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Trexquant Investment Portfolio holdings

AUM $17B
1-Year Est. Return 39.66%
This Fund
S&P 500
This Quarter Est. Return
-0.9%
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
$854M
AUM Growth
-$282M
Cap. Flow
-$282M
Cap. Flow %
-32.99%
Top 10 Hldgs %
5.13%
Holding
1,402
New
430
Increased
193
Reduced
244
Closed
534

Top Buys

Rank Stock Value
1
GME icon
GameStop
GME
+$4.36M
2
NTRS icon
Northern Trust
NTRS
+$4.06M
3
HDS
HD Supply Holdings, Inc.
HDS
+$3.98M
4
P
Pandora Media Inc
P
+$3.91M
5
WBA
Walgreens Boots Alliance
WBA
+$3.67M

Top Sells

Rank Stock Value
1
XEC
CIMAREX ENERGY CO
XEC
+$5.75M
2
WNR
Western Refining Inc
WNR
+$5.66M
3
WMB icon
Williams Companies
WMB
+$5.62M
4
VIAB
Viacom Inc. Class B
VIAB
+$5.14M
5
DVA icon
DaVita
DVA
+$4.9M

Sector Composition

Rank Sector Weight
1 Consumer Discretionary 17.42%
2 Industrials 13.89%
3 Financials 13.86%
4 Healthcare 13.35%
5 Technology 11.41%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
SLB icon
1151
SLB Ltd
SLB
$84.7B
– –
-58,700
Closed -$4.09M
SLRC icon
1152
SLR Investment Corp
SLRC
$680M
– –
-30,800
Closed -$506K
SMG icon
1153
ScottsMiracle-Gro
SMG
$3.35B
– –
-20,007
Closed -$1.29M
SMP icon
1154
Standard Motor Products
SMP
$882M
– –
-14,216
Closed -$541K
SNBR
1155
DELISTED
Sleep Number
SNBR
– –
-35,104
Closed -$752K
SNDA icon
1156
Sonida Senior Living
SNDA
$1.88B
– –
-1,498
Closed -$469K
SNX icon
1157
TD Synnex
SNX
$20.7B
– –
-6,798
Closed -$306K
SSB icon
1158
SouthState Bank Corp
SSB
$10.3B
– –
-6,141
Closed -$442K
ST icon
1159
Sensata Technologies
ST
$6.2B
– –
-28,989
Closed -$1.33M
STKL
1160
DELISTED
SunOpta
STKL
– –
-88,458
Closed -$605K
STT icon
1161
State Street
STT
$52.7B
– –
-5,100
Closed -$338K
STZ icon
1162
Constellation Brands
STZ
$20.7B
– –
-10,700
Closed -$1.52M
SU icon
1163
Suncor Energy
SU
$79.4B
– –
-44,004
Closed -$1.14M
SWK icon
1164
Stanley Black & Decker
SWK
$14.2B
– –
-3,800
Closed -$406K
SWKS icon
1165
Skyworks Solutions
SWKS
$11.3B
– –
-18,600
Closed -$1.43M
SXT icon
1166
Sensient Technologies
SXT
$5.7B
– –
-3,600
Closed -$226K
SYY icon
1167
Sysco
SYY
$38.3B
– –
-16,500
Closed -$677K
TCBI icon
1168
Texas Capital Bancshares
TCBI
$4.25B
– –
-11,340
Closed -$560K
TCOM icon
1169
Trip.com Group
TCOM
$25.5B
– –
-4,956
Closed -$230K
TDG icon
1170
TransDigm Group
TDG
$63.3B
– –
-5,605
Closed -$1.28M
TDS icon
1171
Telephone and Data Systems
TDS
$4.37B
– –
-28,047
Closed -$726K
TGI
1172
DELISTED
Triumph Group
TGI
– –
-46,371
Closed -$1.84M
TGTX icon
1173
TG Therapeutics
TGTX
$8.53B
– –
-23,950
Closed -$286K
THC icon
1174
Tenet Healthcare
THC
$20.9B
– –
-152,082
Closed -$4.61M
THO icon
1175
Thor Industries
THO
$3.86B
– –
-30,059
Closed -$1.69M
45 46
47
48 49

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FCAS
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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 Q1 2016 Portfolio in Review

As of Q1 2016, Trexquant Investment held 1,402 positions worth $854M, down 25% from $1.14B the previous quarter. Its ten largest holdings account for 5.1% of the portfolio.

Trexquant Investment withdrew a net $282M in Q1 2016, closing 534 positions and reducing 244 holdings. Its most notable exit was CIMAREX ENERGY CO, an estimated $5.75M position sold in full.

By sector, the portfolio is most concentrated in Consumer Discretionary at 17% of assets, up from 16% a quarter earlier, followed by Industrials and Financials.

Against the trend, Trexquant Investment opened a new position in GameStop worth $4.82M.

  • Trexquant Investment's largest Q1 2016 buy was GameStop: 607,200 shares worth $4.82M.
  • Trexquant Investment added most to Walgreens Boots Alliance in Q1 2016, an estimated $3.67M increase.
  • Trexquant Investment's biggest Q1 2016 reduction was TYCO INTL PLC COM SHS (IRL), cutting an estimated $4.83M.
  • Trexquant Investment fully exited CIMAREX ENERGY CO in Q1 2016, selling an estimated $5.75M.
  • Trexquant Investment's ten largest holdings make up 5.1% of its $854M portfolio in Q1 2016.
  • Trexquant Investment opened 430 new positions and closed 534 in Q1 2016.
  • Trexquant Investment's portfolio value fell 25% quarter-over-quarter to $854M.

Based on Trexquant Investment's 13F filing for Q1 2016, filed 11 May 2016.