Zweig-DiMenna Associates LLC Quant / Systematic

CIK: 0001533950 · Show all filings

Period: Q1 2016 (← Previous) (Next →)

Filing Date: May 10, 2016

Total Value ($000): $1,131,268 (100.0% shares, 0.0% debt)

Holdings (170)

STZ CONSTELLATION BRANDS INC 4.0%
Value ($000) $45,119 Shares 298,624 Est. Cost $91.57 Unrealized +36.2%
META FACEBOOK INC 3.6%
Value ($000) $40,986 Shares 359,209 Est. Cost $45.50 Unrealized +130.3%
SYF SYNCHRONY FINL 3.4%
Value ($000) $38,854 Shares 1,355,681 Est. Cost $24.18 Unrealized -8.3%
BMY BRISTOL MYERS SQUIBB CO 3.2%
Value ($000) $36,077 Shares 564,760 Est. Cost $44.53 Unrealized +0.6%
CMCSA COMCAST CORP NEW 2.9%
Value ($000) $32,309 Shares 528,960 Est. Cost $19.84 Unrealized +14.7%
EA ELECTRONIC ARTS INC 2.8%
Value ($000) $32,212 Shares 487,244 Est. Cost $66.66 Unrealized -6.9%
GOOG ALPHABET INC 2.8%
Value ($000) $32,017 Shares 42,979 Est. Cost $35.59 Unrealized -0.1%
GOOGL ALPHABET INC 2.8%
Value ($000) $31,785 Shares 41,663 Est. Cost $36.67 Unrealized -0.3%
PRICELINE GRP INC 2.7%
Value ($000) $30,963 Shares 24,022 Est. Cost $1022.98 Unrealized
ALLERGAN PLC 2.6%
Value ($000) $29,216 Shares 109,002 Est. Cost $284.07 Unrealized
MCD MCDONALDS CORP 2.5%
Value ($000) $28,723 Shares 228,538 Est. Cost $81.14 Unrealized +15.8%
TAP MOLSON COORS BREWING CO 2.3%
Value ($000) $25,794 Shares 268,189 Est. Cost $64.96 Unrealized +7.5%
V VISA INC 2.0%
Value ($000) $22,940 Shares 299,952 Est. Cost $59.26 Unrealized +14.4%
KHC KRAFT HEINZ CO 2.0%
Value ($000) $22,731 Shares 289,345 Est. Cost $47.64 Unrealized +1.4%
CRM SALESFORCE COM INC 1.9%
Value ($000) $21,789 Shares 295,129 Est. Cost $68.04 Unrealized 0.0%
HD HOME DEPOT INC 1.9%
Value ($000) $21,763 Shares 163,104 Est. Cost $90.02 Unrealized +9.3%
WALGREENS BOOTS ALLIANCE INC 1.9%
Value ($000) $21,247 Shares 252,225 Est. Cost $83.18 Unrealized
ARMK ARAMARK 1.6%
Value ($000) $18,131 Shares 547,423 Est. Cost $19.88 Unrealized +2.2%
CHINA MOBILE LIMITED 1.6%
Value ($000) $17,588 Shares 317,182 Est. Cost $55.45 Unrealized
SHW SHERWIN WILLIAMS CO 1.5%
Value ($000) $17,499 Shares 61,470 Est. Cost $79.84 Unrealized 0.0%
AMAT APPLIED MATLS INC 1.5%
Value ($000) $17,006 Shares 802,933 Est. Cost $15.64 Unrealized +4.0%
POWERSHARES QQQ TRUST 1.5%
Value ($000) $16,893 Shares 154,700 Est. Cost $109.20 Unrealized
BERRY PLASTICS GROUP INC 1.5%
Value ($000) $16,534 Shares 457,371 Est. Cost $28.85 Unrealized
MSFT MICROSOFT CORP 1.4%
Value ($000) $16,309 Shares 295,300 Est. Cost $45.92 Unrealized +0.3%
SEE SEALED AIR CORP NEW 1.4%
Value ($000) $16,054 Shares 334,385 Est. Cost $28.29 Unrealized +30.6%
DE DEERE & CO 1.4%
