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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
BLK icon
151
Blackrock
BLK
$164B
$1.74M 0.2%
+5,100
New +$1.62M
RAI
152
DELISTED
Reynolds American Inc
RAI
$1.74M 0.2%
34,500
-31,700
-48% -$1.56M
TYC
153
DELISTED
TYCO INTL PLC COM SHS (IRL)
TYC
$1.73M 0.2%
44,980
-135,133
-75% -$4.83M
DISH
154
DELISTED
DISH Network Corp.
DISH
$1.72M 0.2%
37,200
+8,000
+27% +$386K
UPS icon
155
United Parcel Service
UPS
$97.6B
$1.72M 0.2%
16,300
-13,600
-45% -$1.32M
MAN icon
156
ManpowerGroup
MAN
$2.39B
$1.72M 0.2%
21,100
+11,500
+120% +$881K
MNDT
157
DELISTED
Mandiant, Inc. Common Stock
MNDT
$1.72M 0.2%
95,446
-86,754
-48% -$1.41M
MTRX icon
158
Matrix Service
MTRX
$347M
$1.71M 0.2%
96,554
+84,376
+693% +$1.52M
PBF icon
159
PBF Energy
PBF
$7.29B
$1.69M 0.2%
50,800
-58,590
-54% -$1.87M
RSG icon
160
Republic Services
RSG
$66.7B
$1.69M 0.2%
35,400
+29,670
+518% +$1.35M
BG icon
161
Bunge Global
BG
$23.6B
$1.68M 0.2%
+29,700
New +$1.69M
LMT icon
162
Lockheed Martin
LMT
$134B
$1.68M 0.2%
+7,600
New +$1.64M
STMP
163
DELISTED
Stamps.com, Inc.
STMP
$1.67M 0.2%
+15,749
New +$1.61M
ICE icon
164
Intercontinental Exchange
ICE
$82.4B
$1.67M 0.2%
35,500
+8,000
+29% +$389K
PRU icon
165
Prudential Financial
PRU
$41.7B
$1.67M 0.2%
23,100
+18,605
+414% +$1.3M
EGN
166
DELISTED
Energen
EGN
$1.67M 0.2%
45,548
+23,448
+106% +$726K
MLNX
167
DELISTED
Mellanox Technologies, Ltd.
MLNX
$1.66M 0.19%
30,607
-26,683
-47% -$1.24M
OC icon
168
Owens Corning
OC
$11.5B
$1.66M 0.19%
+35,000
New +$1.55M
APH icon
169
Amphenol
APH
$188B
$1.62M 0.19%
112,328
+50,740
+82% +$659K
BHI
170
DELISTED
Baker Hughes
BHI
$1.61M 0.19%
36,800
-13,755
-27% -$594K
DPZ icon
171
Domino's
DPZ
$11B
$1.61M 0.19%
+12,200
New +$1.45M
PAAS icon
172
Pan American Silver
PAAS
$18.6B
$1.61M 0.19%
+147,900
New +$1.27M
FTNT icon
173
Fortinet
FTNT
$112B
$1.6M 0.19%
261,395
-11,635
-4% -$64.2K
NI icon
174
NiSource
NI
$22.4B
$1.58M 0.19%
+67,236
New +$1.44M
TNL icon
175
Travel + Leisure Co
TNL
$4.54B
$1.58M 0.19%
45,919
-5,691
-11% -$180K
5 6
7
8 9

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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.