4%
ABBV ABBVIE INC 0.6%
Value ($000) $1,793 Shares 32,948 Est. Cost $42.47 Unrealized +0.1%
AMPLIFY SNACK BRANDS 0.6%
Value ($000) $1,740 Shares 162,500 Est. Cost $10.71 Unrealized
MHO M/I HOMES INC 0.6%
Value ($000) $1,717 Shares 72,810 Est. Cost $21.77 Unrealized +14.0%
KHC KRAFT HEINZ CO 0.6%
Value ($000) $1,692 Shares 23,973 Est. Cost $47.82 Unrealized 0.0%
M MACYS INC 0.5%
Value ($000) $1,435 Shares 27,957 Est. Cost $62.84 Unrealized -0.2%
TIME WARNER CABLE INC 0.5%
Value ($000) $1,409 Shares 7,854 Est. Cost $52302.95 Unrealized
YUM YUM BRANDS INC 0.5%
Value ($000) $1,389 Shares 17,370 Est. Cost $50.94 Unrealized -2.1%
KMI KINDER MORGAN INC DEL 0.5%
Value ($000) $1,330 Shares 48,050 Est. Cost $24.33 Unrealized -19.7%
DOW CHEM CO 0.5%
Value ($000) $1,281 Shares 30,214 Est. Cost $7318.78 Unrealized
BMY BRISTOL MYERS SQUIBB CO 0.5%
Value ($000) $1,253 Shares 21,166 Est. Cost $44.54 Unrealized 0.0%
TXN TEXAS INSTRS INC 0.4%
Value ($000) $1,166 Shares 23,548 Est. Cost $36.73 Unrealized 0.0%
BK BANK NEW YORK MELLON CORP 0.4%
Value ($000) $1,165 Shares 29,766 Est. Cost $32.01 Unrealized -0.0%
APACHE CORP 0.4%
Value ($000) $1,156 Shares 29,522 Est. Cost $39.16 Unrealized
SYY SYSCO CORP 0.4%
Value ($000) $1,154 Shares 29,619 Est. Cost $28.87 Unrealized +0.7%
FCX FREEPORT-MCMORAN INC 0.4%
Value ($000) $1,143 Shares 117,996 Est. Cost $11.15 Unrealized -2.9%
PNC PNC FINL SVCS GROUP INC 0.4%
Value ($000) $1,103 Shares 12,360 Est. Cost $67.68 Unrealized -0.0%
MDLZ MONDELEZ INTL INC 0.4%
Value ($000) $1,093 Shares 26,096 Est. Cost $34.03 Unrealized 0.0%
MS MORGAN STANLEY 0.4%
Value ($000) $1,084 Shares 34,416 Est. Cost $27.57 Unrealized -1.1%
OXY OCCIDENTAL PETE CORP DEL 0.4%
Value ($000) $1,055 Shares 15,948 Est. Cost $51.39 Unrealized -0.1%
COF CAPITAL ONE FINL CORP 0.4%
Value ($000) $1,045 Shares 14,403 Est. Cost $67.04 Unrealized -0.7%
PM PHILIP MORRIS INTL INC 0.4%
Value ($000) $991 Shares 12,486 Est. Cost $48.62 Unrealized +0.6%
WHOLE FOODS MKT INC 0.4%
Value ($000) $985 Shares 31,110 Est. Cost $31.66 Unrealized
MONSANTO CO NEW 0.3%
Value ($000) $944 Shares 11,056 Est. Cost $26095.01 Unrealized
NOBLE ENERGY INC 0.3%
Value ($000) $939 Shares 31,107 Est. Cost $6611.31 Unrealized
DISCOVER FINL SVCS 0.3%
Value ($000) $876 Shares 16,854 Est. Cost $20546.11 Unrealized
ALCOA INC 0.3%
Value ($000) $839 Shares 86,818 Est. Cost $11150.00 Unrealized
SLB SCHLUMBERGER LTD 0.3%
Value ($000) $824 Shares 11,950 Est. Cost $66.77 Unrealized -11.8%
USB US BANCORP DEL 0.3%
Value ($000) $813 Shares 19,818 Est. Cost $29.86 Unrealized -0.2%
ABT ABBOTT LABS 0.3%
