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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 | |
|---|---|---|---|---|---|---|
351
Brookdale Senior Living
BKD
$3.62B
| $1.1M | 0.1% |
+59,880
| New | +$1.29M |
|
352
Quanta Services
PWR
$93.9B
| $1.1M | 0.1% |
+54,510
| New | +$1.17M |
|
353
Home BancShares
HOMB
$6.21B
| $1.09M | 0.1% |
+54,000
| New | +$1.15M |
|
354
InterDigital
IDCC
$6.68B
| $1.09M | 0.1% |
22,300
+10,400
| +87% | +$528K |
|
355
Palo Alto Networks
PANW
$264B
| $1.09M | 0.1% |
37,230
-14,970
| -29% | -$432K |
|
356
First American
FAF
$7.67B
| $1.09M | 0.1% |
+30,400
| New | +$1.16M |
|
357
Wolverine World Wide
WWW
$1.54B
| $1.09M | 0.1% |
+65,287
| New | +$1.23M |
|
|
IM
358
DELISTED
Ingram Micro
IM
| $1.09M | 0.1% |
+35,900
| New | +$1.09M |
|
359
The Mosaic Company
MOS
$7.09B
| $1.09M | 0.1% |
+39,500
| New | +$1.26M |
|
360
Carpenter Technology
CRS
$30B
| $1.09M | 0.1% |
35,964
-31,453
| -47% | -$1.04M |
|
361
United Airlines
UAL
$38.4B
| $1.08M | 0.1% |
+18,922
| New | +$1.09M |
|
|
HAPN
362
Happen Inc
HAPN
$2.08B
| $1.08M | 0.1% |
+19,560
| New | +$1.3M |
|
363
Trinity Industries
TRN
$2.97B
| $1.08M | 0.1% |
+62,505
| New | +$1.16M |
|
|
JMEI
364
DELISTED
Jumei International Holding Limited American depositary shares, each representing ten Class A ordina
JMEI
| $1.07M | 0.09% |
11,857
+3,213
| +37% | +$309K |
|
365
Clearwater Paper
CLW
$271M
| $1.07M | 0.09% |
+23,557
| New | +$1.13M |
|
|
CALY
366
Callaway Golf Company
CALY
$3.26B
| $1.07M | 0.09% |
+113,635
| New | +$1.09M |
|
|
AAN.A
367
DELISTED
The Aaron's Company Inc Class A
AAN.A
| $1.07M | 0.09% |
+47,700
| New | +$1.07M |
|
368
McKesson
MCK
$98.5B
| $1.06M | 0.09% |
+5,400
| New | +$1.02M |
|
369
SBA Communications
SBAC
$18.4B
| $1.06M | 0.09% |
10,130
-770
| -7% | -$83.3K |
|
370
Home Depot
HD
$332B
| $1.06M | 0.09% |
+8,000
| New | +$1.02M |
|
371
Bankunited
BKU
$3.38B
| $1.06M | 0.09% |
+29,300
| New | +$1.09M |
|
372
Adeia
ADEA
$2.86B
| $1.06M | 0.09% |
+133,056
| New | +$1.16M |
|
373
Tower Semiconductor
TSEM
$26.4B
| $1.06M | 0.09% |
+75,100
| New | +$1.09M |
|
|
PMC
374
DELISTED
PharMerica Corporation
PMC
| $1.05M | 0.09% |
30,140
+18,031
| +149% | +$565K |
|
375
Cenovus Energy
CVE
$54.6B
| $1.05M | 0.09% |
+83,513
| New | +$1.23M |
|
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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.