Zweig-DiMenna Associates LLC Quant / Systematic

CIK: 0001533950 · Show all filings

Period: Q2 2016 (← Previous) (Next →)

Filing Date: Aug 8, 2016

Total Value ($000): $978,958 (100.0% shares, 0.0% debt)

Holdings (144)

AMZN AMAZON COM INC 5.3%
Value ($000) $51,963 Shares 72,612 Est. Cost $30.16 Unrealized +12.1%
LINKEDIN CORP 5.3%
Value ($000) $51,917 Shares 274,328 Est. Cost $189.25 Unrealized
STZ CONSTELLATION BRANDS INC 4.1%
Value ($000) $39,901 Shares 241,242 Est. Cost $91.57 Unrealized +48.0%
META FACEBOOK INC 3.7%
Value ($000) $36,026 Shares 315,240 Est. Cost $45.50 Unrealized +151.5%
CMCSA COMCAST CORP NEW 3.1%
Value ($000) $30,338 Shares 465,382 Est. Cost $19.84 Unrealized +24.6%
HAL HALLIBURTON CO 2.9%
Value ($000) $28,799 Shares 635,883 Est. Cost $34.14 Unrealized 0.0%
V VISA INC 2.7%
Value ($000) $26,203 Shares 353,288 Est. Cost $61.37 Unrealized +19.3%
PRICELINE GRP INC 2.4%
Value ($000) $23,957 Shares 19,190 Est. Cost $1022.98 Unrealized
NEWFIELD EXPL CO 2.3%
Value ($000) $22,271 Shares 504,089 Est. Cost $43.53 Unrealized
BMY BRISTOL MYERS SQUIBB CO 2.3%
Value ($000) $22,039 Shares 299,642 Est. Cost $44.53 Unrealized +13.4%
ALLERGAN PLC 2.2%
Value ($000) $21,789 Shares 94,287 Est. Cost $284.07 Unrealized
AMAT APPLIED MATLS INC 2.2%
Value ($000) $21,647 Shares 903,072 Est. Cost $16.10 Unrealized +22.9%
BROADCOM LTD 2.2%
Value ($000) $21,419 Shares 137,829 Est. Cost $155.40 Unrealized
MA MASTERCARD INC 2.1%
Value ($000) $20,755 Shares 235,695 Est. Cost $88.82 Unrealized +1.6%
CB CHUBB LIMITED 2.0%
Value ($000) $19,327 Shares 147,864 Est. Cost $102.02 Unrealized +1.5%
GOOG ALPHABET INC 1.9%
Value ($000) $18,898 Shares 27,305 Est. Cost $35.59 Unrealized +0.2%
GOOGL ALPHABET INC 1.9%
Value ($000) $18,810 Shares 26,736 Est. Cost $36.67 Unrealized -0.7%
KHC KRAFT HEINZ CO 1.9%
Value ($000) $18,392 Shares 207,865 Est. Cost $47.64 Unrealized +12.5%
SYF SYNCHRONY FINL 1.9%
Value ($000) $18,175 Shares 718,950 Est. Cost $24.18 Unrealized -3.9%
RYAAY RYANAIR HLDGS PLC 1.8%
Value ($000) $17,405 Shares 250,292 Est. Cost $69.54 Unrealized
MDLZ MONDELEZ INTL INC 1.7%
Value ($000) $16,706 Shares 367,080 Est. Cost $34.50 Unrealized +1.0%
DE DEERE & CO 1.7%
Value ($000) $16,416 Shares 202,570 Est. Cost $66.08 Unrealized +5.9%
NEM NEWMONT MINING CORP 1.6%
Value ($000) $15,869 Shares 405,656 Est. Cost $18.17 Unrealized +43.2%
SONY SONY CORP 1.6%
Value ($000) $15,748 Shares 536,542 Est. Cost $25.94 Unrealized
CHTR CHARTER COMMUNICATIONS INC N 1.6%
Value ($000) $15,734 Shares 68,814 Est. Cost $214.89 Unrealized 0.0%
EA ELECTRONIC ARTS INC 1.6%
Value ($000) $15,582 Shares 205,671 Est. Cost $66.66 Unrealized +2.7%
BARRICK GOLD CORP 1.6%