Value ($000) $15,596 Shares 202,570 Est. Cost $66.08 Unrealized +0.3%
PANW PALO ALTO NETWORKS INC 1.4%
Value ($000) $15,334 Shares 93,991 Est. Cost $27.37 Unrealized -10.2%
KO COCA COLA CO 1.3%
Value ($000) $14,161 Shares 305,250 Est. Cost $31.84 Unrealized 0.0%
ASML ASML HOLDING N V 1.2%
Value ($000) $13,804 Shares 137,500 Est. Cost $100.39 Unrealized
BMRN BIOMARIN PHARMACEUTICAL INC 1.2%
Value ($000) $13,213 Shares 160,198 Est. Cost $105.19 Unrealized -22.7%
CAT CATERPILLAR INC DEL 1.1%
Value ($000) $12,833 Shares 167,670 Est. Cost $53.72 Unrealized -1.2%
NKE NIKE INC 1.1%
Value ($000) $12,684 Shares 206,350 Est. Cost $56.67 Unrealized -6.1%
MDLZ MONDELEZ INTL INC 1.1%
Value ($000) $12,348 Shares 307,780 Est. Cost $34.44 Unrealized -5.9%
AMZN AMAZON COM INC 1.1%
Value ($000) $12,250 Shares 20,636 Est. Cost $20.93 Unrealized +35.6%
NEM NEWMONT MINING CORP 1.1%
Value ($000) $12,219 Shares 459,720 Est. Cost $18.17 Unrealized 0.0%
AAPL APPLE INC 1.1%
Value ($000) $12,098 Shares 111,000 Est. Cost $19.89 Unrealized +13.3%
MARKET VECTORS ETF TR 1.1%
Value ($000) $11,902 Shares 595,970 Est. Cost $19.97 Unrealized
GOLDCORP INC NEW 1.0%
Value ($000) $11,645 Shares 717,500 Est. Cost $16.23 Unrealized
OCH ZIFF CAP MGMT GROUP 1.0%
Value ($000) $11,574 Shares 2,660,605 Est. Cost $10.26 Unrealized
MGM MGM RESORTS INTERNATIONAL 1.0%
Value ($000) $11,348 Shares 529,281 Est. Cost $20.84 Unrealized -10.4%
BARRICK GOLD CORP 1.0%
Value ($000) $11,207 Shares 825,280 Est. Cost $13.58 Unrealized
PEP PEPSICO INC 1.0%
Value ($000) $10,991 Shares 107,249 Est. Cost $66.91 Unrealized +9.5%
AAL AMERICAN AIRLS GROUP INC 0.9%
Value ($000) $10,173 Shares 248,058 Est. Cost $32.31 Unrealized +19.2%
CIEN CIENA CORP 0.9%
Value ($000) $9,986 Shares 525,000 Est. Cost $18.47 Unrealized 0.0%
ACTIVISION BLIZZARD INC 0.8%
Value ($000) $9,306 Shares 275,000 Est. Cost $36.12 Unrealized
HILTON WORLDWIDE HLDGS INC 0.8%
Value ($000) $9,174 Shares 407,360 Est. Cost $24.58 Unrealized
AL AIR LEASE CORP 0.8%
Value ($000) $8,789 Shares 273,638 Est. Cost $27.39 Unrealized -11.1%
DY DYCOM INDS INC 0.8%
Value ($000) $8,730 Shares 135,000 Est. Cost $61.00 Unrealized 0.0%
BFH ALLIANCE DATA SYSTEMS CORP 0.7%
Value ($000) $8,294 Shares 37,700 Est. Cost $150.81 Unrealized 0.0%
LIBERTY GLOBAL PLC 0.7%
Value ($000) $8,172 Shares 217,570 Est. Cost $44.59 Unrealized
INFINERA CORPORATION 0.7%
Value ($000) $8,030 Shares 500,000 Est. Cost $16.06 Unrealized
LBTYAUSD LIBERTY GLOBAL PLC 0.7%
Value ($000) $7,997 Shares 207,703 Est. Cost $44.14 Unrealized
SWKS SKYWORKS SOLUTIONS INC 0.7%
Value ($000) $7,854 Shares 100,816 Est. Cost $55.21 Unrealized 0.0%
LAM RESEARCH CORP 0.7%
