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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 | |
|---|---|---|---|---|---|---|
576
Ciena
CIEN
$55.3B
| $654K | 0.06% |
31,608
-107,023
| -77% | -$2.46M |
|
|
SPLK
577
DELISTED
Splunk Inc
SPLK
| $653K | 0.06% |
+11,100
| New | +$636K |
|
|
ADT
578
DELISTED
ADT Corp
ADT
| $653K | 0.06% |
19,800
-29,600
| -60% | -$996K |
|
579
Honeywell
HON
$77.1B
| $652K | 0.06% |
7,011
-1,113
| -14% | -$102K |
|
|
ISIL
580
DELISTED
Intersil Corp
ISIL
| $651K | 0.06% |
51,054
+2,812
| +6% | +$37.3K |
|
581
Enova International
ENVA
$5.91B
| $645K | 0.06% |
+97,561
| New | +$903K |
|
|
PETX
582
DELISTED
Aratana Therapeutics, Inc.
PETX
| $641K | 0.06% |
114,900
+72,400
| +170% | +$478K |
|
583
Green Plains
GPRE
$1.19B
| $640K | 0.06% |
27,929
-15,371
| -35% | -$326K |
|
584
American Water Works
AWK
$26.3B
| $639K | 0.06% |
+10,700
| New | +$617K |
|
|
MDP
585
DELISTED
Meredith Corporation
MDP
| $636K | 0.06% |
14,700
-10,400
| -41% | -$468K |
|
|
HES
586
DELISTED
Hess
HES
| $630K | 0.06% |
13,000
-37,500
| -74% | -$2.13M |
|
587
Cognex
CGNX
$10.3B
| $629K | 0.06% |
+37,230
| New | +$664K |
|
588
Barclays
BCS
$94.1B
| $626K | 0.06% |
51,531
-16,008
| -24% | -$212K |
|
589
Adtran
ADTN
$798M
| $624K | 0.06% |
+36,232
| New | +$577K |
|
590
Citigroup
C
$222B
| $621K | 0.05% |
+12,000
| New | +$637K |
|
|
SEMI
591
DELISTED
SunEdison Semiconductor Limited
SEMI
| $621K | 0.05% |
+79,200
| New | +$760K |
|
592
Adecoagro
AGRO
$1.53B
| $618K | 0.05% |
+50,300
| New | +$531K |
|
593
Lithia Motors
LAD
$7.78B
| $616K | 0.05% |
+5,775
| New | +$664K |
|
|
AXLL
594
DELISTED
AXIALL CORP COM STK (DE)
AXLL
| $616K | 0.05% |
+40,000
| New | +$737K |
|
|
GOLD
595
DELISTED
Randgold Resources Ltd
GOLD
| $613K | 0.05% |
+9,966
| New | +$630K |
|
|
ADXS
596
DELISTED
Advaxis Inc
ADXS
| $612K | 0.05% |
4,059
-3,022
| -43% | -$519K |
|
597
L3Harris
LHX
$55.9B
| $608K | 0.05% |
+7,000
| New | +$564K |
|
|
CTXS
598
DELISTED
Citrix Systems Inc
CTXS
| $608K | 0.05% |
+10,095
| New | +$620K |
|
599
Entravision Communication
EVC
$983M
| $607K | 0.05% |
+78,737
| New | +$640K |
|
600
Rockwell Automation
ROK
$51.4B
| $606K | 0.05% |
+5,906
| New | +$619K |
|
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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.