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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
DINO icon
1
HF Sinclair
DINO
$15.9B
$6.36M 0.56%
159,500
+73,900
+86% +$3.5M
FE icon
2
FirstEnergy
FE
$28.9B
$6.02M 0.53%
189,700
+16,100
+9% +$506K
TYC
3
DELISTED
TYCO INTL PLC COM SHS (IRL)
TYC
$6.01M 0.53%
180,113
+171,996
+2,119% +$6.28M
XEC
4
DELISTED
CIMAREX ENERGY CO
XEC
$5.75M 0.51%
+64,300
New +$7.15M
WNR
5
DELISTED
Western Refining Inc
WNR
$5.66M 0.5%
158,900
+99,200
+166% +$4.24M
WMB icon
6
Williams Companies
WMB
$90.5B
$5.62M 0.5%
+218,824
New +$7.65M
PPG icon
7
PPG Industries
PPG
$25.9B
$5.58M 0.49%
56,500
+12,600
+29% +$1.27M
VIAB
8
DELISTED
Viacom Inc. Class B
VIAB
$5.14M 0.45%
+124,900
New +$5.86M
WSM icon
9
Williams-Sonoma
WSM
$26.7B
$5.09M 0.45%
+174,400
New +$5.97M
ANF icon
10
Abercrombie & Fitch
ANF
$4.17B
$4.99M 0.44%
+184,889
New +$4.29M
DVA icon
11
DaVita
DVA
$15.1B
$4.9M 0.43%
+70,260
New +$5.15M
PVH icon
12
PVH
PVH
$3.71B
$4.88M 0.43%
66,243
+47,443
+252% +$4.2M
AAL icon
13
American Airlines Group
AAL
$9.58B
$4.77M 0.42%
112,600
+88,800
+373% +$3.85M
USB icon
14
US Bancorp
USB
$99.6B
$4.61M 0.41%
+108,100
New +$4.62M
THC icon
15
Tenet Healthcare
THC
$20.1B
$4.61M 0.41%
152,082
-1,018
-0.7% -$33.4K
HAL icon
16
Halliburton
HAL
$27.9B
$4.58M 0.4%
+134,400
New +$5.07M
GD icon
17
General Dynamics
GD
$105B
$4.54M 0.4%
33,014
+14,614
+79% +$2.09M
NFLX icon
18
Netflix
NFLX
$292B
$4.53M 0.4%
396,000
+63,000
+19% +$720K
TWX
19
DELISTED
Time Warner Inc
TWX
$4.53M 0.4%
70,000
+51,300
+274% +$3.59M
CLR
20
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$4.52M 0.4%
+196,715
New +$6.29M
ADI icon
21
Analog Devices
ADI
$181B
$4.46M 0.39%
80,700
+67,300
+502% +$3.96M
PFG icon
22
Principal Financial Group
PFG
$23.6B
$4.45M 0.39%
98,967
+92,167
+1,355% +$4.5M
DATA
23
DELISTED
Tableau Software, Inc.
DATA
$4.38M 0.39%
46,480
+36,080
+347% +$3.24M
SBUX icon
24
Starbucks
SBUX
$118B
$4.27M 0.38%
+71,200
New +$4.34M
MLM icon
25
Martin Marietta Materials
MLM
$33.6B
$4.26M 0.38%
+31,203
New +$4.73M
1
2 3 4 5

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CM
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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.