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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 | |
|---|---|---|---|---|---|---|
1101
Olin
OLN
$2.04B
| – | – |
-82,611
| Closed | -$1.43M |
|
1102
OneMain Financial
OMF
$7.28B
| – | – |
-21,164
| Closed | -$879K |
|
1103
ON Semiconductor
ON
$27.7B
| – | – |
-56,500
| Closed | -$554K |
|
1104
Opko Health
OPK
$1.19B
| – | – |
-41,570
| Closed | -$418K |
|
1105
OSI Systems
OSIS
$3.26B
| – | – |
-5,500
| Closed | -$488K |
|
1106
OraSure Technologies
OSUR
$234M
| – | – |
-91,886
| Closed | -$592K |
|
1107
Ovintiv
OVV
$17.7B
| – | – |
-62,951
| Closed | -$1.6M |
|
1108
Bank OZK
OZK
$5.37B
| – | – |
-15,100
| Closed | -$747K |
|
1109
Penske Automotive Group
PAG
$14.2B
| – | – |
-66,700
| Closed | -$2.82M |
|
1110
Palo Alto Networks
PANW
$275B
| – | – |
-37,230
| Closed | -$1.09M |
|
1111
Paycom
PAYC
$9.88B
| – | – |
-7,700
| Closed | -$290K |
|
1112
Pitney Bowes
PBI
$2.33B
| – | – |
-37,650
| Closed | -$777K |
|
1113
Precigen
PGEN
$2.46B
| – | – |
-86,688
| Closed | -$2.59M |
|
1114
Parker-Hannifin
PH
$120B
| – | – |
-37,600
| Closed | -$3.65M |
|
1115
Plexus
PLXS
$6.66B
| – | – |
-12,941
| Closed | -$452K |
|
1116
Pinnacle West Capital
PNW
$11.9B
| – | – |
-4,816
| Closed | -$311K |
|
1117
Pool Corp
POOL
$6.44B
| – | – |
-6,097
| Closed | -$493K |
|
|
PRA
1118
DELISTED
ProAssurance
PRA
| – | – |
-26,400
| Closed | -$1.28M |
|
1119
PRA Group
PRAA
$719M
| – | – |
-57,707
| Closed | -$2M |
|
1120
Perrigo
PRGO
$2.02B
| – | – |
-20,200
| Closed | -$2.92M |
|
1121
Pricesmart
PSMT
$5.34B
| – | – |
-9,600
| Closed | -$797K |
|
1122
Qualys
QLYS
$5.89B
| – | – |
-49,011
| Closed | -$1.62M |
|
1123
Qorvo
QRVO
$9.18B
| – | – |
-30,100
| Closed | -$1.53M |
|
1124
Ryder
R
$9.47B
| – | – |
-45,000
| Closed | -$2.56M |
|
1125
RB Global
RBA
$15.2B
| – | – |
-15,389
| Closed | -$371K |
|
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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.