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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
BOJA
1301
DELISTED
Bojangles', Inc. Common Stock
BOJA
– –
-12,437
Closed -$197K
IMPV
1302
DELISTED
Imperva, Inc.
IMPV
– –
-28,213
Closed -$1.79M
HDP
1303
DELISTED
Hortonworks, Inc.
HDP
– –
-44,300
Closed -$970K
STBZ
1304
DELISTED
State Bank Financial Corporation. Common Stock
STBZ
– –
-11,960
Closed -$252K
EEQ
1305
DELISTED
Enbridge Energy Management Llc
EEQ
– –
-16,408
Closed -$272K
SVU
1306
DELISTED
SUPERVALU Inc.
SVU
– –
-31,168
Closed -$1.48M
PERY
1307
DELISTED
Perry Ellis International Inc
PERY
– –
-30,200
Closed -$556K
PNK
1308
DELISTED
Pinnacle Entertainment Inc.
PNK
– –
-13,500
Closed -$420K
KLXI
1309
DELISTED
KLX Inc.
KLXI
– –
-20,266
Closed -$526K
VR
1310
DELISTED
Validus Hold Ltd
VR
– –
-5,074
Closed -$235K
JASO
1311
DELISTED
JA Solar Holdings, Co., Ltd
JASO
– –
-51,810
Closed -$503K
ANTH
1312
DELISTED
Anthera Pharmaceuticals, Inc.
ANTH
– –
-15,956
Closed -$592K
RPXC
1313
DELISTED
RPX Corporation
RPXC
– –
-75,208
Closed -$827K
TWX
1314
DELISTED
Time Warner Inc
TWX
– –
-70,000
Closed -$4.53M
OA
1315
DELISTED
Orbital ATK, Inc.
OA
– –
-6,100
Closed -$545K
LQ
1316
DELISTED
La Quinta Holdings Inc.
LQ
– –
-107,341
Closed -$1.46M
MSCC
1317
DELISTED
Microsemi Corp
MSCC
– –
-21,400
Closed -$697K
WLB
1318
DELISTED
Westmoreland Coal Company
WLB
– –
-16,762
Closed -$99K
CALD
1319
DELISTED
Callidus Software, Inc.
CALD
– –
-41,401
Closed -$769K
CGI
1320
DELISTED
Celadon Group Inc
CGI
– –
-30,984
Closed -$306K
CUDA
1321
DELISTED
Barracuda Networks, Inc.
CUDA
– –
-16,429
Closed -$307K
BSFT
1322
DELISTED
BroadSoft, Inc.
BSFT
– –
-13,597
Closed -$481K
BV
1323
DELISTED
Bazaarvoice, Inc.
BV
– –
-197,400
Closed -$865K
HSNI
1324
DELISTED
HSN, Inc.
HSNI
– –
-29,479
Closed -$1.49M
POT
1325
DELISTED
Potash Corp Of Saskatchewan
POT
– –
-216,300
Closed -$3.7M
51 52
53
54 55

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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.