ELEMENT CAPITAL MANAGEMENT LLC Quant / Systematic

CIK: 0001535630 · Show all filings

Period: Q2 2017 (← Previous) (Next →)

Filing Date: Aug 14, 2017

Total Value ($000): $493,697 (100.0% shares, 0.0% debt)

Holdings (134)

XLP SELECT SECTOR SPDR TR 34.7%
Value ($000) $171,481 Shares 3,121,248 Est. Cost $54.85 Unrealized
XLU SELECT SECTOR SPDR TR 12.7%
Value ($000) $62,893 Shares 1,210,408 Est. Cost $51.96 Unrealized
XLI SELECT SECTOR SPDR TR 12.2%
Value ($000) $60,441 Shares 887,408 Est. Cost $68.11 Unrealized
XLF SELECT SECTOR SPDR TR 6.5%
Value ($000) $32,071 Shares 1,300,000 Est. Cost Unrealized
THOMSON REUTERS CORP 4.1%
Value ($000) $20,367 Shares 439,982 Est. Cost $46.29 Unrealized
EPI WISDOMTREE TR 4.0%
Value ($000) $19,608 Shares 800,000 Est. Cost Unrealized
HEDJ WISDOMTREE TR 3.1%
Value ($000) $15,520 Shares 249,000 Est. Cost Unrealized
OPTU ALTICE USA INC 2.0%
Value ($000) $9,893 Shares 306,280 Est. Cost $33.09 Unrealized 0.0%
RED HAT INC 1.7%
Value ($000) $8,445 Shares 88,199 Est. Cost $95.75 Unrealized
TDOC TELADOC INC 1.6%
Value ($000) $7,981 Shares 230,000 Est. Cost $29.14 Unrealized 0.0%
AVON PRODS INC 1.5%
Value ($000) $7,489 Shares 1,970,833 Est. Cost $3.80 Unrealized
ATLANTICA YIELD PLC 1.1%
Value ($000) $5,631 Shares 263,609 Est. Cost $21.36 Unrealized
SYNA SYNAPTICS INC 1.1%
Value ($000) $5,339 Shares 103,245 Est. Cost $54.54 Unrealized 0.0%
GLOB GLOBANT S A 1.1%
Value ($000) $5,246 Shares 120,767 Est. Cost $38.66 Unrealized 0.0%
HRB BLOCK H & R INC 0.9%
Value ($000) $4,586 Shares 148,373 Est. Cost $17.48 Unrealized +7.5%
XLK SELECT SECTOR SPDR TR 0.8%
Value ($000) $4,121 Shares 75,302 Est. Cost $53.31 Unrealized
GSM FERROGLOBE PLC 0.8%
Value ($000) $3,806 Shares 318,453 Est. Cost $9.75 Unrealized 0.0%
CME CME GROUP INC 0.8%
Value ($000) $3,757 Shares 30,000 Est. Cost $60.87 Unrealized +43.8%
AYI ACUITY BRANDS INC 0.6%
Value ($000) $2,930 Shares 14,416 Est. Cost $171.47 Unrealized 0.0%
SNAP SNAP INC 0.6%
Value ($000) $2,739 Shares 154,125 Est. Cost $22.16 Unrealized -9.0%
GARDNER DENVER HLDGS INC 0.5%
Value ($000) $2,694 Shares 124,679 Est. Cost $21.61 Unrealized
INVACARE CORP 0.3%
Value ($000) $1,461 Shares 110,665 Est. Cost $13.20 Unrealized
BLUE APRON HLDGS INC 0.3%
Value ($000) $1,308 Shares 140,000 Est. Cost $9.34 Unrealized
GOGL GOLDEN OCEAN GROUP LTD 0.3%
Value ($000) $1,304 Shares 193,981 Est. Cost $6.72 Unrealized
SILC SILICOM LTD 0.2%
Value ($000) $1,074 Shares 24,222 Est. Cost $49.24 Unrealized 0.0%
SAPIENS INTL CORP N V 0.2%
Value ($000) $1,029 Shares 91,982 Est. Cost $11.19 Unrealized
GLYCOMIMETICS INC 0.2%
Value ($000) $931 Shares 83,459 Est. Cost $11.16 Unrealized
SEADRILL LIMITED 0.1%
Value ($000) $562 Shares 1,558,079 Est. Cost $0.36 Unrealized
BLACK BOX CORP DEL 0.1%
Value ($000) $556 Shares 65,080 Est. Cost $8.54 Unrealized
KADMON HLDGS INC 0.1%
Value ($000) $543 Shares 139,678 Est. Cost $3.89 Unrealized
QUORUM HEALTH CORP 0.1%
Value ($000) $537 Shares 129,367 Est. Cost $4.15 Unrealized