Value ($000) $15,270 Shares 715,203 Est. Cost $13.58 Unrealized
CAT CATERPILLAR INC DEL 1.5%
Value ($000) $14,854 Shares 195,940 Est. Cost $54.60 Unrealized +9.6%
BERRY PLASTICS GROUP INC 1.5%
Value ($000) $14,335 Shares 368,976 Est. Cost $28.85 Unrealized
B/E AEROSPACE INC 1.4%
Value ($000) $14,083 Shares 305,000 Est. Cost $46.17 Unrealized
PIONEER NAT RES CO 1.4%
Value ($000) $14,047 Shares 92,896 Est. Cost $151.21 Unrealized
PGR PROGRESSIVE CORP OHIO 1.4%
Value ($000) $13,735 Shares 410,000 Est. Cost $25.09 Unrealized 0.0%
SBA COMMUNICATIONS CORP 1.3%
Value ($000) $12,683 Shares 117,500 Est. Cost $107.94 Unrealized
WALGREENS BOOTS ALLIANCE INC 1.3%
Value ($000) $12,481 Shares 149,880 Est. Cost $83.18 Unrealized
BFH ALLIANCE DATA SYSTEMS CORP 1.2%
Value ($000) $11,575 Shares 59,080 Est. Cost $148.22 Unrealized -3.1%
AL AIR LEASE CORP 1.1%
Value ($000) $11,147 Shares 416,238 Est. Cost $26.77 Unrealized -4.5%
SEE SEALED AIR CORP NEW 1.0%
Value ($000) $10,235 Shares 222,645 Est. Cost $28.29 Unrealized +43.1%
TAP MOLSON COORS BREWING CO 1.0%
Value ($000) $10,052 Shares 99,400 Est. Cost $64.96 Unrealized +19.0%
OCH ZIFF CAP MGMT GROUP 1.0%
Value ($000) $9,891 Shares 2,602,905 Est. Cost $10.26 Unrealized
RIG TRANSOCEAN LTD 0.9%
Value ($000) $9,195 Shares 773,327 Est. Cost $10.56 Unrealized -3.2%
CRM SALESFORCE COM INC 0.9%
Value ($000) $8,966 Shares 112,906 Est. Cost $68.04 Unrealized +14.0%
PBR PETROLEO BRASILEIRO SA PETRO 0.9%
Value ($000) $8,497 Shares 1,186,800 Est. Cost $4.80 Unrealized
XOM EXXON MOBIL CORP 0.8%
Value ($000) $8,279 Shares 88,315 Est. Cost $50.41 Unrealized +14.8%
CMA COMERICA INC 0.8%
Value ($000) $8,226 Shares 200,000 Est. Cost $29.09 Unrealized 0.0%
MCD MCDONALDS CORP 0.8%
Value ($000) $7,741 Shares 64,325 Est. Cost $81.14 Unrealized +22.2%
PTC PTC INC 0.8%
Value ($000) $7,516 Shares 200,000 Est. Cost $35.83 Unrealized 0.0%
SWKS SKYWORKS SOLUTIONS INC 0.6%
Value ($000) $6,328 Shares 100,000 Est. Cost $55.21 Unrealized +0.6%
GWW GRAINGER W W INC 0.6%
Value ($000) $6,088 Shares 26,789 Est. Cost $177.28 Unrealized +10.7%
ZION ZIONS BANCORPORATION 0.5%
Value ($000) $5,157 Shares 205,200 Est. Cost $26.53 Unrealized 0.0%
LEVEL 3 COMMUNICATIONS INC 0.5%
Value ($000) $5,149 Shares 100,000 Est. Cost $43.69 Unrealized
VALE VALE S A 0.5%
Value ($000) $5,108 Shares 1,009,410 Est. Cost $3.44 Unrealized
PH PARKER HANNIFIN CORP 0.5%
Value ($000) $5,060 Shares 46,827 Est. Cost $85.95 Unrealized +12.2%
MLM MARTIN MARIETTA MATLS INC 0.5%
Value ($000) $5,038 Shares 26,240 Est. Cost $129.04 Unrealized +28.9%
LIBERTY GLOBAL PLC 0.5%
Value ($000) $4,875 Shares 170,144 Est. Cost $44.59 Unrealized
MU MICRON TECHNOLOGY INC 0.5%
