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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
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
ACCO icon
976
Acco Brands
ACCO
$369M
– –
-86,170
Closed -$609K
ACIC icon
977
American Coastal Insurance
ACIC
$498M
– –
-54,000
Closed -$710K
AEP icon
978
American Electric Power
AEP
$73.7B
– –
-27,400
Closed -$1.56M
AFG icon
979
American Financial Group
AFG
$11.9B
– –
-22,200
Closed -$1.53M
AGEN
980
Agenus
AGEN
$249M
– –
-12,026
Closed -$1.08M
AIG icon
981
American International
AIG
$41.9B
– –
-15,300
Closed -$869K
ALB icon
982
Albemarle
ALB
$13.5B
– –
-30,700
Closed -$1.35M
ALEX
983
DELISTED
Alexander & Baldwin
ALEX
– –
-22,900
Closed -$786K
ALG icon
984
Alamo Group
ALG
$2.01B
– –
-4,741
Closed -$221K
ALNY icon
985
Alnylam Pharmaceuticals
ALNY
$36.3B
– –
-27,859
Closed -$2.24M
ALNT icon
986
Allient
ALNT
$1.47B
– –
-65,700
Closed -$778K
AMKR icon
987
Amkor Technology
AMKR
$16.1B
– –
-77,830
Closed -$349K
AMWD
988
DELISTED
American Woodmark
AMWD
– –
-6,500
Closed -$421K
ANIK icon
989
Anika Therapeutics
ANIK
$199M
– –
-8,900
Closed -$283K
ANIP icon
990
ANI Pharmaceuticals
ANIP
$1.77B
– –
-59,346
Closed -$2.34M
ANSS
991
DELISTED
Ansys
ANSS
– –
-2,600
Closed -$228K
AOS icon
992
A.O. Smith
AOS
$8.38B
– –
-37,000
Closed -$1.21M
APAM icon
993
Artisan Partners
APAM
$2.79B
– –
-17,031
Closed -$600K
AR icon
994
Antero Resources
AR
$10.9B
– –
-17,419
Closed -$368K
ARAY icon
995
Accuray
ARAY
$28.4M
– –
-134,721
Closed -$672K
ASTE icon
996
Astec Industries
ASTE
$1.3B
– –
-13,000
Closed -$435K
CVSA
997
Covista Inc
CVSA
$3.94B
– –
-43,300
Closed -$1.18M
ATI icon
998
ATI
ATI
$27B
– –
-41,800
Closed -$592K
ATRO icon
999
Astronics
ATRO
$3.45B
– –
-33,581
Closed -$743K
AU icon
1000
AngloGold Ashanti
AU
$40.3B
– –
-173,000
Closed -$1.42M
38 39
40
41 42

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CM
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X
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WHG
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PSCM
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BIP
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SA
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FGP
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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.