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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
IMGN
1326
DELISTED
Immunogen Inc
IMGN
– –
-74,300
Closed -$713K
AAIC
1327
DELISTED
Arlington Asset Investment Corp.
AAIC
– –
-73,236
Closed -$1.03M
GHL
1328
DELISTED
Greenhill & Co., Inc.
GHL
– –
-45,684
Closed -$1.3M
NXGN
1329
DELISTED
NextGen Healthcare, Inc. Common Stock
NXGN
– –
-24,300
Closed -$303K
ICPT
1330
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
– –
-12,900
Closed -$2.14M
AVID
1331
DELISTED
Avid Technology Inc
AVID
– –
-46,321
Closed -$368K
LTRPA
1332
DELISTED
Liberty TripAdvisor Holdings, Inc. Series A
LTRPA
– –
-19,500
Closed -$432K
SYNH
1333
DELISTED
Syneos Health, Inc. Class A Common Stock
SYNH
– –
-13,800
Closed -$552K
AJRD
1334
DELISTED
Aerojet Rocketdyne Holdings
AJRD
– –
-78,400
Closed -$1.27M
ISEE
1335
DELISTED
IVERIC bio, Inc. Common Stock
ISEE
– –
-19,900
Closed -$806K
BBBY
1336
DELISTED
Bed Bath & Beyond Inc
BBBY
– –
-71,100
Closed -$4.05M
CSII
1337
DELISTED
Cardiovascular Systems, Inc.
CSII
– –
-82,253
Closed -$1.3M
LCI
1338
DELISTED
Lannett Company, Inc.
LCI
– –
-8,119
Closed -$1.35M
CEA
1339
DELISTED
China Eastern Airlines
CEA
– –
-18,400
Closed -$550K
TTM
1340
DELISTED
Tata Motors Limited
TTM
– –
-24,574
Closed -$552K
OTIC
1341
DELISTED
Otonomy, Inc.
OTIC
– –
-16,051
Closed -$285K
AERI
1342
DELISTED
Aerie Pharmaceuticals
AERI
– –
-31,570
Closed -$560K
HNGR
1343
DELISTED
Hanger Inc.
HNGR
– –
-23,700
Closed -$323K
ENDP
1344
DELISTED
Endo International plc
ENDP
– –
-37,500
Closed -$2.6M
EMWP
1345
DELISTED
Eros Media World PLC
EMWP
– –
-885
Closed -$481K
SAFM
1346
DELISTED
Sanderson Farms Inc
SAFM
– –
-14,681
Closed -$1.01M
MIC
1347
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
– –
-9,800
Closed -$731K
NTUS
1348
DELISTED
Natus Medical Inc
NTUS
– –
-20,397
Closed -$804K
CDK
1349
DELISTED
CDK Global, Inc.
CDK
– –
-17,000
Closed -$812K
ENIA
1350
DELISTED
Enel Amricas S.A. American Depositary Shares (Each representing 50 shares of Common Stock)
ENIA
– –
-103,268
Closed -$704K
52 53
54
55 56

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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.