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Trexquant Investment Portfolio holdings
AUM
$13.9B
1-Year Est. Return
31.98%
This Fund
S&P 500
This Quarter
Est. Return
-0.4%
1 Year Est. Return
+31.98%
3 Year Est. Return
+90.18%
5 Year Est. Return
+73.02%
10 Year Est. Return
+326.84%
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 Resources
BEN
|
+$5.25M |
| 4 |
Pentair
PNR
|
+$5.2M |
| 5 |
Element Solutions
ESI
|
+$4.99M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 15.13% |
| 2 | Technology | 14.55% |
| 3 | Industrials | 12.61% |
| 4 | Healthcare | 12.59% |
| 5 | Financials | 11.22% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
226
Autodesk
ADSK
$44.3B
| $1.6M | 0.14% |
+26,316
| New | +$1.53M |
|
227
Ovintiv
OVV
$17.5B
| $1.6M | 0.14% |
+62,951
| New | +$2.3M |
|
|
SHPG
228
DELISTED
Shire pic
SHPG
| $1.6M | 0.14% |
7,800
-400
| -5% | -$83.1K |
|
229
HSBC
HSBC
$355B
| $1.59M | 0.14% |
45,328
+16,483
| +57% | +$582K |
|
230
Expedia Group
EXPE
$31.2B
| $1.59M | 0.14% |
12,800
-16,300
| -56% | -$2.06M |
|
231
CNX Resources
CNX
$4.85B
| $1.59M | 0.14% |
+241,560
| New | +$1.71M |
|
|
PPLI
232
People Inc
PPLI
$3.1B
| $1.58M | 0.14% |
147,159
-11,751
| -7% | -$136K |
|
|
JWN
233
DELISTED
Nordstrom
JWN
| $1.54M | 0.14% |
+31,000
| New | +$1.88M |
|
234
D.R. Horton
DHI
$41B
| $1.54M | 0.14% |
+48,185
| New | +$1.5M |
|
235
Commercial Metals
CMC
$7.63B
| $1.54M | 0.14% |
+112,610
| New | +$1.67M |
|
236
Marathon Petroleum
MPC
$90.3B
| $1.54M | 0.14% |
29,733
-73,167
| -71% | -$3.83M |
|
237
WisdomTree
WT
$2.97B
| $1.54M | 0.14% |
+98,000
| New | +$1.8M |
|
238
Qorvo
QRVO
$7.63B
| $1.53M | 0.13% |
30,100
-22,300
| -43% | -$1.14M |
|
239
Regions Financial
RF
$26.3B
| $1.53M | 0.13% |
+159,520
| New | +$1.53M |
|
240
Constellation Brands
STZ
$22.2B
| $1.52M | 0.13% |
10,700
+900
| +9% | +$124K |
|
241
DexCom
DXCM
$27.6B
| $1.51M | 0.13% |
+74,000
| New | +$1.54M |
|
242
Bank of Montreal
BMO
$125B
| $1.51M | 0.13% |
26,818
+13,318
| +99% | +$766K |
|
243
Dycom Industries
DY
$12.9B
| $1.51M | 0.13% |
+21,595
| New | +$1.72M |
|
244
Ziff Davis
ZD
$1.9B
| $1.51M | 0.13% |
+21,045
| New | +$1.43M |
|
|
NUAN
245
DELISTED
Nuance Communications, Inc.
NUAN
| $1.5M | 0.13% |
+87,387
| New | +$1.42M |
|
246
Allstate
ALL
$66.9B
| $1.5M | 0.13% |
24,200
-45,200
| -65% | -$2.81M |
|
|
HSNI
247
DELISTED
HSN, Inc.
HSNI
| $1.49M | 0.13% |
29,479
+15,567
| +112% | +$848K |
|
248
EnerSys
ENS
$6.95B
| $1.49M | 0.13% |
+26,600
| New | +$1.61M |
|
249
PNC Financial Services
PNC
$100B
| $1.49M | 0.13% |
15,600
-700
| -4% | -$65K |
|
|
NTRI
250
DELISTED
NutriSystem, Inc.
NTRI
| $1.48M | 0.13% |
68,541
+36,641
| +115% | +$864K |
|
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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 15% of assets, up from 13% a quarter earlier, followed by Technology and Industrials.
- 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.