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TI

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
LGF
1351
DELISTED
Lions Gate Entertainment
LGF
– –
-14,100
Closed -$457K
TLN
1352
DELISTED
Talen Energy Corporation
TLN
– –
-73,984
Closed -$461K
IM
1353
DELISTED
Ingram Micro
IM
– –
-35,900
Closed -$1.09M
SEMI
1354
DELISTED
SunEdison Semiconductor Limited
SEMI
– –
-79,200
Closed -$621K
ININ
1355
DELISTED
Interactive Intelligence Group, inc.
ININ
– –
-12,075
Closed -$379K
AEGR
1356
DELISTED
Aegerion Pharmaceuticals
AEGR
– –
-70,794
Closed -$715K
AVG
1357
DELISTED
AVG Technologies N.V.
AVG
– –
-42,709
Closed -$856K
RSTI
1358
DELISTED
Rofin-Sinar Technologies Inc
RSTI
– –
-10,379
Closed -$278K
PSG
1359
DELISTED
Performance Sports Group Ltd.
PSG
– –
-16,107
Closed -$155K
ITC
1360
DELISTED
ITC HOLDINGS CORP
ITC
– –
-5,531
Closed -$217K
OUTR
1361
DELISTED
OUTERWALL INC
OUTR
– –
-10,300
Closed -$376K
MFRM
1362
DELISTED
MATTRESS FIRM HLDG CORP COM STK (DE)
MFRM
– –
-67,187
Closed -$3M
MKTO
1363
DELISTED
MARKETO INC COM STK (DE)
MKTO
– –
-14,991
Closed -$430K
BIN
1364
DELISTED
PROGRESSIVE WASTE SOLUTIONS LTD COM
BIN
– –
-10,200
Closed -$240K
ARG
1365
DELISTED
Airgas Inc
ARG
– –
-2,279
Closed -$315K
ADT
1366
DELISTED
ADT Corp
ADT
– –
-19,800
Closed -$653K
TFM
1367
DELISTED
THE FRESH MARKET, INC COM STK
TFM
– –
-11,707
Closed -$274K
RJET
1368
DELISTED
REPUBLIC AWYS HLDGS INC
RJET
– –
-44,395
Closed -$174K
ZGNX
1369
DELISTED
Zogenix, Inc.
ZGNX
– –
-66,331
Closed -$978K
TACO
1370
DELISTED
Del Taco Restaurants, Inc. Common Stock
TACO
– –
-11,632
Closed -$124K
EGL
1371
DELISTED
Engility Holdings, Inc.
EGL
– –
-13,299
Closed -$432K
FBC
1372
DELISTED
Flagstar Bancorp, Inc. New
FBC
– –
-17,562
Closed -$406K
AWH
1373
DELISTED
Allied World Assurance Co Hld Lt
AWH
– –
-9,275
Closed -$345K
HIBB
1374
DELISTED
Hibbett, Inc. Common Stock
HIBB
– –
-29,015
Closed -$877K
SIVB
1375
DELISTED
SVB Financial Group
SIVB
– –
-16,000
Closed -$1.9M
53 54
55
56 57

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CM
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X
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WHG
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PSCM
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BIP
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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.