Value ($000) $7,394 Shares 89,510 Est. Cost $82.61 Unrealized
XOM EXXON MOBIL CORP 0.7%
Value ($000) $7,382 Shares 88,315 Est. Cost $50.41 Unrealized +3.1%
SONY SONY CORP 0.6%
Value ($000) $6,948 Shares 270,140 Est. Cost $22.57 Unrealized
PBR PETROLEO BRASILEIRO SA PETRO 0.6%
Value ($000) $6,931 Shares 1,186,800 Est. Cost $4.80 Unrealized
GWW GRAINGER W W INC 0.6%
Value ($000) $6,253 Shares 26,789 Est. Cost $177.28 Unrealized +1.2%
TSLA TESLA MTRS INC 0.5%
Value ($000) $6,204 Shares 27,000 Est. Cost $14.29 Unrealized -8.0%
BYD BOYD GAMING CORP 0.5%
Value ($000) $6,188 Shares 299,500 Est. Cost $16.59 Unrealized 0.0%
HORIZON PHARMA PLC 0.5%
Value ($000) $5,483 Shares 330,900 Est. Cost $22.01 Unrealized
COST COSTCO WHSL CORP NEW 0.5%
Value ($000) $5,476 Shares 34,750 Est. Cost $128.49 Unrealized -0.6%
LEVEL 3 COMMUNICATIONS INC 0.5%
Value ($000) $5,285 Shares 100,000 Est. Cost $43.69 Unrealized
PH PARKER HANNIFIN CORP 0.5%
Value ($000) $5,202 Shares 46,827 Est. Cost $85.95 Unrealized 0.0%
PENN PENN NATL GAMING INC 0.4%
Value ($000) $4,673 Shares 280,000 Est. Cost $16.01 Unrealized -10.4%
OCLARO INC 0.4%
Value ($000) $4,523 Shares 837,500 Est. Cost $5.40 Unrealized
VALE VALE S A 0.4%
Value ($000) $4,250 Shares 1,009,410 Est. Cost $3.44 Unrealized
ORCL ORACLE CORP 0.4%
Value ($000) $4,238 Shares 103,600 Est. Cost $31.95 Unrealized 0.0%
CHESAPEAKE ENERGY CORP 0.4%
Value ($000) $4,100 Shares 995,170 Est. Cost $4.49 Unrealized
BUD ANHEUSER BUSCH INBEV SA/NV 0.4%
Value ($000) $4,068 Shares 32,630 Est. Cost $118.83 Unrealized
MLM MARTIN MARIETTA MATLS INC 0.4%
Value ($000) $4,021 Shares 25,210 Est. Cost $127.52 Unrealized 0.0%
RIG TRANSOCEAN LTD 0.4%
Value ($000) $3,991 Shares 436,649 Est. Cost $10.82 Unrealized -8.1%
CB CHUBB LIMITED 0.3%
Value ($000) $3,676 Shares 30,854 Est. Cost $96.06 Unrealized 0.0%
CSCO CISCO SYS INC 0.3%
Value ($000) $3,285 Shares 115,400 Est. Cost $18.95 Unrealized 0.0%
TIME WARNER CABLE INC 0.3%
Value ($000) $3,069 Shares 15,000 Est. Cost $147.25 Unrealized
QSR RESTAURANT BRANDS INTL INC 0.3%
Value ($000) $2,891 Shares 74,453 Est. Cost $38.08 Unrealized -8.7%
SOUTHWESTERN ENERGY CO 0.2%
Value ($000) $2,564 Shares 317,686 Est. Cost $14.56 Unrealized
DLTR DOLLAR TREE INC 0.2%
Value ($000) $2,541 Shares 30,820 Est. Cost $58.29 Unrealized +35.3%
VMC VULCAN MATLS CO 0.2%
Value ($000) $2,397 Shares 22,710 Est. Cost $87.06 Unrealized 0.0%
CMI CUMMINS INC 0.2%
Value ($000) $2,225 Shares 20,242 Est. Cost $75.35 Unrealized -1.5%
HP HELMERICH & PAYNE INC 0.2%
Value ($000) $2,120 Shares 36,110 Est. Cost $52.86 Unrealized 0.0%
KMI KINDER MORGAN INC DEL 0.2%