ALLIANCE ONE INTL INC 0.1%
Value ($000) $530 Shares 36,837 Est. Cost $14.39 Unrealized
JAMBA INC 0.1%
Value ($000) $526 Shares 67,575 Est. Cost $7.78 Unrealized
NAGE CHROMADEX CORP 0.1%
Value ($000) $521 Shares 136,301 Est. Cost $3.17 Unrealized 0.0%
DXLG DESTINATION XL GROUP INC 0.1%
Value ($000) $496 Shares 210,988 Est. Cost $2.45 Unrealized 0.0%
PFSWEB INC 0.1%
Value ($000) $481 Shares 58,228 Est. Cost $8.26 Unrealized
ARWR ARROWHEAD PHARMACEUTICALS IN 0.1%
Value ($000) $476 Shares 293,884 Est. Cost $1.62 Unrealized 0.0%
CRD/A CRAWFORD & CO 0.1%
Value ($000) $462 Shares 59,408 Est. Cost $6.26 Unrealized 0.0%
NRTSF NOBILIS HEALTH CORP 0.1%
Value ($000) $452 Shares 237,632 Est. Cost $1.51 Unrealized 0.0%
AUTOBYTEL INC 0.1%
Value ($000) $443 Shares 35,100 Est. Cost $12.62 Unrealized
SRNE SORRENTO THERAPEUTICS INC 0.1%
Value ($000) $439 Shares 219,631 Est. Cost $1.95 Unrealized 0.0%
STRT STRATTEC SEC CORP 0.1%
Value ($000) $429 Shares 12,110 Est. Cost $29.68 Unrealized 0.0%
OPHTHOTECH CORP 0.1%
Value ($000) $410 Shares 160,334 Est. Cost $2.56 Unrealized
CELLULAR BIOMEDICINE GROUP I 0.1%
Value ($000) $406 Shares 46,356 Est. Cost $8.76 Unrealized
HORNBECK OFFSHORE SVCS INC N 0.1%
Value ($000) $401 Shares 141,836 Est. Cost $2.83 Unrealized
MIRATI THERAPEUTICS INC 0.1%
Value ($000) $391 Shares 107,222 Est. Cost $3.65 Unrealized
CGIP CELADON GROUP INC 0.1%
Value ($000) $389 Shares 123,495 Est. Cost $3.13 Unrealized 0.0%
CYTRX CORP 0.1%
Value ($000) $380 Shares 605,405 Est. Cost $0.63 Unrealized
JAKKS PAC INC 0.1%
Value ($000) $378 Shares 94,469 Est. Cost $4.00 Unrealized
WORKHORSE GROUP INC 0.1%
Value ($000) $375 Shares 101,598 Est. Cost $3.69 Unrealized
MCHX MARCHEX INC 0.1%
Value ($000) $374 Shares 125,623 Est. Cost $2.83 Unrealized 0.0%
MNKD MANNKIND CORP 0.1%
Value ($000) $369 Shares 261,940 Est. Cost $1.29 Unrealized 0.0%
INVIVO THERAPEUTICS HLDGS CO 0.1%
Value ($000) $368 Shares 136,192 Est. Cost $2.70 Unrealized
PFENEX INC 0.1%
Value ($000) $368 Shares 91,861 Est. Cost $4.01 Unrealized
INVENTURE FOODS INC 0.1%
Value ($000) $366 Shares 84,843 Est. Cost $4.31 Unrealized
TUESDAY MORNING CORP 0.1%
Value ($000) $366 Shares 192,384 Est. Cost $1.90 Unrealized
ERINQ ERIN ENERGY CORP 0.1%
Value ($000) $363 Shares 250,243 Est. Cost $1.84 Unrealized 0.0%
NII HLDGS INC 0.1%
Value ($000) $358 Shares 444,873 Est. Cost $0.80 Unrealized
REAL IND INC 0.1%
Value ($000) $358 Shares 123,595 Est. Cost $2.90 Unrealized
VITAL THERAPIES INC 0.1%
Value ($000) $356 Shares 122,912 Est. Cost $2.90 Unrealized
INFIQ INFINITY PHARMACEUTICALS INC 0.1%
Value ($000) $348 Shares 221,738 Est. Cost $1.93 Unrealized 0.0%
SENSEONICS HLDGS INC 0.1%
Value ($000) $344 Shares 191,243 Est. Cost $1.80 Unrealized
AXSM AXSOME THERAPEUTICS INC 0.1%
Value ($000) $338 Shares 61,510 Est. Cost $4.19 Unrealized 0.0%
LIPOCINE INC NEW 0.1%
Value ($000) $325 Shares 80,745 Est. Cost $4.03 Unrealized
CIDARA THERAPEUTICS INC 0.1%
Value ($000) $318 Shares 42,340 Est. Cost $7.51 Unrealized
