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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 | |
|---|---|---|---|---|---|---|
|
WCN
126
Waste Connections
WCN
$41B
| $1.86M | 0.22% |
+43,245
| New | +$1.74M |
|
|
BRSL
127
Brightstar Lottery PLC
BRSL
$2.03B
| $1.86M | 0.22% |
+101,884
| New | +$1.55M |
|
|
NVO
128
Novo Nordisk
NVO
$200B
| $1.86M | 0.22% |
+68,628
| New | +$1.84M |
|
129
KeyCorp
KEY
$23.3B
| $1.85M | 0.22% |
+168,000
| New | +$1.88M |
|
130
VF Corp
VFC
$5.19B
| $1.85M | 0.22% |
+30,373
| New | +$1.76M |
|
|
ETFC
131
DELISTED
E*Trade Financial Corporation
ETFC
| $1.85M | 0.22% |
75,544
+57,444
| +317% | +$1.39M |
|
|
TIF
132
DELISTED
Tiffany & Co.
TIF
| $1.84M | 0.22% |
+25,116
| New | +$1.69M |
|
|
TPH
133
DELISTED
Tri Pointe Homes
TPH
| $1.84M | 0.22% |
156,061
+27,122
| +21% | +$286K |
|
|
SAVE
134
DELISTED
Spirit Airlines, Inc.
SAVE
| $1.84M | 0.22% |
+38,270
| New | +$1.71M |
|
135
H.B. Fuller
FUL
$2.85B
| $1.83M | 0.21% |
+43,200
| New | +$1.62M |
|
|
CIT
136
DELISTED
CIT Group Inc.
CIT
| $1.83M | 0.21% |
+59,000
| New | +$1.86M |
|
137
NVIDIA
NVDA
$5.45T
| $1.82M | 0.21% |
+2,040,000
| New | +$1.56M |
|
138
Abbott
ABT
$183B
| $1.79M | 0.21% |
+42,900
| New | +$1.7M |
|
139
Chevron
CVX
$412B
| $1.78M | 0.21% |
18,700
+10,300
| +123% | +$901K |
|
140
Werner Enterprises
WERN
$2.39B
| $1.78M | 0.21% |
65,600
+17,610
| +37% | +$447K |
|
141
Qualcomm
QCOM
$186B
| $1.78M | 0.21% |
34,800
-30,500
| -47% | -$1.49M |
|
142
American Eagle Outfitters
AEO
$2.89B
| $1.78M | 0.21% |
106,600
-74,646
| -41% | -$1.12M |
|
|
SEE
143
DELISTED
Sealed Air
SEE
| $1.77M | 0.21% |
36,956
+14,043
| +61% | +$615K |
|
|
SPLS
144
DELISTED
Staples Inc
SPLS
| $1.77M | 0.21% |
160,707
-277,959
| -63% | -$2.61M |
|
145
CNO Financial Group
CNO
$5.11B
| $1.77M | 0.21% |
+98,774
| New | +$1.72M |
|
|
TSS
146
DELISTED
Total System Services, Inc.
TSS
| $1.77M | 0.21% |
37,119
+27,024
| +268% | +$1.18M |
|
147
Elevance Health
ELV
$87.2B
| $1.76M | 0.21% |
+12,700
| New | +$1.7M |
|
148
Scorpio Tankers
STNG
$4.11B
| $1.76M | 0.21% |
+30,217
| New | +$1.79M |
|
149
Thermo Fisher Scientific
TMO
$223B
| $1.76M | 0.21% |
+12,400
| New | +$1.66M |
|
150
HF Sinclair
DINO
$19.3B
| $1.74M | 0.2% |
49,305
-110,195
| -69% | -$3.8M |
|
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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.