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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
BCR
176
DELISTED
CR Bard Inc.
BCR
$1.86M 0.16%
+9,830
New +$1.84M
PZZA icon
177
Papa John's
PZZA
$999M
$1.86M 0.16%
+33,315
New +$2.06M
EPC icon
178
Edgewell Personal Care
EPC
$1.27B
$1.86M 0.16%
23,724
-6,776
-22% -$549K
TGI
179
DELISTED
Triumph Group
TGI
$1.84M 0.16%
46,371
-529
-1% -$21.4K
DCH
180
Dauch Corp
DCH
$1.3B
$1.84M 0.16%
97,143
+58,280
+150% +$1.23M
GES
181
DELISTED
Guess Inc
GES
$1.83M 0.16%
+97,187
New +$2M
AMG icon
182
Affiliated Managers Group
AMG
$9.46B
$1.82M 0.16%
11,400
+1,200
+12% +$206K
TXT icon
183
Textron
TXT
$16.6B
$1.82M 0.16%
43,353
+11,953
+38% +$494K
IP icon
184
International Paper
IP
$22.3B
$1.8M 0.16%
50,477
+634
+1% +$24.4K
JNPR
185
DELISTED
Juniper Networks
JNPR
$1.8M 0.16%
65,135
+19,135
+42% +$566K
IMPV
186
DELISTED
Imperva, Inc.
IMPV
$1.79M 0.16%
+28,213
New +$1.92M
CRM icon
187
Salesforce
CRM
$134B
$1.77M 0.16%
22,600
-1,600
-7% -$125K
FFIV icon
188
F5
FFIV
$22.1B
$1.77M 0.16%
+18,264
New +$1.97M
STI
189
DELISTED
SunTrust Banks, Inc.
STI
$1.76M 0.15%
41,000
-25,900
-39% -$1.09M
ESL
190
DELISTED
Esterline Technologies
ESL
$1.76M 0.15%
21,683
-4,417
-17% -$360K
MS icon
191
Morgan Stanley
MS
$337B
$1.75M 0.15%
+55,100
New +$1.83M
ALR
192
DELISTED
Alere Inc
ALR
$1.75M 0.15%
+44,800
New +$1.92M
LGIH icon
193
LGI Homes
LGIH
$1.4B
$1.72M 0.15%
+70,825
New +$2.07M
JCI icon
194
Johnson Controls International
JCI
$87.5B
$1.72M 0.15%
41,638
+15,662
+60% +$708K
BR icon
195
Broadridge
BR
$17.2B
$1.72M 0.15%
32,000
+21,900
+217% +$1.23M
ACHC icon
196
Acadia Healthcare
ACHC
$3.17B
$1.71M 0.15%
27,300
+13,176
+93% +$858K
FTNT icon
197
Fortinet
FTNT
$112B
$1.7M 0.15%
+273,030
New +$1.96M
WLK icon
198
Westlake Corp
WLK
$9.46B
$1.7M 0.15%
+31,300
New +$1.81M
APOG icon
199
Apogee Enterprises
APOG
$850M
$1.7M 0.15%
38,986
+7,824
+25% +$378K
DVAX
200
DELISTED
Dynavax Technologies
DVAX
$1.7M 0.15%
70,200
+8,911
+15% +$223K
6 7
8
9 10

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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.