1ST CONSTITUTION BANCORP 0.1%
Value ($000) $317 Shares 17,954 Est. Cost $17.66 Unrealized
ZAFGEN INC 0.1%
Value ($000) $316 Shares 90,115 Est. Cost $3.51 Unrealized
ADVERUM BIOTECHNOLOGIES INC 0.1%
Value ($000) $312 Shares 124,713 Est. Cost $2.50 Unrealized
ACELRX PHARMACEUTICALS INC 0.1%
Value ($000) $311 Shares 144,536 Est. Cost $2.15 Unrealized
IRIX IRIDEX CORP 0.1%
Value ($000) $311 Shares 31,398 Est. Cost $9.84 Unrealized 0.0%
PROTEOSTASIS THERAPEUTICS IN 0.1%
Value ($000) $309 Shares 65,973 Est. Cost $4.68 Unrealized
MSBI MIDLAND STS BANCORP INC ILL 0.1%
Value ($000) $306 Shares 9,124 Est. Cost $22.42 Unrealized 0.0%
ONCOMED PHARMACEUTICALS INC 0.1%
Value ($000) $303 Shares 91,059 Est. Cost $3.33 Unrealized
HNNA HENNESSY ADVISORS INC 0.1%
Value ($000) $297 Shares 19,551 Est. Cost $16.07 Unrealized 0.0%
FUELCELL ENERGY INC 0.1%
Value ($000) $295 Shares 238,196 Est. Cost $1.24 Unrealized
UFABQ UNIQUE FABRICATING INC 0.1%
Value ($000) $288 Shares 30,218 Est. Cost $10.71 Unrealized 0.0%
MANNING & NAPIER INC 0.1%
Value ($000) $287 Shares 65,905 Est. Cost $4.35 Unrealized
YUME INC 0.1%
Value ($000) $278 Shares 59,060 Est. Cost $4.71 Unrealized
SYNTHETIC BIOLOGICS INC 0.1%
Value ($000) $273 Shares 483,575 Est. Cost $0.56 Unrealized
TRANSENTERIX INC 0.1%
Value ($000) $269 Shares 378,408 Est. Cost $0.71 Unrealized
AMSC AMERICAN SUPERCONDUCTOR CORP 0.1%
Value ($000) $268 Shares 58,055 Est. Cost $5.08 Unrealized 0.0%
COBALT INTL ENERGY INC 0.1%
Value ($000) $265 Shares 107,093 Est. Cost $2.47 Unrealized
MYOVANT SCIENCES LTD 0.1%
Value ($000) $265 Shares 22,620 Est. Cost $11.72 Unrealized
NORTHERN OIL & GAS INC NEV 0.1%
Value ($000) $261 Shares 186,198 Est. Cost $1.40 Unrealized
APPLIED GENETIC TECHNOL CORP 0.1%
Value ($000) $259 Shares 50,869 Est. Cost $5.09 Unrealized
DWSN DAWSON GEOPHYSICAL CO NEW 0.1%
Value ($000) $253 Shares 64,448 Est. Cost $3.74 Unrealized 0.0%
BYSI BEYONDSPRING INC 0.0%
Value ($000) $243 Shares 5,660 Est. Cost $29.70 Unrealized 0.0%
STEIN MART INC 0.0%
Value ($000) $238 Shares 140,987 Est. Cost $1.69 Unrealized
SOUTHERN NATL BANCORP OF VA 0.0%
Value ($000) $238 Shares 13,512 Est. Cost $17.61 Unrealized
T2 BIOSYSTEMS INC 0.0%
Value ($000) $230 Shares 71,616 Est. Cost $3.21 Unrealized
ENDOCYTE INC 0.0%
Value ($000) $230 Shares 153,003 Est. Cost $1.50 Unrealized
AGILE THERAPEUTICS INC 0.0%
Value ($000) $229 Shares 61,052 Est. Cost $3.75 Unrealized
INVUITY INC 0.0%
Value ($000) $226 Shares 31,159 Est. Cost $7.25 Unrealized
OVASCIENCE INC 0.0%
Value ($000) $225 Shares 144,259 Est. Cost $1.56 Unrealized
STAGE STORES INC 0.0%
Value ($000) $223 Shares 107,177 Est. Cost $2.08 Unrealized
USA TRUCK INC 0.0%
Value ($000) $222 Shares 25,584 Est. Cost $8.68 Unrealized
ALLIANCE HEALTHCARE SRVCS IN 0.0%
Value ($000) $217 Shares 16,288 Est. Cost $13.32 Unrealized
LUBYS INC 0.0%
Value ($000) $192 Shares 68,377 Est. Cost $2.81 Unrealized
LFVN LIFEVANTAGE CORP 0.0%
Value ($000) $183 Shares 42,330 Est. Cost $4.41 Unrealized 0.0%
