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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
ATO icon
901
Atmos Energy
ATO
$29.9B
– –
-25,600
Closed -$1.61M
AVNT icon
902
Avient
AVNT
$3.45B
– –
-13,036
Closed -$414K
AWK icon
903
American Water Works
AWK
$26.3B
– –
-10,700
Closed -$639K
AYI icon
904
Acuity Brands
AYI
$9.88B
– –
-5,890
Closed -$1.38M
AZO icon
905
AutoZone
AZO
$48.3B
– –
-3,100
Closed -$2.3M
BAH icon
906
Booz Allen Hamilton
BAH
$8.7B
– –
-52,600
Closed -$1.62M
BALL icon
907
Ball Corp
BALL
$17B
– –
-40,138
Closed -$1.46M
BC icon
908
Brunswick
BC
$5.19B
– –
-26,480
Closed -$1.34M
BCO icon
909
Brink's
BCO
$5.02B
– –
-10,900
Closed -$315K
BCS icon
910
Barclays
BCS
$94.1B
– –
-51,531
Closed -$626K
BDC icon
911
Belden
BDC
$4B
– –
-45,871
Closed -$2.19M
BHP icon
912
BHP
BHP
$213B
– –
-10,650
Closed -$245K
BLKB icon
913
Blackbaud
BLKB
$1.5B
– –
-7,300
Closed -$481K
BN icon
914
Brookfield
BN
$102B
– –
-51,826
Closed -$574K
BNS icon
915
Scotiabank
BNS
$106B
– –
-25,374
Closed -$1M
BP icon
916
BP
BP
$113B
– –
-27,419
Closed -$721K
BR icon
917
Broadridge
BR
$17.2B
– –
-32,000
Closed -$1.72M
BRC icon
918
Brady Corp
BRC
$4.45B
– –
-61,790
Closed -$1.42M
BURL icon
919
Burlington
BURL
$22B
– –
-98,706
Closed -$4.23M
BBBY
920
Bed Bath & Beyond
BBBY
$473M
– –
-21,959
Closed -$203K
BZH icon
921
Beazer Homes USA
BZH
$907M
– –
-73,180
Closed -$841K
CASY icon
922
Casey's General Stores
CASY
$31.9B
– –
-10,800
Closed -$1.3M
CBRE icon
923
CBRE Group
CBRE
$40.8B
– –
-7,579
Closed -$262K
CBU icon
924
Community Bank
CBU
$3.53B
– –
-5,170
Closed -$206K
CCL icon
925
Carnival Corporation Ltd
CCL
$36.1B
– –
-26,100
Closed -$1.42M
35 36
37
38 39

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CM
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X
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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.