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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
KNL
1376
DELISTED
Knoll, Inc.
KNL
– –
-16,091
Closed -$303K
WLL
1377
DELISTED
Whiting Petroleum Corporation
WLL
– –
-852
Closed -$2.41M
BDSI
1378
DELISTED
BioDelivery Sciences International, Inc.
BDSI
– –
-48,184
Closed -$231K
CHU
1379
DELISTED
China Unicom (HONG KONG) Limited
CHU
– –
-44,500
Closed -$537K
FTR
1380
DELISTED
Frontier Communications Corp.
FTR
– –
-10,047
Closed -$704K
TRCO
1381
DELISTED
TRIBUNE MEDIA COMPANY CLASS A
TRCO
– –
-7,200
Closed -$243K
WR
1382
DELISTED
Westar Energy Inc
WR
– –
-16,273
Closed -$690K
AFAM
1383
DELISTED
Almost Family Inc
AFAM
– –
-11,300
Closed -$432K
BCR
1384
DELISTED
CR Bard Inc.
BCR
– –
-9,830
Closed -$1.86M
NDRM
1385
DELISTED
NeuroDerm Ltd. Ordinary Shares
NDRM
– –
-12,798
Closed -$218K
DGI
1386
DELISTED
DigitalGlobe Inc.
DGI
– –
-107,900
Closed -$1.69M
WNR
1387
DELISTED
Western Refining Inc
WNR
– –
-158,900
Closed -$5.66M
WWAV
1388
DELISTED
The WhiteWave Foods Company
WWAV
– –
-52,613
Closed -$2.05M
NTT
1389
DELISTED
Nippon Telegraph & Telephone
NTT
– –
-21,100
Closed -$839K
CKEC
1390
DELISTED
Carmike Cinemas Inc
CKEC
– –
-39,475
Closed -$906K
MWW
1391
DELISTED
Monster Worldwide Inc
MWW
– –
-40,026
Closed -$229K
RPTP
1392
DELISTED
RAPTOR PHARMACEUTICAL CORP COM STK (DE)
RPTP
– –
-114,326
Closed -$594K
MDVN
1393
DELISTED
MEDIVATION, INC.
MDVN
– –
-14,107
Closed -$682K
QLIK
1394
DELISTED
QLIK TECHNOLOGIES INC COM STK (DE)
QLIK
– –
-28,611
Closed -$906K
QIHU
1395
DELISTED
QIHOO 360 TECHNOLOGY CO LTD ADS RPSTG 3 CL A SHS
QIHU
– –
-5,304
Closed -$386K
DCOM
1396
DELISTED
Dime Community Bancshares
DCOM
– –
-27,612
Closed -$483K
GOLD
1397
DELISTED
Randgold Resources Ltd
GOLD
– –
-9,966
Closed -$613K
ENV
1398
DELISTED
ENVESTNET, INC.
ENV
– –
-22,400
Closed -$669K
AMCC
1399
DELISTED
Applied Micro Circuits Corporation New
AMCC
– –
-51,747
Closed -$330K
GCI
1400
DELISTED
Gannett Co., Inc
GCI
– –
-36,362
Closed -$592K
53 54 55
56
57

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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.