We are live on ! Find out more
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
ACCO icon
626
Acco Brands
ACCO
$369M
$416K 0.05%
+46,313
New +$324K
AMCX icon
627
AMC Global Media
AMCX
$430M
$416K 0.05%
+6,400
New +$438K
GBCI icon
628
Glacier Bancorp
GBCI
$6.55B
$414K 0.05%
16,292
-2,920
-15% -$70.9K
EOCC
629
DELISTED
Enel Generacion Chile S.A.
EOCC
$412K 0.05%
14,306
-15,598
-52% -$421K
NYT icon
630
New York Times
NYT
$11.6B
$411K 0.05%
32,973
+15,573
+90% +$197K
MATX icon
631
Matsons
MATX
$6.37B
$410K 0.05%
10,200
-17,200
-63% -$674K
AIZ icon
632
Assurant
AIZ
$13.7B
$409K 0.05%
5,300
-20,900
-80% -$1.59M
AMPH icon
633
Amphastar Pharmaceuticals
AMPH
$825M
$409K 0.05%
34,093
+1,793
+6% +$21.1K
DMC
634
Del Monte Corp
DMC
$1.35B
$407K 0.05%
+9,676
New +$392K
QURE icon
635
uniQure
QURE
$2.68B
$407K 0.05%
+34,254
New +$506K
BCE icon
636
BCE
BCE
$19.9B
$406K 0.05%
8,926
-28,591
-76% -$1.19M
UMPQ
637
DELISTED
Umpqua Holdings Corp
UMPQ
$406K 0.05%
25,607
-44,065
-63% -$665K
SJI
638
DELISTED
South Jersey Industries, Inc.
SJI
$405K 0.05%
14,230
-28,205
-66% -$723K
SEMG
639
DELISTED
SEMGROUP CORPORATION
SEMG
$403K 0.05%
+18,000
New +$371K
BPMC
640
DELISTED
Blueprint Medicines
BPMC
$401K 0.05%
22,216
-6,698
-23% -$116K
SABR icon
641
Sabre
SABR
$656M
$400K 0.05%
13,819
-2,967
-18% -$79.1K
KTWO
642
DELISTED
K2M Group Holdings, Inc
KTWO
$400K 0.05%
26,940
-2,426
-8% -$33.3K
AVNS icon
643
Avanos Medical
AVNS
$1.17B
$399K 0.05%
+13,900
New +$370K
DOV icon
644
Dover
DOV
$27.2B
$399K 0.05%
+7,677
New +$372K
OLED icon
645
Universal Display
OLED
$3.71B
$399K 0.05%
+7,368
New +$360K
PEGA icon
646
Pegasystems
PEGA
$4.41B
$399K 0.05%
31,448
-25,886
-45% -$311K
DXPE icon
647
DXP Enterprises
DXPE
$2.62B
$397K 0.05%
22,599
+1,111
+5% +$18.2K
EBS icon
648
Emergent Biosolutions
EBS
$375M
$396K 0.05%
+10,900
New +$385K
RL icon
649
Ralph Lauren
RL
$22.2B
$395K 0.05%
+4,100
New +$402K
POLY
650
DELISTED
Plantronics, Inc.
POLY
$391K 0.05%
9,979
-8,547
-46% -$335K
24 25
26
27 28

Similar funds

SAM
Silvercrest Asset Management New York $13.8B AUM 28.39% 1-Year Est. Return
CM
Capula Management Grand Cayman, Cayman Islands $14.1B AUM 19.14% 1-Year Est. Return
X
Xponance Philadelphia, Pennsylvania $14.1B AUM 30.11% 1-Year Est. Return
WHG
Westwood Holdings Group Dallas, Texas $13.7B AUM 21.48% 1-Year Est. Return
PSCM
Pershing Square Capital Management New York $13.7B AUM 13.45% 1-Year Est. Return
BIP
Brandes Investment Partners La Jolla, California $14.1B AUM 25.52% 1-Year Est. Return
SA
Situational Awareness San Francisco, California $13.7B AUM 334.5% 1-Year Est. Return
FGP
Freestone Grove Partners San Francisco, California $14.2B AUM 24.58% 1-Year Est. Return

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.