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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
WIRE
1226
DELISTED
Encore Wire Corp
WIRE
– –
-15,800
Closed -$586K
TRVN
1227
DELISTED
Trevena, Inc.
TRVN
– –
-120
Closed -$784K
AEL
1228
DELISTED
American Equity Investment Life Holding Company
AEL
– –
-31,200
Closed -$750K
KAMN
1229
DELISTED
Kaman Corp
KAMN
– –
-9,251
Closed -$378K
SPLK
1230
DELISTED
Splunk Inc
SPLK
– –
-11,100
Closed -$653K
BFX
1231
DELISTED
BowFlex Inc.
BFX
– –
-24,858
Closed -$416K
MRTX
1232
DELISTED
Mirati Therapeutics, Inc. Common Stock
MRTX
– –
-29,900
Closed -$945K
CHS
1233
DELISTED
Chicos FAS, Inc.
CHS
– –
-128,700
Closed -$1.37M
SGEN
1234
DELISTED
Seagen Inc. Common Stock
SGEN
– –
-29,480
Closed -$1.32M
PACW
1235
DELISTED
PacWest Bancorp
PACW
– –
-50,791
Closed -$2.19M
SPPI
1236
DELISTED
Spectrum Pharmaceuticals Inc
SPPI
– –
-71,518
Closed -$431K
DBD
1237
DELISTED
Diebold Nixdorf Incorporated
DBD
– –
-31,208
Closed -$939K
TA
1238
DELISTED
TravelCenters of America LLC
TA
– –
-14,080
Closed -$662K
CAJ
1239
DELISTED
Canon, Inc.
CAJ
– –
-12,453
Closed -$375K
SRNE
1240
DELISTED
Sorrento Therapeutics, Inc.
SRNE
– –
-67,929
Closed -$592K
IVC
1241
DELISTED
Invacare Corporation
IVC
– –
-19,383
Closed -$337K
CLVS
1242
DELISTED
Clovis Oncology, Inc.
CLVS
– –
-90,561
Closed -$3.17M
CLR
1243
DELISTED
CONTINENTAL RESOURCES INC.
CLR
– –
-196,715
Closed -$4.52M
ZEN
1244
DELISTED
ZENDESK INC
ZEN
– –
-31,201
Closed -$825K
TEN
1245
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
– –
-25,154
Closed -$1.16M
TMX
1246
DELISTED
Terminix Global Holdings, Inc.
TMX
– –
-48,805
Closed -$1.28M
LFC
1247
DELISTED
China Life Insurance Company Ltd.
LFC
– –
-46,168
Closed -$738K
RDUS
1248
DELISTED
Radius Health, Inc.
RDUS
– –
-13,596
Closed -$837K
EPZM
1249
DELISTED
Epizyme, Inc
EPZM
– –
-35,219
Closed -$564K
MTOR
1250
DELISTED
MERITOR, Inc.
MTOR
– –
-40,035
Closed -$334K
48 49
50
51 52

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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.