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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 | |
|---|---|---|---|---|---|---|
751
Marcus & Millichap
MMI
$1.18B
| $413K | 0.04% |
+14,180
| New | +$528K |
|
752
ING
ING
$95.6B
| $412K | 0.04% |
+30,620
| New | +$433K |
|
|
IDTI
753
DELISTED
Integrated Device Technology I
IDTI
| $411K | 0.04% |
+15,600
| New | +$400K |
|
|
NMBL
754
DELISTED
Nimble Storage, Inc.
NMBL
| $409K | 0.04% |
44,500
+23,800
| +115% | +$409K |
|
755
Moog Inc Class A
MOG.A
$13.2B
| $408K | 0.04% |
+6,733
| New | +$418K |
|
|
SSRI
756
DELISTED
Silver Standard Resources
SSRI
| $408K | 0.04% |
78,767
-19,733
| -20% | -$119K |
|
757
Stanley Black & Decker
SWK
$14.5B
| $406K | 0.04% |
3,800
-6,300
| -62% | -$664K |
|
|
FBC
758
DELISTED
Flagstar Bancorp, Inc. New
FBC
| $406K | 0.04% |
+17,562
| New | +$404K |
|
759
MidCap Financial Investment
MFIC
$791M
| $405K | 0.04% |
+25,833
| New | +$442K |
|
760
DTE Energy
DTE
$30.8B
| $401K | 0.04% |
5,875
-28,318
| -83% | -$1.95M |
|
761
McGrath RentCorp
MGRC
$2.93B
| $398K | 0.04% |
+15,800
| New | +$437K |
|
762
HealthEquity
HQY
$8.3B
| $394K | 0.03% |
+15,700
| New | +$482K |
|
763
Materion
MTRN
$4.99B
| $394K | 0.03% |
14,061
-3,580
| -20% | -$108K |
|
764
AAR Corp
AIR
$5.41B
| $392K | 0.03% |
14,896
-84,204
| -85% | -$1.97M |
|
765
Kforce
KFRC
$1.05B
| $392K | 0.03% |
+15,510
| New | +$410K |
|
766
Middleby
MIDD
$6.1B
| $389K | 0.03% |
+3,603
| New | +$401K |
|
|
IQNT
767
DELISTED
Inteliquent, Inc.
IQNT
| $388K | 0.03% |
+21,811
| New | +$426K |
|
|
AVTA
768
DELISTED
Avantax, Inc. Common Stock
AVTA
| $387K | 0.03% |
39,533
-22,497
| -36% | -$248K |
|
|
MRD
769
DELISTED
MEMORIAL RESOURCE DEV CORP COM STK (DE)
MRD
| $386K | 0.03% |
+23,928
| New | +$400K |
|
|
QIHU
770
DELISTED
QIHOO 360 TECHNOLOGY CO LTD ADS RPSTG 3 CL A SHS
QIHU
| $386K | 0.03% |
+5,304
| New | +$334K |
|
771
The Greenbrier Companies
GBX
$1.56B
| $385K | 0.03% |
+11,813
| New | +$405K |
|
772
Exelixis
EXEL
$14.1B
| $382K | 0.03% |
+67,767
| New | +$379K |
|
|
ININ
773
DELISTED
Interactive Intelligence Group, inc.
ININ
| $379K | 0.03% |
12,075
-27,117
| -69% | -$881K |
|
|
KAMN
774
DELISTED
Kaman Corp
KAMN
| $378K | 0.03% |
9,251
-2,049
| -18% | -$80.3K |
|
|
SALE
775
DELISTED
RetailMeNot, Inc. Series 1
SALE
| $378K | 0.03% |
38,100
-45,000
| -54% | -$434K |
|
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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.