ELEMENT CAPITAL MANAGEMENT LLC Quant / Systematic

Location: New York, NY

CIK: 0001535630 · Show all filings

Period: Q3 2016 (← Previous) (Next →)

Filing Date: Nov 14, 2016

Total Value: $594M (100.0% shares, 0.0% debt)

Holdings (50)

DAL DELTA AIR LINES INC DEL 16.6%

Value $98.4M Shares 250,000 Est. Cost $33.78 Unrealized 0.0%

DHI D R HORTON INC 10.3%

Value $61.15M Shares 2,024,764 Est. Cost $23.21 Unrealized +24.6%

LUV SOUTHWEST AIRLS CO 9.8%

Value $58.34M Shares 150,000 Est. Cost $36.21 Unrealized -6.2%

— GREAT PLAINS ENERGY INC 9.2%

Value $54.58M Shares 2,000,000 Est. Cost $27.29 Unrealized —

LEN LENNAR CORP 7.7%

Value $45.68M Shares 1,078,880 Est. Cost $39.53 Unrealized +2.2%

PHM PULTE GROUP INC 6.7%

Value $39.91M Shares 1,991,309 Est. Cost $17.03 Unrealized +8.9%

NVR NVR INC 6.5%

Value $38.83M Shares 23,678 Est. Cost $1472.69 Unrealized +15.7%

— CHESAPEAKE ENERGY CORP 5.3%

Value $31.35M Shares 5,000,000 Est. Cost $6.27 Unrealized —

TOL TOLL BROTHERS INC 5.1%

Value $30.03M Shares 1,005,774 Est. Cost $33.97 Unrealized -14.9%

DTE DTE ENERGY CO 3.8%

Value $22.39M Shares 238,994 Est. Cost $59.37 Unrealized +0.3%

— CALATLANTIC GROUP INC 2.7%

Value $16.02M Shares 479,201 Est. Cost $37.92 Unrealized —

TPH TRI POINTE GROUP INC 2.0%

Value $11.9M Shares 902,892 Est. Cost $13.39 Unrealized -1.3%

KBH KB HOME 1.5%

Value $9.108M Shares 565,030 Est. Cost $13.38 Unrealized +5.0%

MTH MERITAGE HOMES CORP 1.3%

Value $7.939M Shares 228,785 Est. Cost $18.26 Unrealized -0.5%

BLD TOPBUILD CORP 1.3%

Value $7.879M Shares 237,309 Est. Cost $30.00 Unrealized +17.3%

— PATHEON N V 1.3%

Value $7.733M Shares 261,000 Est. Cost $29.63 Unrealized —

VVV VALVOLINE INC 1.1%

Value $6.46M Shares 275,000 Est. Cost $23.60 Unrealized 0.0%

— M D C HLDGS INC 1.1%

Value $6.258M Shares 242,570 Est. Cost $26.13 Unrealized —

FHB FIRST HAWAIIAN INC 0.9%

Value $5.426M Shares 202,000 Est. Cost $17.74 Unrealized 0.0%

— ADVANCEPIERRE FOODS HLDGS IN 0.7%

Value $4.442M Shares 161,168 Est. Cost $27.56 Unrealized —

MHO M/I HOMES INC 0.6%

Value $3.59M Shares 152,295 Est. Cost $22.39 Unrealized -1.2%

CME CME GROUP INC 0.5%

Value $3.136M Shares 30,000 Est. Cost $60.87 Unrealized +20.2%

HD HOME DEPOT INC 0.4%

Value $2.517M Shares 19,564 Est. Cost $106.34 Unrealized 0.0%

LOW LOWES COS INC 0.4%

Value $2.495M Shares 34,554 Est. Cost $59.30 Unrealized +10.3%

MO ALTRIA GROUP INC 0.4%

Value $2.475M Shares 39,142 Est. Cost $31.62 Unrealized +9.9%

DBEF DBX ETF TR 0.3%

Value $2.061M Shares 78,140 Est. Cost $26.38 Unrealized —

— KANSAS CITY SOUTHERN 0.2%

Value $1.45M Shares 15,537 Est. Cost $87.03 Unrealized —

USFD US FOODS HLDG CORP 0.2%