Value ($000) $1,981 Shares 110,900 Est. Cost $21.16 Unrealized -53.0%
PINNACLE FOODS INC DEL 0.2%
Value ($000) $1,733 Shares 38,792 Est. Cost $35.30 Unrealized
SEATTLE GENETICS INC 0.1%
Value ($000) $1,623 Shares 46,250 Est. Cost $35.09 Unrealized
CONSOL ENERGY INC 0.1%
Value ($000) $1,619 Shares 143,410 Est. Cost $8.17 Unrealized
MA MASTERCARD INC 0.1%
Value ($000) $1,513 Shares 16,014 Est. Cost $69.09 Unrealized +20.7%
SEADRILL LIMITED 0.1%
Value ($000) $1,477 Shares 447,681 Est. Cost $3.30 Unrealized
SLB SCHLUMBERGER LTD 0.1%
Value ($000) $1,291 Shares 17,500 Est. Cost $53.13 Unrealized 0.0%
GLD SPDR GOLD TRUST 0.1%
Value ($000) $1,156 Shares 9,825 Est. Cost $114.35 Unrealized
CONTINENTAL RESOURCES INC 0.1%
Value ($000) $1,041 Shares 34,290 Est. Cost $30.36 Unrealized
SPY SPDR S&P 500 ETF TR 0.1%
Value ($000) $1,036 Shares 5,041 Est. Cost $205.51 Unrealized
UNITED STATES STL CORP NEW 0.1%
Value ($000) $1,012 Shares 63,065 Est. Cost $8.87 Unrealized
NEWFIELD EXPL CO 0.1%
Value ($000) $991 Shares 29,800 Est. Cost $33.26 Unrealized
SHIRE PLC 0.1%
Value ($000) $928 Shares 5,400 Est. Cost $202.16 Unrealized
OXY OCCIDENTAL PETE CORP DEL 0.1%
Value ($000) $735 Shares 10,740 Est. Cost $50.37 Unrealized 0.0%
ENDO INTL PLC 0.1%
Value ($000) $731 Shares 25,976 Est. Cost $66.56 Unrealized
DIAMOND OFFSHORE DRILLING IN 0.1%
Value ($000) $724 Shares 33,308 Est. Cost $20.93 Unrealized
BARCLAYS BK PLC 0.1%
Value ($000) $670 Shares 38,000 Est. Cost $18.93 Unrealized
SPECTRUM BRANDS HLDGS INC 0.0%
Value ($000) $544 Shares 4,980 Est. Cost $97.50 Unrealized
FCF FIRST COMWLTH FINL CORP PA 0.0%
Value ($000) $441 Shares 49,830 Est. Cost $6.24 Unrealized -0.5%
XEROX CORP 0.0%
Value ($000) $432 Shares 38,700 Est. Cost $10.63 Unrealized
UAL UNITED CONTL HLDGS INC 0.0%
Value ($000) $425 Shares 7,100 Est. Cost $57.73 Unrealized -8.0%
DAL DELTA AIR LINES INC DEL 0.0%
Value ($000) $409 Shares 8,400 Est. Cost $41.37 Unrealized 0.0%
INGRAM MICRO INC 0.0%
Value ($000) $399 Shares 11,100 Est. Cost $31.98 Unrealized
EG EVEREST RE GROUP LTD 0.0%
Value ($000) $395 Shares 2,000 Est. Cost $150.05 Unrealized 0.0%
WU WESTERN UN CO 0.0%
Value ($000) $392 Shares 20,300 Est. Cost $19.31 Unrealized
WMT WAL-MART STORES INC 0.0%
Value ($000) $390 Shares 5,700 Est. Cost $18.31 Unrealized 0.0%
G GENPACT LIMITED 0.0%
Value ($000) $389 Shares 14,300 Est. Cost $22.91 Unrealized 0.0%
M MACYS INC 0.0%
Value ($000) $388 Shares 8,800 Est. Cost $41.33 Unrealized 0.0%
IMPM IMPAC MTG HLDGS INC 0.0%
Value ($000) $387 Shares 27,930 Est. Cost $18.77 Unrealized -24.4%
RS RELIANCE STEEL & ALUMINUM CO 0.0%
Value ($000) $387 Shares 5,600 Est. Cost $60.51 Unrealized 0.0%
