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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 | |
|---|---|---|---|---|---|---|
1051
Kroger
KR
$35B
| – | – |
-32,500
| Closed | -$1.36M |
|
1052
KT
KT
$9.42B
| – | – |
-29,936
| Closed | -$357K |
|
1053
Standard BioTools
LAB
$272M
| – | – |
-23,400
| Closed | -$253K |
|
|
HAPN
1054
Happen Inc
HAPN
$2.02B
| – | – |
-19,560
| Closed | -$1.08M |
|
1055
Leidos
LDOS
$16.2B
| – | – |
-29,121
| Closed | -$1.64M |
|
|
LEG
1056
DELISTED
Leggett & Platt
LEG
| – | – |
-8,452
| Closed | -$355K |
|
1057
LGI Homes
LGIH
$1.24B
| – | – |
-70,825
| Closed | -$1.72M |
|
1058
L3Harris
LHX
$47.6B
| – | – |
-7,000
| Closed | -$608K |
|
1059
Alliant Energy
LNT
$17.8B
| – | – |
-26,246
| Closed | -$820K |
|
1060
Lowe's Companies
LOW
$113B
| – | – |
-54,700
| Closed | -$4.16M |
|
1061
LG Display
LPL
$3.26B
| – | – |
-39,910
| Closed | -$417K |
|
1062
LivePerson
LPSN
| – | – |
-6,796
| Closed | -$688K |
|
1063
Liquidity Services
LQDT
$1.3B
| – | – |
-103,100
| Closed | -$670K |
|
1064
Lam Research
LRCX
$401B
| – | – |
-83,320
| Closed | -$662K |
|
1065
Stride
LRN
$3.41B
| – | – |
-28,963
| Closed | -$255K |
|
1066
Lumen
LUMN
$6.85B
| – | – |
-161,463
| Closed | -$4.06M |
|
1067
LSB Industries
LXU
$817M
| – | – |
-47,216
| Closed | -$263K |
|
1068
La-Z-Boy
LZB
$1.27B
| – | – |
-34,899
| Closed | -$852K |
|
1069
Marriott International
MAR
$85.7B
| – | – |
-17,200
| Closed | -$1.15M |
|
1070
MBIA
MBI
$235M
| – | – |
-107,200
| Closed | -$695K |
|
1071
Manulife Financial
MFC
$71.9B
| – | – |
-22,987
| Closed | -$344K |
|
1072
Middleby
MIDD
$4.91B
| – | – |
-3,603
| Closed | -$389K |
|
1073
Maximus
MMS
$2.95B
| – | – |
-4,485
| Closed | -$252K |
|
1074
Merit Medical Systems
MMSI
$5.22B
| – | – |
-35,625
| Closed | -$662K |
|
1075
Altria Group
MO
$114B
| – | – |
-6,100
| Closed | -$355K |
|
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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.