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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
KOP icon
676
Koppers
KOP
$966M
$362K 0.04%
+16,100
New +$287K
TD icon
677
Toronto Dominion Bank
TD
$198B
$362K 0.04%
8,400
-45,315
-84% -$1.75M
OII icon
678
Oceaneering
OII
$5.25B
$360K 0.04%
10,839
-2,957
-21% -$92.1K
RGP icon
679
Resources Connection
RGP
$129M
$360K 0.04%
+23,122
New +$336K
CCC
680
DELISTED
Calgon Carbon Corp
CCC
$358K 0.04%
+25,524
New +$389K
CLC
681
DELISTED
Clarcor
CLC
$358K 0.04%
+6,200
New +$306K
CATY icon
682
Cathay General Bancorp
CATY
$4.2B
$357K 0.04%
12,600
+1,400
+13% +$38.8K
OKE icon
683
Oneok
OKE
$58.7B
$355K 0.04%
+11,900
New +$293K
HBI
684
DELISTED
Hanesbrands
HBI
$353K 0.04%
12,466
-108,860
-90% -$3.11M
MLM icon
685
Martin Marietta Materials
MLM
$33.6B
$351K 0.04%
2,200
-29,003
-93% -$3.99M
NTGR icon
686
NETGEAR
NTGR
$669M
$349K 0.04%
8,636
+1,280
+17% +$49.2K
POWI icon
687
Power Integrations
POWI
$3.54B
$349K 0.04%
14,056
+5,778
+70% +$133K
AES icon
688
AES
AES
$10.6B
$348K 0.04%
+29,500
New +$294K
ALSN icon
689
Allison Transmission
ALSN
$10.1B
$348K 0.04%
12,900
-5,333
-29% -$129K
CLLS
690
Cellectis
CLLS
$286M
$347K 0.04%
12,628
-4,263
-25% -$103K
TVRD
691
Tvardi Therapeutics
TVRD
$23.5M
$346K 0.04%
1,547
+339
+28% +$101K
REGI
692
DELISTED
Renewable Energy Group, Inc.
REGI
$346K 0.04%
+36,601
New +$281K
AEIS icon
693
Advanced Energy
AEIS
$12.2B
$345K 0.04%
9,910
-17,471
-64% -$511K
ARGO
694
DELISTED
Argo Group International Holdings, Ltd.
ARGO
$345K 0.04%
7,604
-11,118
-59% -$492K
RGLS
695
DELISTED
Regulus Therapeutics
RGLS
$344K 0.04%
414
-524
-56% -$417K
TAST
696
DELISTED
Carrols Restaurant Group, Inc.
TAST
$344K 0.04%
23,800
-4,577
-16% -$59.7K
NP
697
DELISTED
Neenah, Inc. Common Stock
NP
$343K 0.04%
+5,392
New +$321K
MED icon
698
Medifast
MED
$108M
$342K 0.04%
11,339
+3,139
+38% +$91.7K
ANSS
699
DELISTED
Ansys
ANSS
$340K 0.04%
+3,800
New +$328K
PRGS icon
700
Progress Software
PRGS
$1.55B
$340K 0.04%
14,100
-25,464
-64% -$625K
26 27
28
29 30

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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.