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TI

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
Cap. Flow
+$24.1M
Cap. Flow %
2.13%
Top 10 Hldgs %
4.95%
Holding
1,492
New
496
Increased
226
Reduced
250
Closed
520

Top Buys

Rank Stock Value
1
WMB icon
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
WSM icon
Williams-Sonoma
WSM
+$5.97M

Top Sells

Rank Stock Value
1
HDS
HD Supply Holdings, Inc.
HDS
+$5.39M
2
DAL icon
Delta Air Lines
DAL
+$5.27M
3
BEN icon
Franklin Resources
BEN
+$5.25M
4
PNR icon
Pentair
PNR
+$5.2M
5
ESI icon
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
CYH icon
51
Community Health Systems
CYH
$385M
$3.44M 0.3%
156,924
+83,671
+114% +$2.16M
M icon
52
Macy's
M
$6.15B
$3.38M 0.3%
96,600
+83,900
+661% +$3.64M
WP
53
DELISTED
Worldpay, Inc.
WP
$3.34M 0.29%
+70,474
New +$3.47M
PIR
54
DELISTED
Pier 1 Imports, Inc.
PIR
$3.34M 0.29%
+32,800
New +$4.38M
VLO icon
55
Valero Energy
VLO
$89.8B
$3.34M 0.29%
47,200
+6,100
+15% +$416K
QCOM icon
56
Qualcomm
QCOM
$176B
$3.26M 0.29%
65,300
+28,700
+78% +$1.53M
MTX icon
57
Minerals Technologies
MTX
$2.31B
$3.26M 0.29%
71,100
+38,700
+119% +$2.17M
HAR
58
DELISTED
Harman International Industries
HAR
$3.25M 0.29%
34,503
+27,403
+386% +$2.78M
IPG
59
DELISTED
Interpublic Group of Companies
IPG
$3.25M 0.29%
+139,600
New +$3.14M
HOLX
60
DELISTED
Hologic
HOLX
$3.24M 0.29%
83,800
+65,400
+355% +$2.54M
TT icon
61
Trane Technologies
TT
$106B
$3.21M 0.28%
58,112
+9,412
+19% +$529K
ADM icon
62
Archer Daniels Midland
ADM
$41.4B
$3.21M 0.28%
87,400
+44,000
+101% +$1.76M
HOG icon
63
Harley-Davidson
HOG
$2.68B
$3.2M 0.28%
+70,414
New +$3.47M
KEX icon
64
Kirby Corp
KEX
$7.95B
$3.19M 0.28%
60,600
+43,600
+256% +$2.7M
CLVS
65
DELISTED
Clovis Oncology, Inc.
CLVS
$3.17M 0.28%
+90,561
New +$5.84M
GILD icon
66
Gilead Sciences
GILD
$161B
$3.16M 0.28%
31,200
+24,100
+339% +$2.51M
PTLA
67
DELISTED
Portola Pharmaceuticals, Inc.
PTLA
$3.15M 0.28%
+61,300
New +$2.97M
PAGP icon
68
Plains GP Holdings
PAGP
$5.23B
$3.09M 0.27%
+122,637
New +$4.29M
STJ
69
DELISTED
St Jude Medical
STJ
$3.07M 0.27%
49,687
-26,813
-35% -$1.69M
RAI
70
DELISTED
Reynolds American Inc
RAI
$3.06M 0.27%
+66,200
New +$3.06M
CMA
71
DELISTED
Comerica
CMA
$3.02M 0.27%
72,300
+34,300
+90% +$1.5M
MFRM
72
DELISTED
MATTRESS FIRM HLDG CORP COM STK (DE)
MFRM
$3M 0.26%
+67,187
New +$3.05M
ASNA
73
DELISTED
Ascena Retail Group, Inc.
ASNA
$3M 0.26%
15,209
-7,716
-34% -$1.82M
GPK icon
74
Graphic Packaging
GPK
$3.26B
$3M 0.26%
233,400
+32,000
+16% +$430K
MGA icon
75
Magna International
MGA
$17.9B
$2.96M 0.26%
72,888
+65,488
+885% +$3.05M
1 2
3
4 5

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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.