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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
PMC
1326
DELISTED
PharMerica Corporation
PMC
– –
-30,140
Closed -$1.05M
RICE
1327
DELISTED
Rice Energy Inc.
RICE
– –
-155,046
Closed -$1.69M
ATW
1328
DELISTED
Atwood Oceanics
ATW
– –
-237,020
Closed -$2.42M
ALR
1329
DELISTED
Alere Inc
ALR
– –
-44,800
Closed -$1.75M
MACK
1330
DELISTED
Merrimack Pharmaceuticals, Inc.
MACK
– –
-11,325
Closed -$704K
NSR
1331
DELISTED
Neustar Inc
NSR
– –
-36,630
Closed -$878K
KCG
1332
DELISTED
KCG Holdings, Inc.
KCG
– –
-40,048
Closed -$493K
ALJ
1333
DELISTED
Alon USA Energy Inc
ALJ
– –
-10,600
Closed -$157K
PVTB
1334
DELISTED
PrivateBancorp Inc
PVTB
– –
-18,460
Closed -$757K
CIE
1335
DELISTED
Cobalt International Energy, Inc
CIE
– –
-8,574
Closed -$694K
VAL
1336
DELISTED
Valspar
VAL
– –
-3,672
Closed -$305K
JNS
1337
DELISTED
Janus Capital Group Inc
JNS
– –
-62,377
Closed -$879K
ISLE
1338
DELISTED
Isle of Capri Casinos Inc
ISLE
– –
-116,880
Closed -$1.63M
ZLTQ
1339
DELISTED
ZELTIQ Aesthetics, Inc.
ZLTQ
– –
-57,500
Closed -$1.64M
CEB
1340
DELISTED
CEB Inc.
CEB
– –
-41,877
Closed -$2.57M
ENH
1341
DELISTED
Endurance Specialty Holdings Ltd
ENH
– –
-7,300
Closed -$467K
GK
1342
DELISTED
G&K Services Inc
GK
– –
-3,184
Closed -$200K
TSL
1343
DELISTED
Trina Solar Limited
TSL
– –
-70,609
Closed -$778K
HAR
1344
DELISTED
Harman International Industries
HAR
– –
-34,503
Closed -$3.25M
IOC
1345
DELISTED
Interoil Corporation
IOC
– –
-21,848
Closed -$686K
VASC
1346
DELISTED
Vascular Solutions Inc
VASC
– –
-7,999
Closed -$275K
ARIA
1347
DELISTED
Ariad Pharmaceuticals Inc
ARIA
– –
-76,426
Closed -$478K
IQNT
1348
DELISTED
Inteliquent, Inc.
IQNT
– –
-21,811
Closed -$388K
TMH
1349
DELISTED
Team Health Holdings Inc
TMH
– –
-44,494
Closed -$1.95M
APOL
1350
DELISTED
Apollo Education Group Inc Class A
APOL
– –
-92,665
Closed -$711K
52 53
54
55 56

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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.