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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
COHR
1251
DELISTED
Coherent Inc
COHR
– –
-9,200
Closed -$599K
SFUN
1252
DELISTED
Fang Holdings Limited American Depositary Shares (each representing ten Class A Ordinary Shares)
SFUN
– –
-297
Closed -$110K
PVG
1253
DELISTED
PRETIUM RESOURCES INC.
PVG
– –
-21,300
Closed -$107K
FMBI
1254
DELISTED
First Midwest Bancorp Inc/IL
FMBI
– –
-14,200
Closed -$262K
XLNX
1255
DELISTED
Xilinx Inc
XLNX
– –
-30,100
Closed -$1.41M
GWB
1256
DELISTED
Great Western Bancorp, Inc.
GWB
– –
-39,000
Closed -$1.13M
SC
1257
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
– –
-18,643
Closed -$295K
RDS.B
1258
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
– –
-29,300
Closed -$1.35M
ADXS
1259
DELISTED
Advaxis Inc
ADXS
– –
-4,059
Closed -$612K
MDP
1260
DELISTED
Meredith Corporation
MDP
– –
-14,700
Closed -$636K
RAVN
1261
DELISTED
Raven Industries Inc
RAVN
– –
-26,700
Closed -$417K
CSOD
1262
DELISTED
Cornerstone OnDemand, Inc.
CSOD
– –
-17,424
Closed -$602K
XEC
1263
DELISTED
CIMAREX ENERGY CO
XEC
– –
-64,300
Closed -$5.75M
NAV
1264
DELISTED
Navistar International
NAV
– –
-91,154
Closed -$806K
WIFI
1265
DELISTED
Boingo Wireless, Inc.
WIFI
– –
-41,533
Closed -$275K
AEGN
1266
DELISTED
Aegion Corp
AEGN
– –
-29,100
Closed -$562K
FPRX
1267
DELISTED
Five Prime Therapeutics, Inc.
FPRX
– –
-21,232
Closed -$881K
QEP
1268
DELISTED
QEP RESOURCES, INC.
QEP
– –
-13,253
Closed -$178K
WMGI
1269
DELISTED
Wright Medical Group Inc
WMGI
– –
-42,300
Closed -$1.02M
MNK
1270
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
– –
-30,065
Closed -$2.24M
BGG
1271
DELISTED
Briggs & Stratton Corp.
BGG
– –
-42,523
Closed -$736K
GNC
1272
DELISTED
GNC Holdings, Inc.
GNC
– –
-40,766
Closed -$1.26M
TUES
1273
DELISTED
Tuesday Morning Corp
TUES
– –
-49,749
Closed -$323K
JMEI
1274
DELISTED
Jumei International Holding Limited American depositary shares, each representing ten Class A ordina
JMEI
– –
-11,857
Closed -$1.07M
AVX
1275
DELISTED
AVX Corporation
AVX
– –
-18,560
Closed -$225K
49 50
51
52 53

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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.