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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
FTR
551
DELISTED
Frontier Communications Corp.
FTR
$704K 0.06%
+10,047
New +$747K
CBM
552
DELISTED
Cambrex Corporation
CBM
$697K 0.06%
+14,800
New +$711K
MSCC
553
DELISTED
Microsemi Corp
MSCC
$697K 0.06%
+21,400
New +$755K
MBI icon
554
MBIA
MBI
$288M
$695K 0.06%
+107,200
New +$727K
CIE
555
DELISTED
Cobalt International Energy, Inc
CIE
$694K 0.06%
8,574
-6,346
-43% -$699K
BEAV
556
DELISTED
B/E Aerospace Inc
BEAV
$692K 0.06%
+16,335
New +$730K
WR
557
DELISTED
Westar Energy Inc
WR
$690K 0.06%
+16,273
New +$665K
LPSN icon
558
LivePerson
LPSN
$18.9M
$688K 0.06%
6,796
-1,364
-17% -$155K
OFIX icon
559
Orthofix Medical
OFIX
$455M
$686K 0.06%
+17,500
New +$654K
OIS icon
560
Oil States International
OIS
$522M
$686K 0.06%
25,161
-3,639
-13% -$108K
IOC
561
DELISTED
Interoil Corporation
IOC
$686K 0.06%
21,848
-20,739
-49% -$762K
CMTL icon
562
Comtech Telecommunications
CMTL
$51.8M
$683K 0.06%
34,000
+16,800
+98% +$377K
VAC icon
563
Marriott Vacations Worldwide
VAC
$3.24B
$683K 0.06%
12,000
-5,618
-32% -$349K
MDVN
564
DELISTED
MEDIVATION, INC.
MDVN
$682K 0.06%
+14,107
New +$609K
AROC icon
565
Archrock
AROC
$6.33B
$679K 0.06%
90,278
-74,088
-45% -$1.06M
SYY icon
566
Sysco
SYY
$39.7B
$677K 0.06%
+16,500
New +$677K
ACGL icon
567
Arch Capital
ACGL
$36.1B
$670K 0.06%
+28,800
New +$708K
LQDT icon
568
Liquidity Services
LQDT
$1.17B
$670K 0.06%
103,100
+10,124
+11% +$76.1K
STGW icon
569
Stagwell
STGW
$1.84B
$670K 0.06%
30,858
-27,142
-47% -$573K
ENV
570
DELISTED
ENVESTNET, INC.
ENV
$669K 0.06%
22,400
+11,200
+100% +$345K
VISN
571
Vistance Networks Inc
VISN
$2.66B
$665K 0.06%
25,700
-61,300
-70% -$1.76M
LRCX icon
572
Lam Research
LRCX
$382B
$662K 0.06%
+83,320
New +$627K
MMSI icon
573
Merit Medical Systems
MMSI
$4.43B
$662K 0.06%
+35,625
New +$717K
TA
574
DELISTED
TravelCenters of America LLC
TA
$662K 0.06%
+14,080
New +$728K
KKD
575
DELISTED
KRISPY KREME DOUGHNUTS INC
KKD
$657K 0.06%
43,596
-36,104
-45% -$513K
21 22
23
24 25

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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.