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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
CEB
101
DELISTED
CEB Inc.
CEB
$2.57M 0.23%
41,877
+37,877
+947% +$2.69M
B
102
Barrick Mining
B
$62.2B
$2.57M 0.23%
348,100
-81,000
-19% -$604K
DDS icon
103
Dillards
DDS
$8.87B
$2.56M 0.23%
39,016
+28,116
+258% +$2.26M
R icon
104
Ryder
R
$10.3B
$2.56M 0.23%
45,000
+33,400
+288% +$2.21M
POST icon
105
Post Holdings
POST
$4.12B
$2.54M 0.22%
+62,824
New +$2.6M
FISV
106
Fiserv Inc
FISV
$27.2B
$2.52M 0.22%
+55,200
New +$2.59M
EXC icon
107
Exelon
EXC
$48.6B
$2.52M 0.22%
126,975
-106,178
-46% -$2.15M
VC icon
108
Visteon
VC
$2.77B
$2.51M 0.22%
21,900
-7,900
-27% -$894K
LNC icon
109
Lincoln National
LNC
$7.91B
$2.5M 0.22%
49,800
+12,400
+33% +$649K
CP icon
110
Canadian Pacific Kansas City
CP
$82B
$2.49M 0.22%
97,500
+36,095
+59% +$1.01M
CTSH icon
111
Cognizant
CTSH
$21.5B
$2.48M 0.22%
41,265
+4,365
+12% +$281K
REGN icon
112
Regeneron Pharmaceuticals
REGN
$68.8B
$2.44M 0.22%
+4,500
New +$2.44M
MSM icon
113
MSC Industrial Direct
MSM
$7.02B
$2.44M 0.21%
+43,292
New +$2.62M
VOYA icon
114
Voya Financial
VOYA
$8.94B
$2.43M 0.21%
65,750
+2,050
+3% +$81.2K
ATW
115
DELISTED
Atwood Oceanics
ATW
$2.42M 0.21%
+237,020
New +$3.63M
MLNX
116
DELISTED
Mellanox Technologies, Ltd.
MLNX
$2.41M 0.21%
57,290
+8,490
+17% +$377K
WLL
117
DELISTED
Whiting Petroleum Corporation
WLL
$2.41M 0.21%
852
+650
+322% +$3.09M
MRC
118
DELISTED
MRC Global
MRC
$2.41M 0.21%
+186,695
New +$2.46M
ABM icon
119
ABM Industries
ABM
$2.8B
$2.39M 0.21%
84,000
+67,000
+394% +$1.93M
SAIC icon
120
Saic
SAIC
$5.03B
$2.39M 0.21%
+52,173
New +$2.38M
GIS icon
121
General Mills
GIS
$19.2B
$2.35M 0.21%
40,700
+35,200
+640% +$2.03M
RRC icon
122
Range Resources
RRC
$9.11B
$2.34M 0.21%
94,975
+64,675
+213% +$1.92M
BHI
123
DELISTED
Baker Hughes
BHI
$2.33M 0.21%
+50,555
New +$2.59M
TPR icon
124
Tapestry
TPR
$28.8B
$2.33M 0.21%
71,200
+35,100
+97% +$1.09M
AZO icon
125
AutoZone
AZO
$48.3B
$2.3M 0.2%
+3,100
New +$2.37M
3 4
5
6 7

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CM
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X
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WHG
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PSCM
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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.