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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 | |
|---|---|---|---|---|---|---|
1226
Radware
RDWR
$1.24B
| – | – |
-21,470
| Closed | -$349K |
|
1227
Raymond James Financial
RJF
$32.5B
| – | – |
-68,262
| Closed | -$2.26M |
|
1228
ResMed
RMD
$28.3B
| – | – |
-10,454
| Closed | -$532K |
|
1229
Gibraltar Industries
ROCK
$1.34B
| – | – |
-60,400
| Closed | -$1.11M |
|
1230
Revvity
RVTY
$12.3B
| – | – |
-37,100
| Closed | -$1.71M |
|
1231
Saia
SAIA
$11.3B
| – | – |
-35,700
| Closed | -$1.1M |
|
1232
SAP
SAP
$187B
| – | – |
-12,600
| Closed | -$816K |
|
1233
Sally Beauty Holdings
SBH
$1.4B
| – | – |
-81,900
| Closed | -$1.95M |
|
|
SCHW
1234
Charles Schwab
SCHW
$177B
| – | – |
-75,400
| Closed | -$2.15M |
|
1235
Stepan Co
SCL
$1.31B
| – | – |
-27,100
| Closed | -$1.13M |
|
|
SCS
1236
DELISTED
Steelcase
SCS
| – | – |
-11,100
| Closed | -$204K |
|
|
SF
1237
Stifel
SF
$12.3B
| – | – |
-114,975
| Closed | -$2.15M |
|
1238
Sprouts Farmers Market
SFM
$7.04B
| – | – |
-59,000
| Closed | -$1.24M |
|
1239
Silicon Motion
SIMO
$9.19B
| – | – |
-57,503
| Closed | -$1.57M |
|
1240
Sun Life Financial
SLF
$45.6B
| – | – |
-78,200
| Closed | -$2.52M |
|
1241
StoneX
SNEX
$8.83B
| – | – |
-47,081
| Closed | -$229K |
|
1242
Southern Company
SO
$110B
| – | – |
-6,400
| Closed | -$286K |
|
|
SOHU
1243
Sohu.com
SOHU
$336M
| – | – |
-20,271
| Closed | -$837K |
|
1244
Spectrum Brands
SPB
$2.04B
| – | – |
-6,682
| Closed | -$611K |
|
1245
Sasol
SSL
$7.58B
| – | – |
-37,600
| Closed | -$1.05M |
|
1246
Shutterstock
SSTK
$205M
| – | – |
-51,091
| Closed | -$1.54M |
|
1247
Scorpio Tankers
STNG
$3.96B
| – | – |
-2,580
| Closed | -$236K |
|
1248
Standex International
SXI
$3.68B
| – | – |
-2,900
| Closed | -$218K |
|
1249
AT&T
T
$165B
| – | – |
-130,414
| Closed | -$3.21M |
|
1250
TAL Education Group
TAL
$5.71B
| – | – |
-274,200
| Closed | -$1.47M |
|
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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.