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Jefferies Group

Jefferies Group Portfolio holdings

AUM $12B Turnover 50.93%
1-Year Est. Return 6.2%
This Fund
S&P 500
This Quarter Est. Return
+2.02%
1 Year Est. Return
-6.2%
3 Year Est. Return
+88.85%
5 Year Est. Return
+123.14%
10 Year Est. Return
–
AUM
$17.6B
AUM Growth
+$154M
Cap. Flow
-$809M
Cap. Flow %
-4.6%
Top 10 Hldgs %
30.82%
Holding
2,862
New
637
Increased
653
Reduced
657
Closed
623
Avg Time Held Equity + Options
0.7 years
Top 10 Avg Time Held Equity + Options
1 year
Top 20 Avg Time Held Equity + Options
0.7 years
Avg Time Held Equity only
0.8 years
Top 10 Avg Time Held Equity only
0.4 years
Top 20 Avg Time Held Equity only
0.3 years

Sector Composition

Rank Sector Weight
1 Miscellaneous 86.25%
2 Communication Services 2.31%
3 Financials 1.97%
4 Healthcare 1.94%
5 Energy 1.86%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake
Capital Flow Held Since
SPY icon
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$810B
$1.47B 8.38%
7,228,600
-6,630,700
-48% -$1.36B
2013 Q2
10 quarters
SPY icon
2
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$810B
$952M 5.41%
4,670,300
-1,702,100
-27% -$350M
2013 Q2
10 quarters
IWM icon
3
PUT
iShares Russell 2000 ETF
IWM
$79.1B
$937M 5.32%
8,315,800
+4,553,700
+121% +$525M
2013 Q2
10 quarters
AGN
4
PUT
DELISTED
Allergan plc
AGN
$546M 3.1%
1,747,000
+1,611,700
+1,191% +$480M
2014 Q2
6 quarters
HYG icon
5
CALL
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$17B
$407M 2.31%
5,045,400
+3,648,200
+261% +$303M
2015 Q1
3 quarters
AGN
6
CALL
DELISTED
Allergan plc
AGN
$366M 2.08%
1,172,000
+978,600
+506% +$291M
2014 Q2
6 quarters
HYG icon
7
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$17B
$199M 1.13%
2,475,700
+1,255,200
+103% +$104M
2014 Q3
5 quarters
KCG
8
DELISTED
KCG Holdings, Inc.
KCG
$196M 1.11%
15,935,031
– –
2013 Q3
9 quarters
XLF icon
9
PUT
State Street Financial Select Sector SPDR ETF
XLF
$51.9B
$185M 1.05%
8,852,645
+3,419,716
+63% +$72M
2014 Q3
5 quarters
AAL icon
10
PUT
American Airlines Group
AAL
$8.02B
$162M 0.92%
3,816,700
+1,691,500
+80% +$73.3M
2015 Q1
3 quarters
AMZN icon
11
PUT
Amazon
AMZN
$2.68T
$146M 0.83%
4,318,000
+246,000
+6% +$7.75M
2014 Q3
5 quarters
XLF icon
12
CALL
State Street Financial Select Sector SPDR ETF
XLF
$51.9B
$143M 0.81%
6,853,444
+667,881
+11% +$14.1M
2014 Q3
5 quarters
QQQ icon
13
CALL
Invesco QQQ Trust
QQQ
$475B
$135M 0.77%
1,208,700
-12,000
-1% -$1.34M
2014 Q1
7 quarters
XOM icon
14
PUT
ExxonMobil
XOM
$753B
$133M 0.76%
1,706,600
+1,221,600
+252% +$97.7M
2015 Q2
2 quarters
XLF icon
15
State Street Financial Select Sector SPDR ETF
XLF
$51.9B
$132M 0.75%
6,331,752
+5,889,068
+1,330% +$124M
2015 Q1
3 quarters
IYR icon
16
PUT
iShares US Real Estate ETF
IYR
$4.13B
$132M 0.75%
1,759,800
+947,100
+117% +$70.7M
2014 Q3
5 quarters
KMI icon
17
CALL
Kinder Morgan
KMI
$76.7B
$129M 0.74%
8,677,700
+1,014,200
+13% +$24.2M
2013 Q4
8 quarters
ICE icon
18
CALL
Intercontinental Exchange
ICE
$91.4B
$127M 0.72%
2,480,500
-2,500
-0.1% -$126K
2014 Q3
5 quarters
IWM icon
19
CALL
iShares Russell 2000 ETF
IWM
$79.1B
$121M 0.69%
1,073,700
-1,105,100
-51% -$127M
2013 Q2
10 quarters
XLE icon
20
CALL
State Street Energy Select Sector SPDR ETF
XLE
$45.4B
$113M 0.64%
3,752,800
+3,632,400
+3,017% +$120M
2014 Q4
4 quarters
AAL icon
21
CALL
American Airlines Group
AAL
$8.02B
$112M 0.63%
2,635,500
-1,208,900
-31% -$52.4M
2013 Q4
8 quarters
LGF
22
DELISTED
Lions Gate Entertainment
LGF
$110M 0.63%
3,410,000
-1,590,000
-32% -$58.5M
2014 Q1
7 quarters
PFE icon
23
PUT
Pfizer
PFE
$171B
$109M 0.62%
3,565,787
+2,009,872
+129% +$63.2M
2014 Q1
7 quarters
VTRS icon
24
CALL
Viatris
VTRS
$20.7B
$108M 0.61%
1,997,800
-690,800
-26% -$33.2M
2014 Q2
6 quarters
SPLS icon
25
CALL
DELISTED
Staples Inc
SPLS
$103M 0.59%
10,896,100
+4,143,300
+61% +$48.6M
2013 Q2
10 quarters

Similar funds

Jefferies Group's Q4 2015 Portfolio in Review

As of Q4 2015, Jefferies Group held 2,862 positions worth $17.6B, up 0.88% from $17.4B the previous quarter. Its ten largest holdings account for 31% of the portfolio.

Jefferies Group withdrew a net $809M in Q4 2015, closing 623 positions and reducing 657 holdings. Its most notable exit was iShares iBoxx $ High Yield Corporate Bond ETF, an estimated $39.2M position sold in full.

By sector, the portfolio is most concentrated in Miscellaneous at 86% of assets, up from 84% a quarter earlier, followed by Communication Services and Financials.

Against the trend, Jefferies Group opened a new position in Perrigo worth $20.1M.

  • Jefferies Group's largest Q4 2015 buy was Perrigo: 139,041 shares worth $20.1M.
  • Jefferies Group added most to State Street Financial Select Sector SPDR ETF in Q4 2015, an estimated $124M increase.
  • Jefferies Group's biggest Q4 2015 reduction was MALLINCKRODT PUBLIC LIMITED COMPANY, cutting an estimated $98.1M.
  • Jefferies Group fully exited iShares iBoxx $ High Yield Corporate Bond ETF in Q4 2015, selling an estimated $39.2M.
  • Jefferies Group's ten largest holdings make up 31% of its $17.6B portfolio in Q4 2015.
  • Jefferies Group opened 637 new positions and closed 623 in Q4 2015.
  • Jefferies Group's portfolio value rose 0.88% quarter-over-quarter to $17.6B.

Based on Jefferies Group's 13F filing for Q4 2015, filed 12 Feb 2016.