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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 | |
|---|---|---|---|---|---|---|
901
Atmos Energy
ATO
$28.4B
| – | – |
-25,600
| Closed | -$1.61M |
|
902
Avient
AVNT
$3.91B
| – | – |
-13,036
| Closed | -$414K |
|
903
American Water Works
AWK
$27.9B
| – | – |
-10,700
| Closed | -$639K |
|
904
Acuity Brands
AYI
$9.74B
| – | – |
-5,890
| Closed | -$1.38M |
|
905
AutoZone
AZO
$48.2B
| – | – |
-3,100
| Closed | -$2.3M |
|
906
Booz Allen Hamilton
BAH
$8.67B
| – | – |
-52,600
| Closed | -$1.62M |
|
907
Ball Corp
BALL
$16.2B
| – | – |
-40,138
| Closed | -$1.46M |
|
908
Brunswick
BC
$4.66B
| – | – |
-26,480
| Closed | -$1.34M |
|
909
Brink's
BCO
$4.34B
| – | – |
-10,900
| Closed | -$315K |
|
910
Barclays
BCS
$89.8B
| – | – |
-51,531
| Closed | -$626K |
|
911
Belden
BDC
$4.77B
| – | – |
-45,871
| Closed | -$2.19M |
|
912
BHP
BHP
$234B
| – | – |
-10,650
| Closed | -$245K |
|
913
Blackbaud
BLKB
$2.05B
| – | – |
-7,300
| Closed | -$481K |
|
914
Brookfield
BN
$87.7B
| – | – |
-51,826
| Closed | -$574K |
|
915
Scotiabank
BNS
$113B
| – | – |
-25,374
| Closed | -$1M |
|
916
BP
BP
$116B
| – | – |
-27,419
| Closed | -$721K |
|
917
Broadridge
BR
$19.2B
| – | – |
-32,000
| Closed | -$1.72M |
|
918
Brady Corp
BRC
$4.16B
| – | – |
-61,790
| Closed | -$1.42M |
|
919
Burlington
BURL
$16B
| – | – |
-98,706
| Closed | -$4.23M |
|
|
NXH
920
Neighborhood Intelligence Inc
NXH
$368M
| – | – |
-21,959
| Closed | -$203K |
|
921
Beazer Homes USA
BZH
$887M
| – | – |
-73,180
| Closed | -$841K |
|
922
Casey's General Stores
CASY
$27.1B
| – | – |
-10,800
| Closed | -$1.3M |
|
923
CBRE Group
CBRE
$41.2B
| – | – |
-7,579
| Closed | -$262K |
|
924
Community Bank
CBU
$3.32B
| – | – |
-5,170
| Closed | -$206K |
|
925
Carnival Corporation Ltd
CCL
$31.8B
| – | – |
-26,100
| Closed | -$1.42M |
|
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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.