Value ($000) $780 Shares 19,384 Est. Cost $38.85 Unrealized -0.1%
ACN ACCENTURE PLC IRELAND 0.3%
Value ($000) $774 Shares 7,874 Est. Cost $82.93 Unrealized +1.1%
WYNN WYNN RESORTS LTD 0.3%
Value ($000) $772 Shares 14,534 Est. Cost $75.76 Unrealized 0.0%
WELL WELLTOWER INC 0.3%
Value ($000) $721 Shares 10,653 Est. Cost $44.80 Unrealized 0.0%
STT STATE STR CORP 0.3%
Value ($000) $719 Shares 10,692 Est. Cost $55.63 Unrealized -0.6%
APD AIR PRODS & CHEMS INC 0.3%
Value ($000) $716 Shares 5,613 Est. Cost $99.44 Unrealized -1.0%
SBUX STARBUCKS CORP 0.3%
Value ($000) $712 Shares 12,534 Est. Cost $45.32 Unrealized 0.0%
CL COLGATE PALMOLIVE CO 0.3%
Value ($000) $707 Shares 11,146 Est. Cost $51.72 Unrealized -0.8%
AMP AMERIPRISE FINL INC 0.3%
Value ($000) $694 Shares 6,360 Est. Cost $95.12 Unrealized -0.5%
DE DEERE & CO 0.3%
Value ($000) $692 Shares 9,348 Est. Cost $74.02 Unrealized -0.9%
ACE LTD 0.2%
Value ($000) $687 Shares 6,640 Est. Cost $18460.67 Unrealized
VIRT VIRTU FINL INC 0.2%
Value ($000) $643 Shares 28,052 Est. Cost $22.53 Unrealized +1.8%
WDC WESTERN DIGITAL CORP 0.2%
Value ($000) $641 Shares 8,072 Est. Cost $50.91 Unrealized 0.0%
GAP GAP INC DEL 0.2%
Value ($000) $640 Shares 22,460 Est. Cost $23.79 Unrealized 0.0%
GD GENERAL DYNAMICS CORP 0.2%
Value ($000) $622 Shares 4,508 Est. Cost $113.87 Unrealized +1.4%
SANDISK CORP 0.2%
Value ($000) $591 Shares 10,877 Est. Cost $54.33 Unrealized
RAYTHEON CO 0.2%
Value ($000) $588 Shares 5,386 Est. Cost $109.17 Unrealized
CAH CARDINAL HEALTH INC 0.2%
Value ($000) $580 Shares 7,546 Est. Cost $62.30 Unrealized 0.0%
HCP INC 0.2%
Value ($000) $566 Shares 15,195 Est. Cost $29288.95 Unrealized
AVB AVALONBAY CMNTYS INC 0.2%
Value ($000) $555 Shares 3,174 Est. Cost $119.22 Unrealized +0.2%
MO ALTRIA GROUP INC 0.2%
Value ($000) $540 Shares 9,921 Est. Cost $25.35 Unrealized +6.5%
PARTY CITY HOLDCO INC 0.2%
Value ($000) $531 Shares 33,247 Est. Cost $20270.00 Unrealized
GIS GENERAL MLS INC 0.2%
Value ($000) $508 Shares 9,056 Est. Cost $38.85 Unrealized +2.9%
A AGILENT TECHNOLOGIES INC 0.2%
Value ($000) $505 Shares 14,715 Est. Cost $34.81 Unrealized 0.0%
PCG PG&E CORP 0.2%
Value ($000) $492 Shares 9,324 Est. Cost $47.04 Unrealized 0.0%
EIX EDISON INTL 0.2%
Value ($000) $492 Shares 7,802 Est. Cost $39.30 Unrealized 0.0%
NUE NUCOR CORP 0.2%
Value ($000) $436 Shares 11,598 Est. Cost $33.52 Unrealized 0.0%
COST COSTCO WHSL CORP NEW 0.1%
Value ($000) $414 Shares 2,867 Est. Cost $119.60 Unrealized 0.0%
GDDY GODADDY INC 0.1%
Value ($000) $412 Shares 16,357 Est. Cost $27.11 Unrealized -3.6%
