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Trexquant Investment Portfolio holdings
AUM
$17B
1-Year Est. Return
39.66%
This Fund
S&P 500
This Quarter
Est. Return
-0.4%
1 Year Est. Return
+39.66%
3 Year Est. Return
+112.15%
5 Year Est. Return
+98.93%
10 Year Est. Return
+403.68%
AUM
$1.14B
AUM Growth
-$26.5M
(-2.3%)
Cap. Flow
+$24.1M
Cap. Flow
% of AUM
2.13%
Top 10 Holdings %
Top 10 Hldgs %
4.95%
Holding
1,492
New
496
Increased
226
Reduced
250
Closed
520
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Williams Companies
WMB
|
+$7.65M |
| 2 |
XEC
CIMAREX ENERGY CO
XEC
|
+$7.15M |
| 3 |
CLR
CONTINENTAL RESOURCES INC.
CLR
|
+$6.29M |
| 4 |
TYC
TYCO INTL PLC COM SHS (IRL)
TYC
|
+$6.28M |
| 5 |
Williams-Sonoma
WSM
|
+$5.97M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
HDS
HD Supply Holdings, Inc.
HDS
|
+$5.39M |
| 2 |
Delta Air Lines
DAL
|
+$5.27M |
| 3 |
Franklin Templeton
BEN
|
+$5.25M |
| 4 |
Pentair
PNR
|
+$5.2M |
| 5 |
Element Solutions
ESI
|
+$4.99M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 16.28% |
| 2 | Technology | 15.77% |
| 3 | Healthcare | 13.83% |
| 4 | Industrials | 12.6% |
| 5 | Financials | 11.63% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1076
Dolby
DLB
$5.84B
| – | – |
-14,800
| Closed | -$482K |
|
1077
Domino's
DPZ
$11.1B
| – | – |
-2,500
| Closed | -$269K |
|
1078
Darden Restaurants
DRI
$24.2B
| – | – |
-59,962
| Closed | -$3.67M |
|
1079
Duke Energy
DUK
$94.5B
| – | – |
-3,600
| Closed | -$258K |
|
1080
Ennis
EBF
$538M
| – | – |
-25,128
| Closed | -$436K |
|
1081
Equifax
EFX
$20.2B
| – | – |
-19,495
| Closed | -$1.89M |
|
1082
Everest Group
EG
$14.2B
| – | – |
-5,600
| Closed | -$970K |
|
1083
8x8 Inc
EGHT
$266M
| – | – |
-40,000
| Closed | -$330K |
|
1084
eHealth
EHTH
$31.3M
| – | – |
-41,635
| Closed | -$533K |
|
1085
Employers Holdings
EIG
$883M
| – | – |
-25,000
| Closed | -$557K |
|
1086
Eastman Chemical
EMN
$8.05B
| – | – |
-22,400
| Closed | -$1.45M |
|
1087
The Ensign Group
ENSG
$9.94B
| – | – |
-10,699
| Closed | -$213K |
|
1088
EQT Corp
EQT
$34.5B
| – | – |
-87,074
| Closed | -$3.07M |
|
1089
Erie Indemnity
ERIE
$12.7B
| – | – |
-6,600
| Closed | -$547K |
|
|
EMBJ
1090
Embraer S.A. ADS
EMBJ
$13.2B
| – | – |
-8,700
| Closed | -$222K |
|
|
1091
Element Solutions
ESI
$8.82B
| – | – |
-394,200
| Closed | -$4.99M |
|
1092
Entergy
ETR
$51.9B
| – | – |
-57,600
| Closed | -$1.87M |
|
1093
Evercore
EVR
$11.4B
| – | – |
-10,212
| Closed | -$513K |
|
|
EVRI
1094
DELISTED
Everi Holdings
EVRI
| – | – |
-120,800
| Closed | -$619K |
|
1095
Evertec
EVTC
$1.73B
| – | – |
-48,759
| Closed | -$881K |
|
1096
East-West Bancorp
EWBC
$17.7B
| – | – |
-55,000
| Closed | -$2.11M |
|
1097
Fastenal
FAST
$56.7B
| – | – |
-52,000
| Closed | -$475K |
|
1098
Forum Energy Technologies
FET
$916M
| – | – |
-5,000
| Closed | -$1.22M |
|
1099
First Interstate BancSystem
FIBK
$3.55B
| – | – |
-11,100
| Closed | -$309K |
|
1100
Fair Isaac
FICO
$20.2B
| – | – |
-11,200
| Closed | -$946K |
|
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Trexquant Investment's Q4 2015 Portfolio in Review
As of Q4 2015, Trexquant Investment held 1,492 positions worth $1.14B, down 2.3% from $1.16B the previous quarter. Its ten largest holdings account for 5% of the portfolio.
Trexquant Investment's Q4 2015 filing shows 496 new, 226 increased, 250 reduced and 520 closed positions. Its largest new stake was Williams Companies: 218,824 shares worth $5.62M. The largest sale was HD Supply Holdings, Inc., an estimated $5.39M.
By sector, the portfolio is most concentrated in Consumer Discretionary at 16% of assets, up from 14% a quarter earlier, followed by Technology and Healthcare.
- Trexquant Investment's largest Q4 2015 buy was Williams Companies: 218,824 shares worth $5.62M.
- Trexquant Investment added most to TYCO INTL PLC COM SHS (IRL) in Q4 2015, an estimated $6.28M increase.
- Trexquant Investment's biggest Q4 2015 reduction was Kroger, cutting an estimated $4.85M.
- Trexquant Investment fully exited HD Supply Holdings, Inc. in Q4 2015, selling an estimated $5.39M.
- Trexquant Investment's ten largest holdings make up 5% of its $1.14B portfolio in Q4 2015.
- Trexquant Investment opened 496 new positions and closed 520 in Q4 2015.
- Trexquant Investment's portfolio value fell 2.3% quarter-over-quarter to $1.14B.
Based on Trexquant Investment's 13F filing for Q4 2015, filed 10 Feb 2016.