Value ($000) $4,816 Shares 350,000 Est. Cost $12.03 Unrealized -7.8%
LBTYAUSD LIBERTY GLOBAL PLC 0.5%
Value ($000) $4,805 Shares 165,341 Est. Cost $44.14 Unrealized
ACTIVISION BLIZZARD INC 0.5%
Value ($000) $4,560 Shares 115,060 Est. Cost $36.12 Unrealized
CHESAPEAKE ENERGY CORP 0.5%
Value ($000) $4,551 Shares 1,063,430 Est. Cost $4.48 Unrealized
LAM RESEARCH CORP 0.4%
Value ($000) $4,371 Shares 52,000 Est. Cost $82.61 Unrealized
SOUTHWESTERN ENERGY CO 0.4%
Value ($000) $4,298 Shares 341,686 Est. Cost $14.42 Unrealized
CCEP COCA COLA EUROPEAN PARTNERS 0.4%
Value ($000) $4,104 Shares 115,000 Est. Cost $28.83 Unrealized 0.0%
MARVELL TECHNOLOGY GROUP LTD 0.4%
Value ($000) $4,050 Shares 425,000 Est. Cost $9.53 Unrealized
MGM MGM RESORTS INTERNATIONAL 0.4%
Value ($000) $3,510 Shares 155,100 Est. Cost $20.84 Unrealized +3.0%
QSR RESTAURANT BRANDS INTL INC 0.3%
Value ($000) $3,097 Shares 74,453 Est. Cost $38.08 Unrealized +8.6%
DLTR DOLLAR TREE INC 0.3%
Value ($000) $2,801 Shares 29,720 Est. Cost $58.29 Unrealized +45.1%
NEOPHOTONICS CORP 0.3%
Value ($000) $2,525 Shares 265,000 Est. Cost $9.53 Unrealized
PINNACLE FOODS INC DEL 0.3%
Value ($000) $2,487 Shares 53,729 Est. Cost $38.35 Unrealized
CONSOL ENERGY INC 0.2%
Value ($000) $2,307 Shares 143,410 Est. Cost $8.17 Unrealized
CMI CUMMINS INC 0.2%
Value ($000) $2,276 Shares 20,242 Est. Cost $75.35 Unrealized +16.4%
SEADRILL LIMITED 0.2%
Value ($000) $2,138 Shares 659,980 Est. Cost $3.28 Unrealized
SEATTLE GENETICS INC 0.2%
Value ($000) $1,869 Shares 46,250 Est. Cost $35.09 Unrealized
CONTINENTAL RESOURCES INC 0.2%
Value ($000) $1,552 Shares 34,290 Est. Cost $30.36 Unrealized
MTG MGIC INVT CORP WIS 0.2%
Value ($000) $1,488 Shares 250,000 Est. Cost $6.81 Unrealized 0.0%
GLD SPDR GOLD TRUST 0.1%
Value ($000) $1,243 Shares 9,825 Est. Cost $114.35 Unrealized
LPL LG DISPLAY CO LTD 0.1%
Value ($000) $1,159 Shares 100,000 Est. Cost $11.59 Unrealized
NORTHSTAR ASSET MGMT GROUP I 0.1%
Value ($000) $1,021 Shares 100,000 Est. Cost $10.21 Unrealized
DIAMOND OFFSHORE DRILLING IN 0.1%
Value ($000) $1,010 Shares 41,508 Est. Cost $21.61 Unrealized
LIBERTY GLOBAL PLC 0.1%
Value ($000) $936 Shares 28,821 Est. Cost $32.48 Unrealized
REYNOLDS AMERICAN INC 0.1%
Value ($000) $915 Shares 16,961 Est. Cost $53.95 Unrealized
LIBERTY GLOBAL PLC 0.1%
Value ($000) $909 Shares 28,184 Est. Cost $32.25 Unrealized
BARCLAYS BK PLC 0.1%
Value ($000) $751 Shares 54,400 Est. Cost $17.39 Unrealized
LOW LOWES COS INC 0.1%
Value ($000) $744 Shares 9,400 Est. Cost $64.80 Unrealized 0.0%
UNITED STATES STL CORP NEW 0.1%
Value ($000) $702 Shares 41,665 Est. Cost $8.87 Unrealized
COST COSTCO WHSL CORP NEW 0.1%
Value ($000) $555 Shares 3,534 Est. Cost $128.49 Unrealized -0.4%
