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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
MDXG icon
1176
MiMedx Group
MDXG
$681M
– –
-76,500
Closed -$738K
MGNX icon
1177
MacroGenics
MGNX
$275M
– –
-50,500
Closed -$1.08M
KG
1178
Kestrel Group
KG
$54.6M
– –
-2,970
Closed -$824K
MHO icon
1179
M/I Homes
MHO
$3.62B
– –
-38,600
Closed -$910K
MKC icon
1180
McCormick & Company Non-Voting
MKC
$14B
– –
-22,954
Closed -$943K
MOMO
1181
Hello Group
MOMO
$695M
– –
-43,600
Closed -$545K
MRVL icon
1182
Marvell Technology
MRVL
$203B
– –
-113,265
Closed -$1.02M
MSA icon
1183
Mine Safety
MSA
$7.28B
– –
-8,100
Closed -$323K
MTDR icon
1184
Matador Resources
MTDR
$7.4B
– –
-84,499
Closed -$1.75M
MUR icon
1185
Murphy Oil
MUR
$5.39B
– –
-24,100
Closed -$583K
MYRG icon
1186
MYR Group
MYRG
$4.49B
– –
-33,400
Closed -$875K
NBHC icon
1187
National Bank Holdings
NBHC
$1.86B
– –
-14,531
Closed -$298K
NCMI icon
1188
National CineMedia
NCMI
$230M
– –
-6,550
Closed -$879K
NDAQ icon
1189
Nasdaq
NDAQ
$53.1B
– –
-47,700
Closed -$846K
NEM icon
1190
Newmont
NEM
$134B
– –
-97,200
Closed -$1.56M
NEU icon
1191
NewMarket
NEU
$7.98B
– –
-1,600
Closed -$571K
NFG icon
1192
National Fuel Gas
NFG
$7.97B
– –
-24,700
Closed -$1.23M
NI icon
1193
NiSource
NI
$20.1B
– –
-62,100
Closed -$1.15M
NOAH
1194
Noah Holdings
NOAH
$569M
– –
-20,500
Closed -$481K
NRG icon
1195
NRG Energy
NRG
$25.1B
– –
-72,080
Closed -$1.07M
NSIT icon
1196
Insight Enterprises
NSIT
$4.62B
– –
-15,150
Closed -$391K
NSP icon
1197
Insperity
NSP
$1.9B
– –
-25,800
Closed -$566K
NTRS icon
1198
Northern Trust
NTRS
$33.8B
– –
-14,600
Closed -$995K
NUE icon
1199
Nucor
NUE
$58.2B
– –
-48,100
Closed -$1.81M
NUS icon
1200
Nu Skin
NUS
$231M
– –
-17,810
Closed -$735K
46 47
48
49 50

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RFC
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EH
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VRS
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OAC
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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.