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Trexquant Investment Portfolio holdings
AUM
$13.9B
1-Year Est. Return
31.98%
This Fund
S&P 500
This Quarter
Est. Return
-0.9%
1 Year Est. Return
+31.98%
3 Year Est. Return
+90.18%
5 Year Est. Return
+73.02%
10 Year Est. Return
+326.84%
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 | 16.65% |
| 2 | Industrials | 13.95% |
| 3 | Financials | 13.6% |
| 4 | Healthcare | 12.04% |
| 5 | Technology | 10.45% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
FTD
226
DELISTED
FTD Companies, Inc. Common Stock
FTD
| $1.23M | 0.14% |
+47,015
| New | +$1.14M |
|
227
Crane NXT
CXT
$3.04B
| $1.23M | 0.14% |
65,610
+19,019
| +41% | +$325K |
|
228
Atlantic Union Bankshares
AUB
$5.99B
| $1.23M | 0.14% |
+49,734
| New | +$1.15M |
|
|
ARMH
229
DELISTED
ARM HOLDINGS PLC ADS
ARMH
| $1.22M | 0.14% |
28,000
+17,200
| +159% | +$720K |
|
230
AerCap
AER
$23.9B
| $1.22M | 0.14% |
31,487
+13,526
| +75% | +$466K |
|
231
Fluor
FLR
$7.29B
| $1.21M | 0.14% |
+22,600
| New | +$1.06M |
|
232
Cooper-Standard Automotive
CPS
$504M
| $1.2M | 0.14% |
+16,757
| New | +$1.19M |
|
233
Jazz Pharmaceuticals
JAZZ
$15.9B
| $1.2M | 0.14% |
9,200
-9,300
| -50% | -$1.16M |
|
234
Agilent Technologies
A
$39.1B
| $1.2M | 0.14% |
+30,100
| New | +$1.15M |
|
235
Moody's
MCO
$81.7B
| $1.2M | 0.14% |
12,400
+2,800
| +29% | +$252K |
|
236
Motorola Solutions
MSI
$69.4B
| $1.2M | 0.14% |
+15,800
| New | +$1.07M |
|
237
Children's Place
PLCE
$53.6M
| $1.19M | 0.14% |
+14,295
| New | +$971K |
|
238
Edwards Lifesciences
EW
$47.6B
| $1.19M | 0.14% |
40,500
+26,328
| +186% | +$726K |
|
|
RATE
239
DELISTED
Bankrate Inc
RATE
| $1.19M | 0.14% |
129,400
+27,700
| +27% | +$289K |
|
240
Phillips 66
PSX
$82.9B
| $1.19M | 0.14% |
13,700
-34,771
| -72% | -$2.83M |
|
|
DWA
241
DELISTED
DREAMWORKS ANIMATION SKG INC CL-A
DWA
| $1.18M | 0.14% |
+47,273
| New | +$1.16M |
|
|
HMSY
242
DELISTED
HMS Holdings Corp.
HMSY
| $1.17M | 0.14% |
+81,740
| New | +$1.01M |
|
243
Marvell Technology
MRVL
$174B
| $1.17M | 0.14% |
+113,400
| New | +$1.05M |
|
|
GES
244
DELISTED
Guess Inc
GES
| $1.16M | 0.14% |
62,000
-35,187
| -36% | -$677K |
|
|
AVDL
245
DELISTED
Avadel Pharmaceuticals
AVDL
| $1.16M | 0.14% |
+105,369
| New | +$1.05M |
|
|
SCHW
246
Charles Schwab
SCHW
$177B
| $1.16M | 0.14% |
+41,500
| New | +$1.1M |
|
247
Liberty Broadband Class C
LBRDK
$4.15B
| $1.16M | 0.14% |
+20,000
| New | +$1.01M |
|
248
Merck
MRK
$324B
| $1.16M | 0.14% |
+22,951
| New | +$1.12M |
|
249
Weibo
WB
$1.9B
| $1.16M | 0.14% |
64,505
+20,555
| +47% | +$331K |
|
250
Caesarstone
CSTE
$72.3M
| $1.15M | 0.13% |
+33,476
| New | +$1.2M |
|
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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 15% 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.