JPM JPMORGAN CHASE & CO 0.0%
Value ($000) $472 Shares 7,600 Est. Cost $48.33 Unrealized 0.0%
IMPM IMPAC MTG HLDGS INC 0.0%
Value ($000) $438 Shares 27,930 Est. Cost $18.77 Unrealized -23.3%
RS RELIANCE STEEL & ALUMINUM CO 0.0%
Value ($000) $431 Shares 5,600 Est. Cost $60.51 Unrealized +21.3%
ENDO INTL PLC 0.0%
Value ($000) $405 Shares 25,976 Est. Cost $66.56 Unrealized
AAP ADVANCE AUTO PARTS INC 0.0%
Value ($000) $404 Shares 2,500 Est. Cost $135.22 Unrealized 0.0%
CAG CONAGRA FOODS INC 0.0%
Value ($000) $392 Shares 8,200 Est. Cost $25.34 Unrealized 0.0%
CBS CORP NEW 0.0%
Value ($000) $381 Shares 7,000 Est. Cost $54.43 Unrealized
HBAN HUNTINGTON BANCSHARES INC 0.0%
Value ($000) $368 Shares 41,200 Est. Cost $6.58 Unrealized 0.0%
MET METLIFE INC 0.0%
Value ($000) $362 Shares 9,100 Est. Cost $28.15 Unrealized 0.0%
F FORD MTR CO DEL 0.0%
Value ($000) $357 Shares 28,400 Est. Cost $7.78 Unrealized +1.9%
PRU PRUDENTIAL FINL INC 0.0%
Value ($000) $357 Shares 5,000 Est. Cost $48.97 Unrealized 0.0%
RF REGIONS FINL CORP NEW 0.0%
Value ($000) $355 Shares 41,700 Est. Cost $5.97 Unrealized +7.1%
UNM UNUM GROUP 0.0%
Value ($000) $353 Shares 11,100 Est. Cost $29.34 Unrealized +15.3%
LNC LINCOLN NATL CORP IND 0.0%
Value ($000) $353 Shares 9,100 Est. Cost $27.66 Unrealized +5.9%
NAVI NAVIENT CORP 0.0%
Value ($000) $353 Shares 29,500 Est. Cost $12.72 Unrealized 0.0%
MAN MANPOWERGROUP INC 0.0%
Value ($000) $335 Shares 5,200 Est. Cost $77.03 Unrealized +0.6%
GENERAL MTRS CO 0.0%
Value ($000) $320 Shares 17,349 Est. Cost $29.10 Unrealized
VC VISTEON CORP 0.0%
Value ($000) $309 Shares 4,690 Est. Cost $48.93 Unrealized +51.9%
VLO VALERO ENERGY CORP NEW 0.0%
Value ($000) $306 Shares 6,000 Est. Cost $31.40 Unrealized +22.5%
POST POST HLDGS INC 0.0%
Value ($000) $273 Shares 3,300 Est. Cost $42.18 Unrealized +14.7%
HII HUNTINGTON INGALLS INDS INC 0.0%
Value ($000) $252 Shares 1,500 Est. Cost $107.73 Unrealized +17.2%
INGRAM MICRO INC 0.0%
Value ($000) $247 Shares 7,100 Est. Cost $31.98 Unrealized
NTTYY NIPPON TELEG & TEL CORP 0.0%
Value ($000) $245 Shares 5,200 Est. Cost $43.27 Unrealized
TIIAY TELECOM ITALIA S P A NEW 0.0%
Value ($000) $241 Shares 29,500 Est. Cost $8.17 Unrealized
DONNELLEY R R & SONS CO 0.0%
Value ($000) $235 Shares 13,900 Est. Cost $16.91 Unrealized
CIT GROUP INC 0.0%
Value ($000) $233 Shares 7,300 Est. Cost $31.92 Unrealized
PPC PILGRIMS PRIDE CORP NEW 0.0%
Value ($000) $232 Shares 9,100 Est. Cost $25.13 Unrealized 0.0%
ASPEN INSURANCE HOLDINGS LTD 0.0%
Value ($000) $232 Shares 5,000 Est. Cost $46.40 Unrealized
AGO ASSURED GUARANTY LTD 0.0%
Value ($000) $231 Shares 9,100 Est. Cost $20.75 Unrealized +5.3%
MS MORGAN STANLEY 0.0%
