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TI

Trexquant Investment Portfolio holdings

AUM $17B
1-Year Est. Return 39.66%
This Fund
S&P 500
This Quarter Est. Return
-0.4%
1 Year Est. Return
+39.66%
3 Year Est. Return
+112.15%
5 Year Est. Return
+98.93%
10 Year Est. Return
+403.68%
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 Templeton
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 16.28%
2 Technology 15.77%
3 Healthcare 13.83%
4 Industrials 12.6%
5 Financials 11.63%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
B
901
DELISTED
Barnes Group Inc.
B
$243K 0.02%
+6,875
New +$257K
TRCO
902
DELISTED
TRIBUNE MEDIA COMPANY CLASS A
TRCO
$243K 0.02%
+7,200
New +$269K
BIN
903
DELISTED
PROGRESSIVE WASTE SOLUTIONS LTD COM
BIN
$240K 0.02%
+10,200
New +$243K
PPL
904
PPL Corp
PPL
$26.4B
$237K 0.02%
+6,940
New +$234K
VR
905
DELISTED
Validus Hold Ltd
VR
$235K 0.02%
5,074
-2,826
-36% -$129K
NYT icon
906
New York Times
NYT
$11B
$234K 0.02%
17,400
-44,360
-72% -$592K
RP
907
DELISTED
RealPage, Inc.
RP
$231K 0.02%
+10,300
New +$209K
BDSI
908
DELISTED
BioDelivery Sciences International, Inc.
BDSI
$231K 0.02%
+48,184
New +$273K
VG
909
DELISTED
Vonage Holdings Corporation
VG
$231K 0.02%
+40,300
New +$250K
HMC icon
910
Honda
HMC
$40.3B
$230K 0.02%
+7,200
New +$233K
TCOM icon
911
Trip.com Group
TCOM
$25.5B
$230K 0.02%
+4,956
New +$227K
POM
912
DELISTED
PEPCO HOLDINGS, INC.
POM
$230K 0.02%
+8,833
New +$231K
MWW
913
DELISTED
Monster Worldwide Inc
MWW
$229K 0.02%
40,026
-68,125
-63% -$440K
ELGX
914
DELISTED
Endologix Inc
ELGX
$228K 0.02%
2,307
-5,873
-72% -$630K
AIT icon
915
Applied Industrial Technologies
AIT
$12B
$227K 0.02%
+5,614
New +$229K
SXT icon
916
Sensient Technologies
SXT
$5.7B
$226K 0.02%
3,600
-19,300
-84% -$1.24M
ESGR
917
DELISTED
Enstar Group
ESGR
$225K 0.02%
1,500
-300
-17% -$46.2K
AVX
918
DELISTED
AVX Corporation
AVX
$225K 0.02%
+18,560
New +$245K
JEF icon
919
Jefferies Financial Group
JEF
$12.8B
$224K 0.02%
14,411
-14,746
-51% -$247K
PODD icon
920
Insulet
PODD
$9.87B
$223K 0.02%
+5,891
New +$198K
ATRC icon
921
AtriCure
ATRC
$2.73B
$218K 0.02%
+9,716
New +$200K
FSS icon
922
Federal Signal
FSS
$7.22B
$218K 0.02%
13,784
-12,816
-48% -$202K
NDRM
923
DELISTED
NeuroDerm Ltd. Ordinary Shares
NDRM
$218K 0.02%
+12,798
New +$249K
PRTY
924
DELISTED
Party City Holdco Inc.
PRTY
$217K 0.02%
+16,840
New +$242K
ITC
925
DELISTED
ITC HOLDINGS CORP
ITC
$217K 0.02%
+5,531
New +$192K
35 36
37
38 39

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RFC
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VRS
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WA
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DCM
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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 16% of assets, up from 14% a quarter earlier, followed by Technology and Healthcare.

  • 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.