NUMEREX CORP PA 0.0%
Value ($000) $180 Shares 36,512 Est. Cost $4.93 Unrealized
INOTEK PHARMACEUTICALS CORP 0.0%
Value ($000) $175 Shares 91,975 Est. Cost $1.90 Unrealized
IRMD IRADIMED CORP 0.0%
Value ($000) $171 Shares 19,884 Est. Cost $7.80 Unrealized 0.0%
ALJ REGIONAL HLDGS INC 0.0%
Value ($000) $169 Shares 52,906 Est. Cost $3.19 Unrealized
TROVAGENE INC 0.0%
Value ($000) $166 Shares 131,637 Est. Cost $1.26 Unrealized
EXCO RESOURCES INC 0.0%
Value ($000) $166 Shares 62,603 Est. Cost $2.65 Unrealized
AEVI GENOMIC MEDICINE INC 0.0%
Value ($000) $165 Shares 124,423 Est. Cost $1.33 Unrealized
NOVAN INC 0.0%
Value ($000) $163 Shares 40,546 Est. Cost $4.02 Unrealized
URBAN ONE INC 0.0%
Value ($000) $162 Shares 72,123 Est. Cost $2.25 Unrealized
REGULUS THERAPEUTICS INC 0.0%
Value ($000) $161 Shares 163,607 Est. Cost $0.98 Unrealized
APTEVO THERAPEUTICS INC 0.0%
Value ($000) $158 Shares 76,431 Est. Cost $2.07 Unrealized
TITAN PHARMACEUTICALS INC DE 0.0%
Value ($000) $156 Shares 82,348 Est. Cost $1.89 Unrealized
BIO PATH HOLDINGS INC 0.0%
Value ($000) $154 Shares 395,722 Est. Cost $0.39 Unrealized
ALTIMMUNE INC 0.0%
Value ($000) $151 Shares 47,276 Est. Cost $3.19 Unrealized
AMPIO PHARMACEUTICALS INC 0.0%
Value ($000) $151 Shares 290,312 Est. Cost $0.52 Unrealized
EGALET CORP 0.0%
Value ($000) $145 Shares 61,190 Est. Cost $2.37 Unrealized
NOVUS THERAPEUTICS INC 0.0%
Value ($000) $145 Shares 24,764 Est. Cost $5.86 Unrealized
TIDEWATER INC 0.0%
Value ($000) $145 Shares 201,619 Est. Cost $0.72 Unrealized
KONA GRILL INC 0.0%
Value ($000) $144 Shares 38,924 Est. Cost $3.70 Unrealized
WALTER INVT MGMT CORP 0.0%
Value ($000) $144 Shares 152,551 Est. Cost $0.94 Unrealized
WECAST NETWORK INC 0.0%
Value ($000) $142 Shares 79,951 Est. Cost $1.78 Unrealized
SEARS HOMETOWN & OUTLET STOR 0.0%
Value ($000) $142 Shares 52,519 Est. Cost $2.70 Unrealized
SECOND SIGHT MED PRODS INC 0.0%
Value ($000) $142 Shares 112,735 Est. Cost $1.26 Unrealized
EIGER BIOPHARMACEUTICALS INC 0.0%
Value ($000) $141 Shares 17,900 Est. Cost $7.88 Unrealized
FLGT FULGENT GENETICS INC 0.0%
Value ($000) $135 Shares 21,103 Est. Cost $8.06 Unrealized 0.0%
TANDEM DIABETES CARE INC 0.0%
Value ($000) $130 Shares 162,456 Est. Cost $0.80 Unrealized
FLEX PHARMA INC 0.0%
Value ($000) $118 Shares 30,685 Est. Cost $3.85 Unrealized
TERRAVIA HLDGS INC 0.0%
Value ($000) $104 Shares 443,914 Est. Cost $0.23 Unrealized
GALENA BIOPHARMA INC 0.0%
Value ($000) $93 Shares 160,238 Est. Cost $0.58 Unrealized
DIMENSION THERAPEUTICS INC 0.0%
Value ($000) $90 Shares 62,246 Est. Cost $1.45 Unrealized
PRGX GLOBAL INC 0.0%
Value ($000) $88 Shares 13,513 Est. Cost $6.51 Unrealized
PATRIOT NATL INC 0.0%
Value ($000) $71 Shares 33,597 Est. Cost $2.11 Unrealized
ANTH ANTHERA PHARMACEUTICALS INC 0.0%
Value ($000) $70 Shares 43,107 Est. Cost $2.24 Unrealized 0.0%
VINCE HLDG CORP 0.0%
Value ($000) $44 Shares 93,484 Est. Cost $0.47 Unrealized
ARGOS THERAPEUTICS INC 0.0%
Value ($000) $30 Shares 82,808 Est. Cost $0.36 Unrealized