Value $1.31M Shares 55,500 Est. Cost $24.41 Unrealized -0.6%

NSC NORFOLK SOUTHERN CORP 0.2%

Value $1.009M Shares 10,399 Est. Cost $75.16 Unrealized 0.0%

CSX CSX CORP 0.2%

Value $1.007M Shares 33,003 Est. Cost $8.29 Unrealized 0.0%

UNP UNION PAC CORP 0.2%

Value $1.001M Shares 10,261 Est. Cost $62.81 Unrealized +20.9%

URI UNITED RENTALS INC 0.1%

Value $461K Shares 5,871 Est. Cost $74.22 Unrealized 0.0%

ROK ROCKWELL AUTOMATION INC 0.1%

Value $459K Shares 3,748 Est. Cost $98.04 Unrealized 0.0%

CMI CUMMINS INC 0.1%

Value $457K Shares 3,569 Est. Cost $94.73 Unrealized 0.0%

EMR EMERSON ELEC CO 0.1%

Value $456K Shares 8,373 Est. Cost $42.29 Unrealized 0.0%

— HD SUPPLY HLDGS INC 0.1%

Value $452K Shares 14,127 Est. Cost $32.00 Unrealized —

GWW GRAINGER W W INC 0.1%

Value $452K Shares 2,012 Est. Cost $194.57 Unrealized 0.0%

FAST FASTENAL CO 0.1%

Value $451K Shares 10,795 Est. Cost $8.38 Unrealized -0.7%

ETN EATON CORP PLC 0.1%

Value $449K Shares 6,833 Est. Cost $50.98 Unrealized +3.7%

TKR TIMKEN CO 0.1%

Value $447K Shares 12,718 Est. Cost $32.92 Unrealized 0.0%

— INGERSOLL-RAND PLC 0.1%

Value $444K Shares 6,537 Est. Cost $67.92 Unrealized —

PH PARKER HANNIFIN CORP 0.1%

Value $444K Shares 3,536 Est. Cost $102.98 Unrealized 0.0%

WERN WERNER ENTERPRISES INC 0.1%

Value $442K Shares 18,992 Est. Cost $23.75 Unrealized 0.0%

— SWIFT TRANSN CO 0.1%

Value $441K Shares 20,549 Est. Cost $21.46 Unrealized —

— KNIGHT TRANSN INC 0.1%

Value $440K Shares 15,335 Est. Cost $28.69 Unrealized —

ROP ROPER TECHNOLOGIES INC 0.1%

Value $440K Shares 2,413 Est. Cost $164.85 Unrealized 0.0%

— UNITED TECHNOLOGIES CORP 0.1%

Value $438K Shares 4,310 Est. Cost $101.62 Unrealized —

GSBD GOLDMAN SACHS BDC INC 0.1%

Value $381K Shares 17,511 Est. Cost $20.90 Unrealized 0.0%

LUV SOUTHWEST AIRLS CO 0.0%

Value $111K Shares 2,860 Est. Cost $36.21 Unrealized -6.2%

DAL DELTA AIR LINES INC DEL 0.0%

Value $110K Shares 2,805 Est. Cost $33.78 Unrealized 0.0%

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
DAL	DELTA AIR LINES INC DEL	250,000	$98.4M	16.6%	$33.78	0.0%	Call	247361702
DHI	D R HORTON INC	2,024,764	$61.15M	10.3%	$23.21	+24.6%	COM	23331A109
LUV	SOUTHWEST AIRLS CO	150,000	$58.34M	9.8%	$36.21	-6.2%	Call	844741108
—	GREAT PLAINS ENERGY INC	2,000,000	$54.58M	9.2%	$27.29	—	COM	391164100
LEN	LENNAR CORP	1,078,880	$45.68M	7.7%	$39.53	+2.2%	CL A	526057104
PHM	PULTE GROUP INC	1,991,309	$39.91M	6.7%	$17.03	+8.9%	COM	745867101
NVR	NVR INC	23,678	$38.83M	6.5%	$1472.69	+15.7%	COM	62944T105
—	CHESAPEAKE ENERGY CORP	5,000,000	$31.35M	5.3%	$6.27	—	COM	165167107
TOL	TOLL BROTHERS INC	1,005,774	$30.03M	5.1%	$33.97	-14.9%	COM	889478103
