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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 | |
|---|---|---|---|---|---|---|
376
Cheesecake Factory
CAKE
$4.21B
| $1.05M | 0.09% |
+22,700
| New | +$1.11M |
|
377
Intuit
INTU
$81.1B
| $1.04M | 0.09% |
+10,823
| New | +$1.05M |
|
378
Devon Energy
DVN
$51.9B
| $1.04M | 0.09% |
+32,600
| New | +$1.34M |
|
379
Service Corp International
SCI
$11.4B
| $1.04M | 0.09% |
39,914
-15,867
| -28% | -$434K |
|
380
Baxter International
BAX
$11.6B
| $1.04M | 0.09% |
27,200
-88,600
| -77% | -$3.24M |
|
381
Northrop Grumman
NOC
$77B
| $1.04M | 0.09% |
5,500
+1,000
| +22% | +$183K |
|
|
AMED
382
DELISTED
Amedisys
AMED
| $1.03M | 0.09% |
+26,211
| New | +$1.05M |
|
|
BEL
383
DELISTED
Belmond Ltd.
BEL
| $1.03M | 0.09% |
108,310
+87,502
| +421% | +$883K |
|
|
NEWR
384
DELISTED
New Relic, Inc.
NEWR
| $1.03M | 0.09% |
28,221
+19,521
| +224% | +$731K |
|
|
WMGI
385
DELISTED
Wright Medical Group Inc
WMGI
| $1.02M | 0.09% |
+42,300
| New | +$917K |
|
|
SEE
386
DELISTED
Sealed Air
SEE
| $1.02M | 0.09% |
+22,913
| New | +$1.06M |
|
387
RPC Inc
RES
$1.24B
| $1.02M | 0.09% |
85,134
-5,561
| -6% | -$66.6K |
|
388
Ultragenyx Pharmaceutical
RARE
$2.65B
| $1.01M | 0.09% |
+9,000
| New | +$900K |
|
|
MASI
389
DELISTED
Masimo
MASI
| $1.01M | 0.09% |
+24,300
| New | +$993K |
|
390
Builders FirstSource
BLDR
$7.84B
| $1.01M | 0.09% |
90,781
-56,419
| -38% | -$717K |
|
391
Encompass Health
EHC
$11.2B
| $1.01M | 0.09% |
36,340
+27,633
| +317% | +$786K |
|
392
PG&E
PCG
$47.8B
| $1M | 0.09% |
18,900
+11,800
| +166% | +$627K |
|
393
Scotiabank
BNS
$106B
| $1M | 0.09% |
25,374
-3,866
| -13% | -$167K |
|
|
CADE
394
DELISTED
Cadence Bank
CADE
| $999K | 0.09% |
41,639
+33,139
| +390% | +$830K |
|
|
SJI
395
DELISTED
South Jersey Industries, Inc.
SJI
| $998K | 0.09% |
+42,435
| New | +$1.04M |
|
396
Scansource
SCSC
$1.12B
| $993K | 0.09% |
30,830
-7,752
| -20% | -$286K |
|
397
United Therapeutics
UTHR
$26.3B
| $987K | 0.09% |
+6,300
| New | +$917K |
|
398
Liberty Media Series A
FWONA
$22.3B
| $985K | 0.09% |
+37,331
| New | +$994K |
|
399
Allegiant Air
ALGT
$2.64B
| $984K | 0.09% |
+5,864
| New | +$1.13M |
|
|
MNTA
400
DELISTED
Momenta Pharmaceuticals, Inc.
MNTA
| $984K | 0.09% |
+66,310
| New | +$1.11M |
|
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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.