ELEMENT CAPITAL MANAGEMENT LLC Quant / Systematic

CIK: 0001535630 · Show all filings

Period: Q3 2017 (← Previous) (Next →)

Filing Date: Nov 13, 2017

Total Value ($000): $243,313 (100.0% shares, 0.0% debt)

Holdings (64)

XLE SELECT SECTOR SPDR TR 50.2%
Value ($000) $122,071 Shares 1,782,583 Est. Cost $68.48 Unrealized
XLF SELECT SECTOR SPDR TR 9.6%
Value ($000) $23,458 Shares 907,127 Est. Cost $25.86 Unrealized
XLK SELECT SECTOR SPDR TR 8.1%
Value ($000) $19,803 Shares 335,069 Est. Cost $57.80 Unrealized
BARCLAYS BK PLC 4.8%
Value ($000) $11,757 Shares 300,000 Est. Cost Unrealized
XLB SELECT SECTOR SPDR TR 3.8%
Value ($000) $9,212 Shares 162,186 Est. Cost $56.80 Unrealized
KMX CARMAX INC 3.0%
Value ($000) $7,389 Shares 97,469 Est. Cost $66.66 Unrealized 0.0%
IAC INTERACTIVECORP 2.7%
Value ($000) $6,576 Shares 55,925 Est. Cost $117.59 Unrealized
OPTU ALTICE USA INC 2.1%
Value ($000) $5,228 Shares 191,425 Est. Cost $33.09 Unrealized -7.8%
VAC MARRIOTT VACATIONS WRLDWDE C 2.0%
Value ($000) $4,824 Shares 38,740 Est. Cost $115.11 Unrealized 0.0%
THOMSON REUTERS CORP 1.9%
Value ($000) $4,706 Shares 102,576 Est. Cost $46.29 Unrealized
CME CME GROUP INC 1.7%
Value ($000) $4,070 Shares 30,000 Est. Cost $60.87 Unrealized +52.7%
AIR TRANSPORT SERVICES GRP I 1.2%
Value ($000) $2,924 Shares 120,133 Est. Cost $24.34 Unrealized
PQ GROUP HLDGS INC 1.1%
Value ($000) $2,588 Shares 150,000 Est. Cost $17.25 Unrealized
VENATOR MATLS PLC 1.0%
Value ($000) $2,457 Shares 108,700 Est. Cost $22.60 Unrealized
WDAY WORKDAY INC 0.8%
Value ($000) $1,971 Shares 18,704 Est. Cost $103.18 Unrealized 0.0%
DESPEGAR COM CORP 0.7%
Value ($000) $1,792 Shares 56,000 Est. Cost $32.00 Unrealized
GSM FERROGLOBE PLC 0.5%
Value ($000) $1,278 Shares 97,082 Est. Cost $9.75 Unrealized +28.3%
ATLANTICA YIELD PLC 0.5%
Value ($000) $1,128 Shares 57,254 Est. Cost $21.36 Unrealized
SAPIENS INTL CORP N V 0.3%
Value ($000) $809 Shares 61,304 Est. Cost $11.19 Unrealized
WESTERN ASSET MTG CAP CORP 0.3%
Value ($000) $707 Shares 67,500 Est. Cost $10.47 Unrealized
ARWR ARROWHEAD PHARMACEUTICALS IN 0.3%
Value ($000) $618 Shares 142,649 Est. Cost $1.62 Unrealized +47.1%
BLUE APRON HLDGS INC 0.2%
Value ($000) $553 Shares 101,500 Est. Cost $9.34 Unrealized
ISTAR INC 0.2%
Value ($000) $475 Shares 40,296 Est. Cost $11.79 Unrealized
SILC SILICOM LTD 0.2%
Value ($000) $458 Shares 7,828 Est. Cost $49.24 Unrealized +7.9%
ERINQ ERIN ENERGY CORP 0.2%
Value ($000) $440 Shares 160,160 Est. Cost $1.84 Unrealized +23.3%
GLYCOMIMETICS INC 0.2%
Value ($000) $418 Shares 29,909 Est. Cost $11.16 Unrealized
TRANSENTERIX INC 0.1%
Value ($000) $357 Shares 249,959 Est. Cost $0.71 Unrealized
MNKD MANNKIND CORP 0.1%
Value ($000) $351 Shares 161,841 Est. Cost $1.29 Unrealized +21.9%
GAIN CAP HLDGS INC 0.1%
Value ($000) $330 Shares 51,604 Est. Cost $6.39 Unrealized
MCHX MARCHEX INC 0.1%
Value ($000) $286 Shares 92,699 Est. Cost $2.83 Unrealized +5.5%
KADMON HLDGS INC 0.1%