F FORD MTR CO DEL 0.0%
Value ($000) $385 Shares 28,500 Est. Cost $7.78 Unrealized -4.3%
VLO VALERO ENERGY CORP NEW 0.0%
Value ($000) $385 Shares 6,000 Est. Cost $31.40 Unrealized +36.5%
THE ADT CORPORATION 0.0%
Value ($000) $384 Shares 9,300 Est. Cost $41.29 Unrealized
KINDER MORGAN INC DEL 0.0%
Value ($000) $384 Shares 10,525,445 Est. Cost $3.03 Unrealized
UNM UNUM GROUP 0.0%
Value ($000) $380 Shares 12,300 Est. Cost $29.34 Unrealized 0.0%
DRI DARDEN RESTAURANTS INC 0.0%
Value ($000) $378 Shares 5,700 Est. Cost $47.83 Unrealized 0.0%
CHD CHURCH & DWIGHT INC 0.0%
Value ($000) $378 Shares 4,100 Est. Cost $38.38 Unrealized 0.0%
GENERAL MTRS CO 0.0%
Value ($000) $376 Shares 17,349 Est. Cost $29.10 Unrealized
MICHAEL KORS HLDGS LTD 0.0%
Value ($000) $376 Shares 6,600 Est. Cost $56.97 Unrealized
RF REGIONS FINL CORP NEW 0.0%
Value ($000) $374 Shares 47,600 Est. Cost $5.97 Unrealized -5.5%
VC VISTEON CORP 0.0%
Value ($000) $373 Shares 4,690 Est. Cost $48.93 Unrealized +39.4%
COR AMERISOURCEBERGEN CORP 0.0%
Value ($000) $364 Shares 4,200 Est. Cost $66.24 Unrealized 0.0%
IP INTL PAPER CO 0.0%
Value ($000) $360 Shares 8,775 Est. Cost $27.18 Unrealized -16.1%
JBL JABIL CIRCUIT INC 0.0%
Value ($000) $347 Shares 18,000 Est. Cost $18.69 Unrealized 0.0%
MFA FINL INC 0.0%
Value ($000) $284 Shares 41,435 Est. Cost $8.44 Unrealized
AEO AMERICAN EAGLE OUTFITTERS NE 0.0%
Value ($000) $282 Shares 16,900 Est. Cost $11.46 Unrealized 0.0%
FLEX FLEXTRONICS INTL LTD 0.0%
Value ($000) $279 Shares 23,100 Est. Cost $8.04 Unrealized 0.0%
COMPUTER SCIENCES CORP 0.0%
Value ($000) $279 Shares 8,100 Est. Cost $34.44 Unrealized
BLMN BLOOMIN BRANDS INC 0.0%
Value ($000) $278 Shares 16,500 Est. Cost $13.12 Unrealized 0.0%
CITIGROUP INC 0.0%
Value ($000) $270 Shares 2,700,985 Est. Cost $0.79 Unrealized
BBY BEST BUY INC 0.0%
Value ($000) $256 Shares 7,900 Est. Cost $21.17 Unrealized 0.0%
LIFEPOINT HEALTH INC 0.0%
Value ($000) $249 Shares 3,600 Est. Cost $69.17 Unrealized
CORELOGIC INC 0.0%
Value ($000) $246 Shares 7,100 Est. Cost $33.28 Unrealized
JBLU JETBLUE AIRWAYS CORP 0.0%
Value ($000) $245 Shares 11,600 Est. Cost $24.21 Unrealized -13.1%
CITRIX SYS INC 0.0%
Value ($000) $244 Shares 3,100 Est. Cost $75.68 Unrealized
BROCADE COMMUNICATIONS SYS I 0.0%
Value ($000) $244 Shares 23,100 Est. Cost $9.60 Unrealized
HEARTLAND PMT SYS INC 0.0%
Value ($000) $241 Shares 2,500 Est. Cost $96.40 Unrealized
WELLCARE HEALTH PLANS INC 0.0%
Value ($000) $241 Shares 2,600 Est. Cost $92.69 Unrealized
ZD J2 GLOBAL INC 0.0%
Value ($000) $240 Shares 3,900 Est. Cost $67.94 Unrealized -10.9%
NDAQ NASDAQ INC 0.0%
Value ($000) $239 Shares 3,600 Est. Cost $17.55 Unrealized 0.0%
