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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
TISI icon
1176
Team
TISI
$77.7M
– –
-1,639
Closed -$524K
TJX icon
1177
TJX Companies
TJX
$170B
– –
-7,900
Closed -$280K
TMHC icon
1178
Taylor Morrison
TMHC
$6.67B
– –
-26,048
Closed -$417K
TPR icon
1179
Tapestry
TPR
$28.8B
– –
-71,200
Closed -$2.33M
TREE icon
1180
LendingTree
TREE
$544M
– –
-40,150
Closed -$3.58M
TRI icon
1181
Thomson Reuters
TRI
$39.4B
– –
-20,191
Closed -$887K
TRMB icon
1182
Trimble
TRMB
$12.3B
– –
-91,800
Closed -$1.97M
TRMK icon
1183
Trustmark
TRMK
$2.73B
– –
-31,100
Closed -$717K
TRP icon
1184
TC Energy
TRP
$73.5B
– –
-10,200
Closed -$332K
TT icon
1185
Trane Technologies
TT
$106B
– –
-58,112
Closed -$3.21M
TTWO icon
1186
Take-Two Interactive
TTWO
$43B
– –
-16,200
Closed -$564K
TU icon
1187
Telus
TU
$16B
– –
-90,978
Closed -$1.26M
TXN icon
1188
Texas Instruments
TXN
$255B
– –
-8,364
Closed -$458K
UAA icon
1189
Under Armour
UAA
$3B
– –
-21,149
Closed -$846K
UAL icon
1190
United Airlines
UAL
$38.4B
– –
-18,922
Closed -$1.08M
UGP icon
1191
Ultrapar
UGP
$6.87B
– –
-20,474
Closed -$156K
UL icon
1192
Unilever
UL
$131B
– –
-10,403
Closed -$505K
UNF icon
1193
Unifirst Corp
UNF
$5.32B
– –
-7,278
Closed -$758K
USB icon
1194
US Bancorp
USB
$99.6B
– –
-108,100
Closed -$4.61M
USNA icon
1195
Usana Health Sciences
USNA
$394M
– –
-12,600
Closed -$805K
VC icon
1196
Visteon
VC
$2.77B
– –
-21,900
Closed -$2.51M
VIRT icon
1197
Virtu Financial
VIRT
$5.2B
– –
-41,296
Closed -$935K
VLY icon
1198
Valley National Bancorp
VLY
$7.93B
– –
-15,336
Closed -$151K
VNDA icon
1199
Vanda Pharmaceuticals
VNDA
$312M
– –
-57,005
Closed -$531K
VOD icon
1200
Vodafone
VOD
$34.9B
– –
-69,612
Closed -$2.25M
46 47
48
49 50

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SAM
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CM
Capula Management Grand Cayman, Cayman Islands $14.1B AUM 19.14% 1-Year Est. Return
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.