FITB FIFTH THIRD BANCORP 0.1%
Value ($000) $403 Shares 21,318 Est. Cost $14.15 Unrealized 0.0%
HST HOST HOTELS & RESORTS INC 0.1%
Value ($000) $402 Shares 25,432 Est. Cost $12.52 Unrealized -2.0%
ECL ECOLAB INC 0.1%
Value ($000) $390 Shares 3,552 Est. Cost $101.94 Unrealized -2.1%
SYK STRYKER CORP 0.1%
Value ($000) $383 Shares 4,074 Est. Cost $87.90 Unrealized 0.0%
AON PLC 0.1%
Value ($000) $377 Shares 4,256 Est. Cost $88.58 Unrealized
MRSH MARSH & MCLENNAN COS INC 0.1%
Value ($000) $368 Shares 7,052 Est. Cost $46.73 Unrealized 0.0%
GENERAL GROWTH PPTYS INC NEW 0.1%
Value ($000) $363 Shares 13,996 Est. Cost $4604.76 Unrealized
BXP BOSTON PROPERTIES INC 0.1%
Value ($000) $361 Shares 3,046 Est. Cost $78.38 Unrealized 0.0%
XEROX CORP 0.1%
Value ($000) $360 Shares 37,034 Est. Cost $2736.61 Unrealized
SEAGATE TECHNOLOGY PLC 0.1%
Value ($000) $351 Shares 7,841 Est. Cost $44.76 Unrealized
LNC LINCOLN NATL CORP IND 0.1%
Value ($000) $339 Shares 7,152 Est. Cost $36.74 Unrealized -0.9%
SRE SEMPRA ENERGY 0.1%
Value ($000) $338 Shares 3,490 Est. Cost $35.44 Unrealized 0.0%
XEL XCEL ENERGY INC 0.1%
Value ($000) $335 Shares 9,450 Est. Cost $24.53 Unrealized +0.1%
ST JUDE MED INC 0.1%
Value ($000) $329 Shares 5,212 Est. Cost $63.12 Unrealized
PNR PENTAIR PLC 0.1%
Value ($000) $308 Shares 6,042 Est. Cost $33.02 Unrealized 0.0%
MSI MOTOROLA SOLUTIONS INC 0.1%
Value ($000) $299 Shares 4,376 Est. Cost $52.20 Unrealized +2.3%
ETN EATON CORP PLC 0.1%
Value ($000) $294 Shares 5,739 Est. Cost $46.51 Unrealized 0.0%
MKC MCCORMICK & CO INC 0.1%
Value ($000) $279 Shares 3,390 Est. Cost $33.36 Unrealized 0.0%
CLX CLOROX CO DEL 0.1%
Value ($000) $278 Shares 2,410 Est. Cost $83.86 Unrealized 0.0%
DELPHI AUTOMOTIVE PLC 0.1%
Value ($000) $278 Shares 3,651 Est. Cost $76.14 Unrealized
DTE DTE ENERGY CO 0.1%
Value ($000) $274 Shares 3,404 Est. Cost $47.24 Unrealized 0.0%
TIFFANY & CO NEW 0.1%
Value ($000) $263 Shares 3,406 Est. Cost $77.22 Unrealized
DGX QUEST DIAGNOSTICS INC 0.1%
Value ($000) $256 Shares 4,170 Est. Cost $57.58 Unrealized -1.3%
ETSY ETSY INC 0.1%
Value ($000) $236 Shares 17,247 Est. Cost $19.22 Unrealized -18.2%
KIM KIMCO RLTY CORP 0.1%
Value ($000) $220 Shares 8,988 Est. Cost $14.50 Unrealized -0.0%
SL GREEN RLTY CORP 0.1%
Value ($000) $219 Shares 2,028 Est. Cost $107.99 Unrealized
MEAD JOHNSON NUTRITION CO 0.1%
Value ($000) $217 Shares 3,077 Est. Cost $90220.00 Unrealized
ESS ESSEX PPTY TR INC 0.1%
Value ($000) $209 Shares 936 Est. Cost $157.07 Unrealized 0.0%
CPB CAMPBELL SOUP CO 0.1%
Value ($000) $203 Shares 4,002 Est. Cost $35.52 Unrealized 0.0%