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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
-0.9%
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
FRGI
326
DELISTED
Fiesta Restaurant Group, Inc.
FRGI
$907K 0.11%
+27,676
New +$974K
ZD icon
327
Ziff Davis
ZD
$1.9B
$905K 0.11%
16,905
-4,140
-20% -$251K
SGNT
328
DELISTED
SAGENT PHARMACEUTICALS INC COM STK (DE)
SGNT
$905K 0.11%
+74,373
New +$1.04M
DCH
329
Dauch Corp
DCH
$1.3B
$904K 0.11%
58,718
-38,425
-40% -$554K
BLUE
330
DELISTED
bluebird bio
BLUE
$893K 0.1%
+1,621
New +$996K
LNCE
331
DELISTED
Snyders-Lance, Inc.
LNCE
$890K 0.1%
28,263
+7,263
+35% +$232K
NVGS icon
332
Navigator Holdings
NVGS
$1.34B
$889K 0.1%
+55,039
New +$802K
AIRM
333
DELISTED
Air Methods Corp
AIRM
$887K 0.1%
+24,500
New +$929K
ALLE icon
334
Allegion
ALLE
$13B
$886K 0.1%
+13,900
New +$850K
TFC icon
335
Truist Financial
TFC
$63.2B
$885K 0.1%
+26,600
New +$884K
PF
336
DELISTED
Pinnacle Foods, Inc.
PF
$880K 0.1%
19,700
-14,740
-43% -$635K
BSAC icon
337
Banco Santander Chile
BSAC
$15.8B
$877K 0.1%
+45,300
New +$800K
MHK icon
338
Mohawk Industries
MHK
$6.9B
$875K 0.1%
+4,584
New +$798K
MTG icon
339
MGIC Investment
MTG
$6.27B
$874K 0.1%
+114,000
New +$817K
SLAB icon
340
Silicon Laboratories
SLAB
$7.15B
$872K 0.1%
+19,400
New +$835K
MWA icon
341
Mueller Water Products
MWA
$3.92B
$870K 0.1%
88,024
-5,340
-6% -$45.7K
PHM icon
342
Pultegroup
PHM
$24.5B
$868K 0.1%
+46,400
New +$791K
SAAS
343
DELISTED
inContact, Inc.
SAAS
$865K 0.1%
+97,273
New +$858K
ALE
344
DELISTED
Allete
ALE
$858K 0.1%
15,300
+4,800
+46% +$256K
CLX icon
345
Clorox
CLX
$11.6B
$857K 0.1%
6,800
+2,600
+62% +$330K
AMGN icon
346
Amgen
AMGN
$203B
$855K 0.1%
5,700
-11,200
-66% -$1.66M
IMAX icon
347
IMAX
IMAX
$2.38B
$855K 0.1%
+27,489
New +$841K
GPOR
348
DELISTED
Gulfport Energy Corp.
GPOR
$853K 0.1%
+30,100
New +$795K
UNP icon
349
Union Pacific
UNP
$183B
$851K 0.1%
+10,700
New +$827K
MYCC
350
DELISTED
ClubCorp Holdings, Inc.
MYCC
$851K 0.1%
+60,600
New +$800K
12 13
14
15 16

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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.