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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 | |
|---|---|---|---|---|---|---|
|
RGLS
401
DELISTED
Regulus Therapeutics
RGLS
| $982K | 0.09% |
+938
| New | +$940K |
|
402
Align Technology
ALGN
$12B
| $981K | 0.09% |
+14,900
| New | +$956K |
|
|
ZGNX
403
DELISTED
Zogenix, Inc.
ZGNX
| $978K | 0.09% |
66,331
-51,269
| -44% | -$689K |
|
|
HDP
404
DELISTED
Hortonworks, Inc.
HDP
| $970K | 0.09% |
+44,300
| New | +$869K |
|
|
DOOR
405
DELISTED
MASONITE INTERNATIONAL CORP
DOOR
| $966K | 0.09% |
+15,784
| New | +$983K |
|
|
SGI
406
Somnigroup International
SGI
$15.1B
| $965K | 0.09% |
+54,800
| New | +$1.04M |
|
407
Moody's
MCO
$81.7B
| $963K | 0.08% |
9,600
+3,400
| +55% | +$341K |
|
|
APC
408
DELISTED
Anadarko Petroleum
APC
| $963K | 0.08% |
19,827
-38,273
| -66% | -$2.34M |
|
|
WEB
409
DELISTED
Web.com Group, Inc.
WEB
| $960K | 0.08% |
+47,972
| New | +$1.11M |
|
|
SKX
410
DELISTED
Skechers
SKX
| $958K | 0.08% |
+31,700
| New | +$1.06M |
|
411
Gen Digital
GEN
$15.6B
| $953K | 0.08% |
+45,404
| New | +$924K |
|
412
Progress Software
PRGS
$1.55B
| $950K | 0.08% |
+39,564
| New | +$945K |
|
413
Aramark
ARMK
$15B
| $945K | 0.08% |
40,581
-30,193
| -43% | -$690K |
|
|
MRTX
414
DELISTED
Mirati Therapeutics, Inc. Common Stock
MRTX
| $945K | 0.08% |
29,900
-6,200
| -17% | -$219K |
|
|
DBD
415
DELISTED
Diebold Nixdorf Incorporated
DBD
| $939K | 0.08% |
+31,208
| New | +$1.06M |
|
|
TGNA
416
DELISTED
TEGNA Inc
TGNA
| $937K | 0.08% |
57,344
+15,938
| +38% | +$270K |
|
417
Virtu Financial
VIRT
$5.2B
| $935K | 0.08% |
+41,296
| New | +$948K |
|
418
Vulcan Materials
VMC
$36.3B
| $934K | 0.08% |
+9,835
| New | +$953K |
|
|
CHL
419
DELISTED
China Mobile Limited
CHL
| $932K | 0.08% |
16,543
+2,343
| +17% | +$138K |
|
420
SLM Corp
SLM
$4.57B
| $925K | 0.08% |
141,800
-200,100
| -59% | -$1.36M |
|
421
Western Union
WU
$2.57B
| $921K | 0.08% |
51,400
+32,900
| +178% | +$621K |
|
422
MillerKnoll
MLKN
$1.5B
| $915K | 0.08% |
31,876
-8,824
| -22% | -$271K |
|
|
TBI
423
Trueblue
TBI
$234M
| $912K | 0.08% |
+35,416
| New | +$956K |
|
|
THS
424
DELISTED
Treehouse Foods
THS
| $911K | 0.08% |
+11,610
| New | +$969K |
|
425
Canadian Solar
CSIQ
$906M
| $907K | 0.08% |
31,318
-121,964
| -80% | -$2.81M |
|
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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.