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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
TAP icon
126
Molson Coors Class B
TAP
$7.68B
$2.28M 0.2%
+24,300
New +$2.19M
WBD icon
127
Warner Bros
WBD
$64.6B
$2.27M 0.2%
+85,144
New +$2.46M
VOD icon
128
Vodafone
VOD
$34.9B
$2.25M 0.2%
+69,612
New +$2.27M
MNK
129
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
$2.24M 0.2%
30,065
-22,435
-43% -$1.51M
SYF icon
130
Synchrony
SYF
$23.7B
$2.24M 0.2%
+73,700
New +$2.31M
VRTX icon
131
Vertex Pharmaceuticals
VRTX
$121B
$2.24M 0.2%
+17,800
New +$2.15M
WDAY icon
132
Workday
WDAY
$33.4B
$2.24M 0.2%
+28,102
New +$2.25M
LUV icon
133
Southwest Airlines
LUV
$22.1B
$2.23M 0.2%
51,800
+24,200
+88% +$1.07M
RPM icon
134
RPM International
RPM
$13.7B
$2.22M 0.2%
50,400
+34,200
+211% +$1.54M
ABG icon
135
Asbury Automotive
ABG
$4.19B
$2.22M 0.2%
+32,902
New +$2.5M
RY icon
136
Royal Bank of Canada
RY
$291B
$2.21M 0.19%
41,200
+3,500
+9% +$196K
FLO icon
137
Flowers Foods
FLO
$1.64B
$2.21M 0.19%
+102,618
New +$2.5M
CPB icon
138
Campbell Soup
CPB
$6.51B
$2.2M 0.19%
41,800
+7,500
+22% +$384K
KMI icon
139
Kinder Morgan
KMI
$73.1B
$2.19M 0.19%
+147,028
New +$3.5M
PACW
140
DELISTED
PacWest Bancorp
PACW
$2.19M 0.19%
50,791
+24,091
+90% +$1.08M
BDC icon
141
Belden
BDC
$4B
$2.19M 0.19%
45,871
+17,556
+62% +$965K
BLMN icon
142
Bloomin' Brands
BLMN
$680M
$2.19M 0.19%
129,473
+26,073
+25% +$453K
ORLY icon
143
O'Reilly Automotive
ORLY
$72.4B
$2.18M 0.19%
+129,000
New +$2.24M
HELE icon
144
Helen of Troy
HELE
$663M
$2.15M 0.19%
+22,756
New +$2.28M
CNL
145
DELISTED
CLECO CRP (HOLDING CO)
CNL
$2.13M 0.19%
+40,900
New +$2.13M
CAH icon
146
Cardinal Health
CAH
$53.4B
$2.13M 0.19%
23,800
+13,900
+140% +$1.18M
ORCL icon
147
Oracle
ORCL
$331B
$2.12M 0.19%
58,100
-28,200
-33% -$1.08M
INCY icon
148
Incyte
INCY
$23.5B
$2.12M 0.19%
+19,561
New +$2.18M
AIZ icon
149
Assurant
AIZ
$13.7B
$2.11M 0.19%
+26,200
New +$2.16M
TD icon
150
Toronto Dominion Bank
TD
$198B
$2.1M 0.19%
53,715
+33,115
+161% +$1.34M
4 5
6
7 8

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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.