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Trexquant Investment Portfolio holdings
AUM
$17B
1-Year Est. Return
39.66%
This Fund
S&P 500
This Quarter
Est. Return
-0.9%
1 Year Est. Return
+39.66%
3 Year Est. Return
+112.15%
5 Year Est. Return
+98.93%
10 Year Est. Return
+403.68%
AUM
$854M
AUM Growth
-$282M
(-25%)
Cap. Flow
-$282M
Cap. Flow
% of AUM
-32.99%
Top 10 Holdings %
Top 10 Hldgs %
5.13%
Holding
1,402
New
430
Increased
193
Reduced
244
Closed
534
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
GameStop
GME
|
+$4.36M |
| 2 |
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 |
Williams Companies
WMB
|
+$5.62M |
| 4 |
VIAB
Viacom Inc. Class B
VIAB
|
+$5.14M |
| 5 |
DaVita
DVA
|
+$4.9M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 17.42% |
| 2 | Industrials | 13.89% |
| 3 | Financials | 13.86% |
| 4 | Healthcare | 13.35% |
| 5 | Technology | 11.41% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
651
Manhattan Associates
MANH
$12.1B
| $387K | 0.05% |
6,800
-5,700
| -46% | -$317K |
|
652
FreightCar America
RAIL
$241M
| $387K | 0.05% |
24,844
-5,942
| -19% | -$103K |
|
|
SPTN
653
DELISTED
SpartanNash
SPTN
| $387K | 0.05% |
12,781
-48,719
| -79% | -$1.15M |
|
654
TransUnion
TRU
$14.9B
| $385K | 0.05% |
+13,937
| New | +$353K |
|
655
US Physical Therapy
USPH
$1.17B
| $385K | 0.05% |
+7,746
| New | +$385K |
|
|
LTRPA
656
DELISTED
Liberty TripAdvisor Holdings, Inc. Series A
LTRPA
| $385K | 0.05% |
+17,369
| New | +$382K |
|
|
MESG
657
DELISTED
XURA INC COM (DE)
MESG
| $384K | 0.05% |
+19,530
| New | +$401K |
|
|
DDC
658
DELISTED
Dominion Diamond Corporation
DDC
| $384K | 0.05% |
+34,651
| New | +$379K |
|
|
NXTM
659
DELISTED
NxStage Medical Inc.
NXTM
| $382K | 0.04% |
25,500
-32,200
| -56% | -$540K |
|
660
Materion
MTRN
$5.33B
| $381K | 0.04% |
14,394
+333
| +2% | +$8.29K |
|
661
NRG Energy
NRG
$25.1B
| $378K | 0.04% |
+29,033
| New | +$332K |
|
|
HRG
662
DELISTED
HRG Group, Inc.
HRG
| $378K | 0.04% |
+27,100
| New | +$329K |
|
663
Semtech
SMTC
$15.2B
| $376K | 0.04% |
17,121
-9,394
| -35% | -$181K |
|
664
Immersion
IMMR
$253M
| $373K | 0.04% |
45,200
+5,700
| +14% | +$47.1K |
|
665
MasTec
MTZ
$19.8B
| $373K | 0.04% |
+18,437
| New | +$302K |
|
|
SYKE
666
DELISTED
SYKES Enterprises Inc
SYKE
| $371K | 0.04% |
+12,300
| New | +$359K |
|
667
HubSpot
HUBS
$12B
| $368K | 0.04% |
+8,447
| New | +$363K |
|
|
PRTY
668
DELISTED
Party City Holdco Inc.
PRTY
| $368K | 0.04% |
24,456
+7,616
| +45% | +$83.9K |
|
|
SYNT
669
DELISTED
Syntel Inc
SYNT
| $367K | 0.04% |
+7,352
| New | +$337K |
|
670
MKS Inc
MKSI
$18B
| $366K | 0.04% |
9,728
-5,879
| -38% | -$201K |
|
|
TBI
671
Trueblue
TBI
$286M
| $366K | 0.04% |
14,000
-21,416
| -60% | -$496K |
|
|
WDR
672
DELISTED
Waddell & Reed Financial, Inc.
WDR
| $366K | 0.04% |
15,552
-76,907
| -83% | -$1.87M |
|
|
ELNK
673
DELISTED
EarthLink Holdings Corp.
ELNK
| $365K | 0.04% |
64,408
+25,208
| +64% | +$147K |
|
674
Federal Signal
FSS
$7.22B
| $363K | 0.04% |
27,400
+13,616
| +99% | +$187K |
|
675
Motorcar Parts of America
MPAA
$222M
| $363K | 0.04% |
9,560
-7,979
| -45% | -$272K |
|
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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 16% 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.