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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 | |
|---|---|---|---|---|---|---|
876
Central Garden & Pet Co
CENT
$2.74B
| $271K | 0.02% |
+25,081
| New | +$307K |
|
877
Boyd Gaming
BYD
$6.47B
| $270K | 0.02% |
13,592
-2,708
| -17% | -$52K |
|
878
Waste Management
WM
$95.9B
| $267K | 0.02% |
+5,000
| New | +$266K |
|
|
DF
879
DELISTED
Dean Foods Company
DF
| $267K | 0.02% |
15,544
-8,656
| -36% | -$156K |
|
880
Roper Technologies
ROP
$36.3B
| $266K | 0.02% |
+1,400
| New | +$257K |
|
881
UGI
UGI
$8B
| $266K | 0.02% |
7,893
-12,364
| -61% | -$429K |
|
|
PRFT
882
DELISTED
Perficient Inc
PRFT
| $264K | 0.02% |
+15,436
| New | +$262K |
|
|
AFMD
883
DELISTED
Affimed
AFMD
| $263K | 0.02% |
+3,690
| New | +$250K |
|
884
LSB Industries
LXU
$881M
| $263K | 0.02% |
47,216
-33,904
| -42% | -$280K |
|
885
Pilgrim's Pride
PPC
$6.82B
| $263K | 0.02% |
+11,900
| New | +$243K |
|
886
CBRE Group
CBRE
$40.8B
| $262K | 0.02% |
7,579
-15,321
| -67% | -$540K |
|
887
Vail Resorts
MTN
$5.19B
| $262K | 0.02% |
2,048
-4,434
| -68% | -$521K |
|
|
FMBI
888
DELISTED
First Midwest Bancorp Inc/IL
FMBI
| $262K | 0.02% |
+14,200
| New | +$262K |
|
889
S&T Bancorp
STBA
$1.86B
| $261K | 0.02% |
+8,470
| New | +$275K |
|
890
Stride
LRN
$3.69B
| $255K | 0.02% |
+28,963
| New | +$308K |
|
891
Standard BioTools
LAB
$326M
| $253K | 0.02% |
23,400
-41,085
| -64% | -$403K |
|
892
Maximus
MMS
$3.14B
| $252K | 0.02% |
+4,485
| New | +$270K |
|
893
Republic Services
RSG
$66.7B
| $252K | 0.02% |
+5,730
| New | +$250K |
|
|
FOE
894
DELISTED
Ferro Corporation
FOE
| $252K | 0.02% |
22,682
-24,636
| -52% | -$292K |
|
|
STBZ
895
DELISTED
State Bank Financial Corporation. Common Stock
STBZ
| $252K | 0.02% |
+11,960
| New | +$260K |
|
896
Matrix Service
MTRX
$347M
| $250K | 0.02% |
+12,178
| New | +$273K |
|
897
Medifast
MED
$108M
| $249K | 0.02% |
+8,200
| New | +$244K |
|
|
ABB
898
DELISTED
ABB Ltd
ABB
| $249K | 0.02% |
14,027
-63,613
| -82% | -$1.17M |
|
899
Korea Electric Power
KEP
$15.5B
| $248K | 0.02% |
11,700
-20,900
| -64% | -$453K |
|
900
BHP
BHP
$213B
| $245K | 0.02% |
10,650
-9,636
| -48% | -$258K |
|
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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.