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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
CCS icon
926
Century Communities
CCS
$2B
– –
-16,813
Closed -$298K
CDNS icon
927
Cadence Design Systems
CDNS
$90B
– –
-99,789
Closed -$2.08M
CENT icon
928
Central Garden & Pet Co
CENT
$2.74B
– –
-25,081
Closed -$271K
CFR icon
929
Cullen/Frost Bankers
CFR
$10.3B
– –
-34,370
Closed -$2.06M
CGNX icon
930
Cognex
CGNX
$10.3B
– –
-37,230
Closed -$629K
CHD icon
931
Church & Dwight Co
CHD
$23.1B
– –
-7,200
Closed -$306K
CHDN icon
932
Churchill Downs
CHDN
$6.03B
– –
-21,036
Closed -$496K
CHKP icon
933
Check Point Software Technologies
CHKP
$13.3B
– –
-10,700
Closed -$871K
CIB icon
934
Grupo Cibest SA
CIB
$20.4B
– –
-17,923
Closed -$479K
CIEN icon
935
Ciena
CIEN
$55.3B
– –
-31,608
Closed -$654K
CINF icon
936
Cincinnati Financial
CINF
$28.3B
– –
-8,000
Closed -$473K
CLH icon
937
Clean Harbors
CLH
$16.1B
– –
-19,500
Closed -$812K
CLW icon
938
Clearwater Paper
CLW
$271M
– –
-23,557
Closed -$1.07M
CMA
939
DELISTED
Comerica
CMA
– –
-72,300
Closed -$3.02M
CMC icon
940
Commercial Metals
CMC
$7.63B
– –
-112,610
Closed -$1.54M
CME icon
941
CME Group
CME
$92.2B
– –
-18,430
Closed -$1.67M
CNA icon
942
CNA Financial
CNA
$14.5B
– –
-24,258
Closed -$853K
CMTL icon
943
Comtech Telecommunications
CMTL
$51.8M
– –
-34,000
Closed -$683K
CNK icon
944
Cinemark Holdings
CNK
$3.82B
– –
-79,698
Closed -$2.66M
CNX icon
945
CNX Resources
CNX
$4.85B
– –
-241,560
Closed -$1.59M
VISN
946
Vistance Networks Inc
VISN
$2.66B
– –
-25,700
Closed -$665K
CPB icon
947
Campbell Soup
CPB
$6.51B
– –
-41,800
Closed -$2.2M
CRM icon
948
Salesforce
CRM
$134B
– –
-22,600
Closed -$1.77M
CRS icon
949
Carpenter Technology
CRS
$30B
– –
-35,964
Closed -$1.09M
CSIQ icon
950
Canadian Solar
CSIQ
$906M
– –
-31,318
Closed -$907K
36 37
38
39 40

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CM
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X
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WHG
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PSCM
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BIP
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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.