DTE	DTE ENERGY CO	238,994	$22.39M	3.8%	$59.37	+0.3%	COM	233331107
—	CALATLANTIC GROUP INC	479,201	$16.02M	2.7%	$37.92	—	COM	128195104
TPH	TRI POINTE GROUP INC	902,892	$11.9M	2.0%	$13.39	-1.3%	COM	87265H109
KBH	KB HOME	565,030	$9.108M	1.5%	$13.38	+5.0%	COM	48666K109
MTH	MERITAGE HOMES CORP	228,785	$7.939M	1.3%	$18.26	-0.5%	COM	59001A102
BLD	TOPBUILD CORP	237,309	$7.879M	1.3%	$30.00	+17.3%	COM	89055F103
—	PATHEON N V	261,000	$7.733M	1.3%	$29.63	—	SHS	N6865W105
VVV	VALVOLINE INC	275,000	$6.46M	1.1%	$23.60	0.0%	COM	92047W101
—	M D C HLDGS INC	242,570	$6.258M	1.1%	$26.13	—	COM	552676108
FHB	FIRST HAWAIIAN INC	202,000	$5.426M	0.9%	$17.74	0.0%	COM	32051X108
—	ADVANCEPIERRE FOODS HLDGS IN	161,168	$4.442M	0.7%	$27.56	—	COM	00782L107
MHO	M/I HOMES INC	152,295	$3.59M	0.6%	$22.39	-1.2%	COM	55305B101
CME	CME GROUP INC	30,000	$3.136M	0.5%	$60.87	+20.2%	COM	12572Q105
HD	HOME DEPOT INC	19,564	$2.517M	0.4%	$106.34	0.0%	COM	437076102
LOW	LOWES COS INC	34,554	$2.495M	0.4%	$59.30	+10.3%	COM	548661107
MO	ALTRIA GROUP INC	39,142	$2.475M	0.4%	$31.62	+9.9%	COM	02209S103
DBEF	DBX ETF TR	78,140	$2.061M	0.3%	$26.38	—	XTRAK MSCI EAFE	233051200
—	KANSAS CITY SOUTHERN	15,537	$1.45M	0.2%	$87.03	—	COM NEW	485170302
USFD	US FOODS HLDG CORP	55,500	$1.31M	0.2%	$24.41	-0.6%	COM	912008109
NSC	NORFOLK SOUTHERN CORP	10,399	$1.009M	0.2%	$75.16	0.0%	COM	655844108
CSX	CSX CORP	33,003	$1.007M	0.2%	$8.29	0.0%	COM	126408103
UNP	UNION PAC CORP	10,261	$1.001M	0.2%	$62.81	+20.9%	COM	907818108
URI	UNITED RENTALS INC	5,871	$461K	0.1%	$74.22	0.0%	COM	911363109
ROK	ROCKWELL AUTOMATION INC	3,748	$459K	0.1%	$98.04	0.0%	COM	773903109
CMI	CUMMINS INC	3,569	$457K	0.1%	$94.73	0.0%	COM	231021106
EMR	EMERSON ELEC CO	8,373	$456K	0.1%	$42.29	0.0%	COM	291011104
—	HD SUPPLY HLDGS INC	14,127	$452K	0.1%	$32.00	—	COM	40416M105
GWW	GRAINGER W W INC	2,012	$452K	0.1%	$194.57	0.0%	COM	384802104
FAST	FASTENAL CO	10,795	$451K	0.1%	$8.38	-0.7%	COM	311900104
ETN	EATON CORP PLC	6,833	$449K	0.1%	$50.98	+3.7%	SHS	G29183103
TKR	TIMKEN CO	12,718	$447K	0.1%	$32.92	0.0%	COM	887389104
—	INGERSOLL-RAND PLC	6,537	$444K	0.1%	$67.92	—	SHS	G47791101
PH	PARKER HANNIFIN CORP	3,536	$444K	0.1%	$102.98	0.0%	COM	701094104
WERN	WERNER ENTERPRISES INC	18,992	$442K	0.1%	$23.75	0.0%	COM	950755108
—	SWIFT TRANSN CO	20,549	$441K	0.1%	$21.46	—	CL A	87074U101
—	KNIGHT TRANSN INC	15,335	$440K	0.1%	$28.69	—	COM	499064103
ROP	ROPER TECHNOLOGIES INC	2,413	$440K	0.1%	$164.85	0.0%	COM	776696106
—	UNITED TECHNOLOGIES CORP	4,310	$438K	0.1%	$101.62	—	COM	913017109
GSBD	GOLDMAN SACHS BDC INC	17,511	$381K	0.1%	$20.90	0.0%	SHS	38147U107
LUV	SOUTHWEST AIRLS CO	2,860	$111K	0.0%	$36.21	-6.2%	COM	844741108
DAL	DELTA AIR LINES INC DEL	2,805	$110K	0.0%	$33.78	0.0%	COM NEW	247361702