MOH MOLINA HEALTHCARE INC 0.0%
Value ($000) $239 Shares 3,700 Est. Cost $59.38 Unrealized 0.0%
AVT AVNET INC 0.0%
Value ($000) $239 Shares 5,400 Est. Cost $32.81 Unrealized 0.0%
EAT BRINKER INTL INC 0.0%
Value ($000) $239 Shares 5,200 Est. Cost $41.57 Unrealized 0.0%
CHRW C H ROBINSON WORLDWIDE INC 0.0%
Value ($000) $238 Shares 3,200 Est. Cost $54.33 Unrealized 0.0%
ORI OLD REP INTL CORP 0.0%
Value ($000) $238 Shares 13,000 Est. Cost $8.67 Unrealized 0.0%
ARW ARROW ELECTRS INC 0.0%
Value ($000) $238 Shares 3,700 Est. Cost $55.49 Unrealized 0.0%
WKC WORLD FUEL SVCS CORP 0.0%
Value ($000) $238 Shares 4,900 Est. Cost $42.90 Unrealized 0.0%
CENTURYLINK INC 0.0%
Value ($000) $237 Shares 7,400 Est. Cost $32.03 Unrealized
GENERAL MTRS CO 0.0%
Value ($000) $237 Shares 17,349 Est. Cost $21.08 Unrealized
SINCLAIR BROADCAST GROUP INC 0.0%
Value ($000) $237 Shares 7,700 Est. Cost $30.78 Unrealized
MAN MANPOWERGROUP INC 0.0%
Value ($000) $236 Shares 2,900 Est. Cost $76.65 Unrealized 0.0%
T AT&T INC 0.0%
Value ($000) $235 Shares 6,000 Est. Cost $13.84 Unrealized 0.0%
AGO ASSURED GUARANTY LTD 0.0%
Value ($000) $235 Shares 9,300 Est. Cost $20.75 Unrealized 0.0%
POST POST HLDGS INC 0.0%
Value ($000) $234 Shares 3,400 Est. Cost $42.18 Unrealized 0.0%
HERTZ GLOBAL HOLDINGS INC 0.0%
Value ($000) $234 Shares 22,200 Est. Cost $10.54 Unrealized
HII HUNTINGTON INGALLS INDS INC 0.0%
Value ($000) $233 Shares 1,700 Est. Cost $107.73 Unrealized 0.0%
HSBC HSBC HLDGS PLC 0.0%
Value ($000) $233 Shares 7,500 Est. Cost $31.07 Unrealized
MU MICRON TECHNOLOGY INC 0.0%
Value ($000) $232 Shares 22,200 Est. Cost $25.88 Unrealized -57.9%
LNC LINCOLN NATL CORP IND 0.0%
Value ($000) $231 Shares 5,900 Est. Cost $26.78 Unrealized 0.0%
DISH NETWORK CORP 0.0%
Value ($000) $231 Shares 5,000 Est. Cost $46.20 Unrealized
DELHAIZE GROUP 0.0%
Value ($000) $231 Shares 8,900 Est. Cost $25.96 Unrealized
TDC TERADATA CORP DEL 0.0%
Value ($000) $231 Shares 8,800 Est. Cost $24.75 Unrealized 0.0%
CLX CLOROX CO DEL 0.0%
Value ($000) $227 Shares 1,800 Est. Cost $96.11 Unrealized 0.0%
NUANCE COMMUNICATIONS INC 0.0%
Value ($000) $226 Shares 12,100 Est. Cost $18.68 Unrealized
NTTYY NIPPON TELEG & TEL CORP 0.0%
Value ($000) $225 Shares 5,200 Est. Cost $43.27 Unrealized
SNX SYNNEX CORP 0.0%
Value ($000) $222 Shares 2,400 Est. Cost $39.88 Unrealized 0.0%
WYNDHAM WORLDWIDE CORP 0.0%
Value ($000) $213 Shares 2,785 Est. Cost $72.53 Unrealized
UTHR UNITED THERAPEUTICS CORP DEL 0.0%
Value ($000) $201 Shares 1,800 Est. Cost $126.54 Unrealized 0.0%
KEY KEYCORP NEW 0.0%
Value ($000) $149 Shares 13,500 Est. Cost $7.44 Unrealized 0.0%