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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 | |
|---|---|---|---|---|---|---|
301
Apogee Enterprises
APOG
$850M
| $994K | 0.12% |
22,652
-16,334
| -42% | -$648K |
|
302
AAR Corp
AIR
$5.15B
| $989K | 0.12% |
42,518
+27,622
| +185% | +$598K |
|
|
AXLL
303
DELISTED
AXIALL CORP COM STK (DE)
AXLL
| $988K | 0.12% |
45,230
+5,230
| +13% | +$92.2K |
|
|
ADMS
304
DELISTED
Adamas Pharmaceuticals
ADMS
| $983K | 0.12% |
+68,000
| New | +$1.15M |
|
305
Avis
CAR
$5.63B
| $977K | 0.11% |
+35,700
| New | +$975K |
|
306
Oxford Industries
OXM
$577M
| $975K | 0.11% |
14,508
+6,708
| +86% | +$457K |
|
|
MRSH
307
Marsh
MRSH
$86.3B
| $973K | 0.11% |
16,000
+10,800
| +208% | +$605K |
|
|
SCG
308
DELISTED
Scana
SCG
| $968K | 0.11% |
+13,800
| New | +$892K |
|
309
KB Home
KBH
$3.48B
| $967K | 0.11% |
+67,700
| New | +$790K |
|
|
HOUS
310
DELISTED
Anywhere Real Estate
HOUS
| $964K | 0.11% |
+26,700
| New | +$874K |
|
311
Genesco
GCO
$396M
| $961K | 0.11% |
+13,300
| New | +$858K |
|
312
Puma Biotechnology
PBYI
$406M
| $957K | 0.11% |
+32,600
| New | +$1.47M |
|
313
Green Plains
GPRE
$1.19B
| $942K | 0.11% |
59,000
+31,071
| +111% | +$500K |
|
314
Carlisle Companies
CSL
$13.6B
| $935K | 0.11% |
+9,400
| New | +$829K |
|
315
Ulta Beauty
ULTA
$20.4B
| $930K | 0.11% |
+4,800
| New | +$836K |
|
316
Wolverine World Wide
WWW
$1.54B
| $930K | 0.11% |
50,500
-14,787
| -23% | -$258K |
|
317
Melco Resorts & Entertainment
MLCO
$2.1B
| $926K | 0.11% |
+56,104
| New | +$851K |
|
318
Ameriprise Financial
AMP
$46.8B
| $921K | 0.11% |
9,800
-5,841
| -37% | -$524K |
|
319
LCI Industries
LCII
$2.51B
| $916K | 0.11% |
+14,207
| New | +$835K |
|
320
Moelis & Co
MC
$4.98B
| $916K | 0.11% |
32,452
+12,029
| +59% | +$308K |
|
321
Insulet
PODD
$11.3B
| $916K | 0.11% |
27,619
+21,728
| +369% | +$682K |
|
322
Bloomin' Brands
BLMN
$680M
| $914K | 0.11% |
54,200
-75,273
| -58% | -$1.27M |
|
323
Vertex Pharmaceuticals
VRTX
$121B
| $914K | 0.11% |
11,500
-6,300
| -35% | -$570K |
|
|
GWPH
324
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
| $912K | 0.11% |
12,643
-11,076
| -47% | -$608K |
|
|
FLTX
325
DELISTED
Fleetmatics Group PLC
FLTX
| $912K | 0.11% |
+22,400
| New | +$927K |
|
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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.