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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
-0.9%
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
$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 16.65%
2 Industrials 13.95%
3 Financials 13.6%
4 Healthcare 12.04%
5 Technology 10.45%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
CERN
276
DELISTED
Cerner Corp
CERN
$1.06M 0.12%
+20,100
New +$1.09M
PRAH
277
DELISTED
PRA Health Sciences, Inc.
PRAH
$1.06M 0.12%
+24,800
New +$1.05M
NVAX icon
278
Novavax
NVAX
$1.23B
$1.06M 0.12%
+10,250
New +$1.1M
MDU icon
279
MDU Resources
MDU
$4.44B
$1.06M 0.12%
+142,803
New +$962K
DK icon
280
Delek US
DK
$3.87B
$1.05M 0.12%
68,900
+12,572
+22% +$203K
EXPR
281
DELISTED
Express, Inc.
EXPR
$1.05M 0.12%
+2,450
New +$880K
FFIV icon
282
F5
FFIV
$22.1B
$1.05M 0.12%
9,900
-8,364
-46% -$802K
TDC icon
283
Teradata
TDC
$2.68B
$1.04M 0.12%
39,758
+17,379
+78% +$430K
SFM icon
284
Sprouts Farmers Market
SFM
$7.04B
$1.04M 0.12%
+35,800
New +$924K
CA
285
DELISTED
CA, Inc.
CA
$1.03M 0.12%
+33,488
New +$961K
RGA icon
286
Reinsurance Group of America
RGA
$15.7B
$1.03M 0.12%
10,700
-6,202
-37% -$546K
FLG
287
Flagstar Bank National Association
FLG
$5.77B
$1.03M 0.12%
+21,600
New +$1M
SUPN icon
288
Supernus Pharmaceuticals
SUPN
$2.68B
$1.03M 0.12%
67,382
+12,567
+23% +$164K
RCL icon
289
Royal Caribbean
RCL
$78.7B
$1.03M 0.12%
+12,500
New +$975K
IBKC
290
DELISTED
IBERIABANK Corp
IBKC
$1.02M 0.12%
19,967
+4,375
+28% +$214K
BUD icon
291
AB InBev
BUD
$158B
$1.02M 0.12%
8,200
+2,340
+40% +$278K
OI icon
292
O-I Glass
OI
$1.39B
$1.02M 0.12%
64,000
+43,559
+213% +$624K
SINA
293
DELISTED
Sina Corp
SINA
$1.02M 0.12%
+21,504
New +$968K
ETSY icon
294
Etsy
ETSY
$7.65B
$1.01M 0.12%
+116,600
New +$933K
KSU
295
DELISTED
Kansas City Southern
KSU
$1.01M 0.12%
+11,800
New +$920K
EMN icon
296
Eastman Chemical
EMN
$7.8B
$1M 0.12%
+13,900
New +$911K
PPG icon
297
PPG Industries
PPG
$25.9B
$1M 0.12%
9,000
-47,500
-84% -$4.67M
THRM icon
298
Gentherm
THRM
$1.31B
$996K 0.12%
+23,944
New +$968K
HAWK
299
DELISTED
Blackhawk Network Holdings, Inc. Common Stock
HAWK
$996K 0.12%
+29,044
New +$1.06M
AN icon
300
AutoNation
AN
$6.97B
$994K 0.12%
21,300
+8,000
+60% +$387K
10 11
12
13 14

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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 15% 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.