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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
MRD
851
DELISTED
MEMORIAL RESOURCE DEV CORP COM STK (DE)
MRD
$183K 0.02%
17,933
-5,995
-25% -$70.9K
OTIC
852
DELISTED
Otonomy, Inc.
OTIC
$175K 0.02%
+11,713
New +$184K
ADVM
853
DELISTED
Adverum Biotechnologies
ADVM
$167K 0.02%
3,223
+1,568
+95% +$87.6K
VIV icon
854
Telefônica Brasil
VIV
$22.4B
$165K 0.02%
+13,200
New +$128K
SALE
855
DELISTED
RetailMeNot, Inc. Series 1
SALE
$162K 0.02%
20,260
-17,840
-47% -$145K
PGTI
856
DELISTED
PGT, Inc.
PGTI
$153K 0.02%
+15,580
New +$152K
SPNT icon
857
SiriusPoint
SPNT
$2.98B
$148K 0.02%
+12,990
New +$147K
BLCM
858
DELISTED
Bellicum Pharmaceuticals, Inc.
BLCM
$147K 0.02%
1,574
-961
-38% -$105K
CALX icon
859
Calix
CALX
$2.27B
$145K 0.02%
+20,414
New +$144K
ENTG icon
860
Entegris
ENTG
$19.7B
$143K 0.02%
+10,500
New +$127K
IOVA icon
861
Iovance Biotherapeutics
IOVA
$2.23B
$141K 0.02%
+27,660
New +$151K
MITL
862
DELISTED
Mitel Networks Corporation
MITL
$132K 0.02%
16,138
-26,042
-62% -$184K
FLXN
863
DELISTED
Flexion Therapeutics, Inc.
FLXN
$120K 0.01%
13,000
+2,994
+30% +$36.3K
BNED icon
864
Barnes & Noble Education
BNED
$412M
$114K 0.01%
+116
New +$116K
AMKR icon
865
Amkor Technology
AMKR
$16.1B
$111K 0.01%
+18,847
New +$102K
EIGI
866
DELISTED
Endurance International Group Holdings, Inc.
EIGI
$106K 0.01%
10,084
-41,907
-81% -$414K
EJ
867
DELISTED
E HOUSE (CHINA) HOLDINGS LIMITED
EJ
$95K 0.01%
15,261
+4,434
+41% +$26.2K
BBG
868
DELISTED
Bill Barrett Corp
BBG
$69K 0.01%
+11,028
New +$44.2K
AAP icon
869
Advance Auto Parts
AAP
$3.37B
– –
-7,700
Closed -$1.16M
ABEV icon
870
Ambev
ABEV
$47.3B
– –
-95,400
Closed -$425K
ABG icon
871
Asbury Automotive
ABG
$4.19B
– –
-32,902
Closed -$2.22M
ABM icon
872
ABM Industries
ABM
$2.8B
– –
-84,000
Closed -$2.39M
ABUS icon
873
Arbutus Biopharma
ABUS
$865M
– –
-24,028
Closed -$107K
ACGL icon
874
Arch Capital
ACGL
$36.1B
– –
-28,800
Closed -$670K
ACHC icon
875
Acadia Healthcare
ACHC
$3.17B
– –
-27,300
Closed -$1.71M
33 34
35
36 37

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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.