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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
OLN icon
1101
Olin
OLN
$2.64B
– –
-82,611
Closed -$1.43M
OMF icon
1102
OneMain Financial
OMF
$6.9B
– –
-21,164
Closed -$879K
ON icon
1103
ON Semiconductor
ON
$33.8B
– –
-56,500
Closed -$554K
OPK icon
1104
Opko Health
OPK
$921M
– –
-41,570
Closed -$418K
OSIS icon
1105
OSI Systems
OSIS
$3.57B
– –
-5,500
Closed -$488K
OSUR icon
1106
OraSure Technologies
OSUR
$273M
– –
-91,886
Closed -$592K
OVV icon
1107
Ovintiv
OVV
$17.5B
– –
-62,951
Closed -$1.6M
OZK icon
1108
Bank OZK
OZK
$5.49B
– –
-15,100
Closed -$747K
PAG icon
1109
Penske Automotive Group
PAG
$14.3B
– –
-66,700
Closed -$2.82M
PANW icon
1110
Palo Alto Networks
PANW
$264B
– –
-37,230
Closed -$1.09M
PAYC icon
1111
Paycom
PAYC
$6.78B
– –
-7,700
Closed -$290K
PBI icon
1112
Pitney Bowes
PBI
$2.42B
– –
-37,650
Closed -$777K
PGEN icon
1113
Precigen
PGEN
$1.93B
– –
-86,688
Closed -$2.59M
PH icon
1114
Parker-Hannifin
PH
$125B
– –
-37,600
Closed -$3.65M
PLXS icon
1115
Plexus
PLXS
$6.81B
– –
-12,941
Closed -$452K
PNW icon
1116
Pinnacle West Capital
PNW
$12.9B
– –
-4,816
Closed -$311K
POOL icon
1117
Pool Corp
POOL
$6.7B
– –
-6,097
Closed -$493K
PRA
1118
DELISTED
ProAssurance
PRA
– –
-26,400
Closed -$1.28M
PRAA icon
1119
PRA Group
PRAA
$648M
– –
-57,707
Closed -$2M
PRGO icon
1120
Perrigo
PRGO
$1.4B
– –
-20,200
Closed -$2.92M
PSMT icon
1121
Pricesmart
PSMT
$5.75B
– –
-9,600
Closed -$797K
QLYS icon
1122
Qualys
QLYS
$4.84B
– –
-49,011
Closed -$1.62M
QRVO icon
1123
Qorvo
QRVO
$7.63B
– –
-30,100
Closed -$1.53M
R icon
1124
Ryder
R
$10.3B
– –
-45,000
Closed -$2.56M
RBA icon
1125
RB Global
RBA
$20.8B
– –
-15,389
Closed -$371K
43 44
45
46 47

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SAM
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CM
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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
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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.