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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
MODV
351
DELISTED
ModivCare
MODV
$848K 0.1%
+16,600
New +$777K
HSY icon
352
Hershey
HSY
$35.4B
$847K 0.1%
+9,200
New +$821K
SSYS icon
353
Stratasys
SSYS
$697M
$842K 0.1%
+32,500
New +$662K
SWBI icon
354
Smith & Wesson
SWBI
$655M
$839K 0.1%
+40,982
New +$763K
RVNC
355
DELISTED
Revance Therapeutics, Inc.
RVNC
$838K 0.1%
48,002
+22,902
+91% +$466K
RNET
356
DELISTED
RigNet, Inc.
RNET
$838K 0.1%
+61,235
New +$842K
PENN icon
357
PENN Entertainment
PENN
$2.74B
$837K 0.1%
+50,135
New +$719K
NDAQ icon
358
Nasdaq
NDAQ
$51.5B
$836K 0.1%
+37,800
New +$778K
EVHC
359
DELISTED
Envision Healthcare Holdings Inc
EVHC
$836K 0.1%
13,694
-37,942
-73% -$2.49M
IBM icon
360
IBM
IBM
$202B
$833K 0.1%
5,753
-4,602
-44% -$588K
LYV icon
361
Live Nation Entertainment
LYV
$41.2B
$832K 0.1%
37,300
-42,385
-53% -$926K
NMBL
362
DELISTED
Nimble Storage, Inc.
NMBL
$832K 0.1%
106,085
+61,585
+138% +$438K
KKD
363
DELISTED
KRISPY KREME DOUGHNUTS INC
KKD
$825K 0.1%
52,921
+9,325
+21% +$135K
RP
364
DELISTED
RealPage, Inc.
RP
$811K 0.1%
38,895
+28,595
+278% +$567K
ATRC icon
365
AtriCure
ATRC
$1.77B
$808K 0.09%
47,995
+38,279
+394% +$673K
AA icon
366
Alcoa
AA
$11.7B
$807K 0.09%
+35,036
New +$713K
MDRX
367
DELISTED
Veradigm Inc. Common Stock
MDRX
$806K 0.09%
+61,000
New +$801K
CSTM icon
368
Constellium
CSTM
$3.96B
$805K 0.09%
155,156
-33,978
-18% -$195K
TOL icon
369
Toll Brothers
TOL
$14B
$801K 0.09%
27,145
-94,511
-78% -$2.64M
UNVR
370
DELISTED
Univar Solutions Inc.
UNVR
$800K 0.09%
+46,580
New +$681K
BWXT icon
371
BWX Technologies
BWXT
$16B
$799K 0.09%
23,800
-1,171
-5% -$36.2K
BGC icon
372
BGC Group
BGC
$5.58B
$797K 0.09%
+136,927
New +$786K
SHW icon
373
Sherwin-Williams
SHW
$78.3B
$797K 0.09%
8,400
-40,500
-83% -$3.54M
CYTK icon
374
Cytokinetics
CYTK
$11B
$792K 0.09%
+112,403
New +$821K
SLM icon
375
SLM Corp
SLM
$4.57B
$790K 0.09%
124,200
-17,600
-12% -$106K
13 14
15
16 17

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CM
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WHG
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PSCM
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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.