Value ($000) $277 Shares 82,808 Est. Cost $3.89 Unrealized
PFSWEB INC 0.1%
Value ($000) $262 Shares 31,322 Est. Cost $8.26 Unrealized
DIMENSION THERAPEUTICS INC 0.1%
Value ($000) $253 Shares 42,154 Est. Cost $1.45 Unrealized
IRIX IRIDEX CORP 0.1%
Value ($000) $242 Shares 25,780 Est. Cost $9.84 Unrealized -7.6%
CELLULAR BIOMEDICINE GROUP I 0.1%
Value ($000) $225 Shares 21,160 Est. Cost $8.76 Unrealized
MIRATI THERAPEUTICS INC 0.1%
Value ($000) $204 Shares 17,422 Est. Cost $3.65 Unrealized
SENSEONICS HLDGS INC 0.1%
Value ($000) $197 Shares 61,624 Est. Cost $1.80 Unrealized
VITAL THERAPIES INC 0.1%
Value ($000) $179 Shares 35,463 Est. Cost $2.90 Unrealized
HNNA HENNESSY ADVISORS INC 0.1%
Value ($000) $176 Shares 11,393 Est. Cost $16.07 Unrealized -3.9%
SYNTHETIC BIOLOGICS INC 0.1%
Value ($000) $171 Shares 182,796 Est. Cost $0.56 Unrealized
JAMBA INC 0.1%
Value ($000) $167 Shares 19,295 Est. Cost $7.78 Unrealized
DWSN DAWSON GEOPHYSICAL CO NEW 0.1%
Value ($000) $145 Shares 31,919 Est. Cost $3.74 Unrealized -11.0%
NAGE CHROMADEX CORP 0.1%
Value ($000) $139 Shares 32,351 Est. Cost $3.17 Unrealized +15.4%
UFABQ UNIQUE FABRICATING INC 0.1%
Value ($000) $136 Shares 16,095 Est. Cost $10.71 Unrealized -24.1%
ADVERUM BIOTECHNOLOGIES INC 0.1%
Value ($000) $129 Shares 35,346 Est. Cost $2.50 Unrealized
ALJ REGIONAL HLDGS INC 0.1%
Value ($000) $124 Shares 35,796 Est. Cost $3.19 Unrealized
NRTSF NOBILIS HEALTH CORP 0.0%
Value ($000) $115 Shares 76,827 Est. Cost $1.51 Unrealized +4.5%
FUELCELL ENERGY INC 0.0%
Value ($000) $114 Shares 65,385 Est. Cost $1.24 Unrealized
ONCOMED PHARMACEUTICALS INC 0.0%
Value ($000) $114 Shares 25,249 Est. Cost $3.33 Unrealized
LUBYS INC 0.0%
Value ($000) $110 Shares 41,548 Est. Cost $2.81 Unrealized
CGIP CELADON GROUP INC 0.0%
Value ($000) $102 Shares 15,083 Est. Cost $3.13 Unrealized +50.5%
ACELRX PHARMACEUTICALS INC 0.0%
Value ($000) $99 Shares 21,540 Est. Cost $2.15 Unrealized
URBAN ONE INC 0.0%
Value ($000) $88 Shares 53,349 Est. Cost $2.25 Unrealized
HORNBECK OFFSHORE SVCS INC N 0.0%
Value ($000) $83 Shares 20,621 Est. Cost $2.83 Unrealized
REGULUS THERAPEUTICS INC 0.0%
Value ($000) $76 Shares 60,473 Est. Cost $0.98 Unrealized
NUMEREX CORP PA 0.0%
Value ($000) $59 Shares 15,498 Est. Cost $4.93 Unrealized
FLEX PHARMA INC 0.0%
Value ($000) $57 Shares 16,855 Est. Cost $3.85 Unrealized
AGILE THERAPEUTICS INC 0.0%
Value ($000) $50 Shares 11,171 Est. Cost $3.75 Unrealized
LFVN LIFEVANTAGE CORP 0.0%
Value ($000) $45 Shares 10,632 Est. Cost $4.41 Unrealized -11.1%
LIPOCINE INC NEW 0.0%
Value ($000) $44 Shares 11,061 Est. Cost $4.03 Unrealized
WORKHORSE GROUP INC 0.0%
Value ($000) $33 Shares 11,970 Est. Cost $3.69 Unrealized
DXLG DESTINATION XL GROUP INC 0.0%
Value ($000) $22 Shares 11,498 Est. Cost $2.45 Unrealized -22.0%
SRNE SORRENTO THERAPEUTICS INC 0.0%
Value ($000) $21 Shares 12,379 Est. Cost $1.95 Unrealized -6.0%
OVASCIENCE INC 0.0%
Value ($000) $21 Shares 14,854 Est. Cost $1.56 Unrealized