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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
AUTO
601
DELISTED
AutoWeb, Inc. Common Stock
AUTO
$437K 0.05%
25,200
+10,133
+67% +$182K
SNP
602
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
$436K 0.05%
6,691
+1,691
+34% +$97.6K
SHOR
603
DELISTED
ShoreTel, Inc.
SHOR
$436K 0.05%
58,586
-27,564
-32% -$210K
AGRO icon
604
Adecoagro
AGRO
$1.53B
$435K 0.05%
37,680
-12,620
-25% -$153K
EOG icon
605
EOG Resources
EOG
$78B
$435K 0.05%
6,000
+1,800
+43% +$124K
AIT icon
606
Applied Industrial Technologies
AIT
$12.8B
$434K 0.05%
10,000
+4,386
+78% +$173K
HTWR
607
DELISTED
HEARTWARE INTERNATIONAL INC COM STK (DE)
HTWR
$430K 0.05%
+13,700
New +$464K
NDSN icon
608
Nordson
NDSN
$16.5B
$426K 0.05%
5,600
-8,400
-60% -$554K
PBA icon
609
Pembina Pipeline
PBA
$29.9B
$426K 0.05%
+15,800
New +$368K
IMS
610
DELISTED
IMS HEALTH HLDGS INC COM STK (DE)
IMS
$426K 0.05%
16,053
-6,847
-30% -$170K
SOHU
611
Sohu.com
SOHU
$336M
$425K 0.05%
+8,576
New +$415K
GHDX
612
DELISTED
Genomic Health, Inc.
GHDX
$424K 0.05%
17,118
+11,318
+195% +$311K
ADP icon
613
Automatic Data Processing
ADP
$100B
$422K 0.05%
+4,700
New +$394K
PTEN icon
614
Patterson-UTI
PTEN
$3.87B
$421K 0.05%
+23,900
New +$356K
AMAG
615
DELISTED
AMAG Pharmaceuticals
AMAG
$421K 0.05%
18,000
-825
-4% -$19.6K
APA icon
616
APA Corp
APA
$12.8B
$420K 0.05%
+8,600
New +$357K
RRTS
617
DELISTED
RoadRunner Transportation Systems, Inc.
RRTS
$420K 0.05%
1,350
+189
+16% +$49.4K
TDAY
618
USA Today Co
TDAY
$1.23B
$419K 0.05%
+25,200
New +$411K
BEAT
619
DELISTED
BioTelemetry, Inc.
BEAT
$419K 0.05%
35,895
-9,968
-22% -$111K
CVCO icon
620
Cavco Industries
CVCO
$4.39B
$418K 0.05%
+4,469
New +$368K
KFRC icon
621
Kforce
KFRC
$983M
$418K 0.05%
21,372
+5,862
+38% +$113K
SXC icon
622
SunCoke Energy
SXC
$757M
$418K 0.05%
+64,311
New +$273K
SJR
623
DELISTED
Shaw Communications Inc.
SJR
$418K 0.05%
21,657
-52,153
-71% -$913K
WIBC
624
DELISTED
WILSHIRE BANCORP INC
WIBC
$418K 0.05%
+40,552
New +$416K
EGOV
625
DELISTED
NIC Inc
EGOV
$417K 0.05%
+23,142
New +$418K
23 24
25
26 27

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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.