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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
KR icon
1051
Kroger
KR
$34.8B
– –
-32,500
Closed -$1.36M
KT icon
1052
KT
KT
$8.84B
– –
-29,936
Closed -$357K
LAB icon
1053
Standard BioTools
LAB
$326M
– –
-23,400
Closed -$253K
HAPN
1054
Happen Inc
HAPN
$2.08B
– –
-19,560
Closed -$1.08M
LDOS icon
1055
Leidos
LDOS
$14.1B
– –
-29,121
Closed -$1.64M
LEG icon
1056
Leggett & Platt
LEG
$1.52B
– –
-8,452
Closed -$355K
LGIH icon
1057
LGI Homes
LGIH
$1.4B
– –
-70,825
Closed -$1.72M
LHX icon
1058
L3Harris
LHX
$55.9B
– –
-7,000
Closed -$608K
LNT icon
1059
Alliant Energy
LNT
$19.4B
– –
-26,246
Closed -$820K
LOW icon
1060
Lowe's Companies
LOW
$116B
– –
-54,700
Closed -$4.16M
LPL icon
1061
LG Display
LPL
$3.17B
– –
-39,910
Closed -$417K
LPSN icon
1062
LivePerson
LPSN
$18.9M
– –
-6,796
Closed -$688K
LQDT icon
1063
Liquidity Services
LQDT
$1.17B
– –
-103,100
Closed -$670K
LRCX icon
1064
Lam Research
LRCX
$382B
– –
-83,320
Closed -$662K
LRN icon
1065
Stride
LRN
$3.69B
– –
-28,963
Closed -$255K
LUMN icon
1066
Lumen
LUMN
$6.53B
– –
-161,463
Closed -$4.06M
LXU icon
1067
LSB Industries
LXU
$881M
– –
-47,216
Closed -$263K
LZB icon
1068
La-Z-Boy
LZB
$1.59B
– –
-34,899
Closed -$852K
MAR icon
1069
Marriott International
MAR
$98.7B
– –
-17,200
Closed -$1.15M
MBI icon
1070
MBIA
MBI
$288M
– –
-107,200
Closed -$695K
MFC icon
1071
Manulife Financial
MFC
$72.6B
– –
-22,987
Closed -$344K
MIDD icon
1072
Middleby
MIDD
$6.05B
– –
-3,603
Closed -$389K
MMS icon
1073
Maximus
MMS
$3.14B
– –
-4,485
Closed -$252K
MMSI icon
1074
Merit Medical Systems
MMSI
$4.43B
– –
-35,625
Closed -$662K
MO icon
1075
Altria Group
MO
$122B
– –
-6,100
Closed -$355K
41 42
43
44 45

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CM
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X
Xponance Philadelphia, Pennsylvania $14.1B AUM 30.11% 1-Year Est. Return
WHG
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PSCM
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BIP
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SA
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FGP
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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.