Value ($000) $231 Shares 8,900 Est. Cost $19.90 Unrealized 0.0%
SINCLAIR BROADCAST GROUP INC 0.0%
Value ($000) $230 Shares 7,700 Est. Cost $30.78 Unrealized
WESTERN REFNG INC 0.0%
Value ($000) $229 Shares 11,100 Est. Cost $20.63 Unrealized
COF CAPITAL ONE FINL CORP 0.0%
Value ($000) $229 Shares 3,600 Est. Cost $58.66 Unrealized 0.0%
FIRSTMERIT CORP 0.0%
Value ($000) $227 Shares 11,200 Est. Cost $20.27 Unrealized
ALK ALASKA AIR GROUP INC 0.0%
Value ($000) $227 Shares 3,900 Est. Cost $64.23 Unrealized 0.0%
C CITIGROUP INC 0.0%
Value ($000) $225 Shares 5,300 Est. Cost $33.10 Unrealized 0.0%
GILD GILEAD SCIENCES INC 0.0%
Value ($000) $225 Shares 2,700 Est. Cost $62.76 Unrealized 0.0%
COMPUTER SCIENCES CORP 0.0%
Value ($000) $223 Shares 4,500 Est. Cost $34.44 Unrealized
FLEX FLEXTRONICS INTL LTD 0.0%
Value ($000) $223 Shares 18,900 Est. Cost $8.04 Unrealized +15.9%
BPOP POPULAR INC 0.0%
Value ($000) $223 Shares 7,600 Est. Cost $22.59 Unrealized 0.0%
ARW ARROW ELECTRS INC 0.0%
Value ($000) $223 Shares 3,600 Est. Cost $55.49 Unrealized +14.4%
VYX NCR CORP NEW 0.0%
Value ($000) $222 Shares 8,000 Est. Cost $18.10 Unrealized 0.0%
LAD LITHIA MTRS INC 0.0%
Value ($000) $220 Shares 3,100 Est. Cost $80.15 Unrealized 0.0%
TM TOYOTA MOTOR CORP 0.0%
Value ($000) $220 Shares 2,200 Est. Cost $100.00 Unrealized
TEX TEREX CORP NEW 0.0%
Value ($000) $219 Shares 10,800 Est. Cost $22.87 Unrealized 0.0%
STT STATE STR CORP 0.0%
Value ($000) $216 Shares 4,000 Est. Cost $45.13 Unrealized 0.0%
RACKSPACE HOSTING INC 0.0%
Value ($000) $215 Shares 10,300 Est. Cost $20.87 Unrealized
HMC HONDA MOTOR LTD 0.0%
Value ($000) $215 Shares 8,500 Est. Cost $25.29 Unrealized
VOYA VOYA FINL INC 0.0%
Value ($000) $208 Shares 8,400 Est. Cost $27.42 Unrealized 0.0%
TKR TIMKEN CO 0.0%
Value ($000) $208 Shares 6,800 Est. Cost $33.55 Unrealized 0.0%
GME GAMESTOP CORP NEW 0.0%
Value ($000) $202 Shares 7,600 Est. Cost $5.73 Unrealized 0.0%
GENERAL MTRS CO 0.0%
Value ($000) $182 Shares 17,349 Est. Cost $21.08 Unrealized
KINDER MORGAN INC DEL 0.0%
Value ($000) $172 Shares 10,525,445 Est. Cost $3.03 Unrealized
CITIGROUP INC 0.0%
Value ($000) $159 Shares 2,700,985 Est. Cost $0.79 Unrealized
SANTANDER CONSUMER USA HDG I 0.0%
Value ($000) $151 Shares 14,600 Est. Cost $10.34 Unrealized
HPQ HP INC 0.0%
Value ($000) $148 Shares 11,800 Est. Cost $9.06 Unrealized 0.0%
STAPLES INC 0.0%
Value ($000) $147 Shares 17,000 Est. Cost $8.65 Unrealized
MFC MANULIFE FINL CORP 0.0%
Value ($000) $144 Shares 10,500 Est. Cost $14.24 Unrealized 0.0%
NWSA NEWS CORP NEW 0.0%
Value ($000) $142 Shares 12,500 Est. Cost $10.76 Unrealized 0.0%
XEROX CORP 0.0%
Value ($000) $134 Shares 14,100 Est. Cost $10.63 Unrealized