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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 | |
|---|---|---|---|---|---|---|
|
DF
376
DELISTED
Dean Foods Company
DF
| $787K | 0.09% |
45,423
+29,879
| +192% | +$565K |
|
377
Ross Stores
ROST
$76.6B
| $782K | 0.09% |
13,500
-9,800
| -42% | -$544K |
|
378
Nexstar Media Group
NXST
$5.6B
| $776K | 0.09% |
+17,530
| New | +$793K |
|
379
Navient
NAVI
$774M
| $772K | 0.09% |
64,500
-11,454
| -15% | -$119K |
|
|
TCF
380
DELISTED
TCF Financial Corporation
TCF
| $770K | 0.09% |
62,800
-20,600
| -25% | -$247K |
|
381
PG&E
PCG
$47.8B
| $764K | 0.09% |
12,800
-6,100
| -32% | -$340K |
|
|
ABCO
382
DELISTED
Advisory Board Co
ABCO
| $764K | 0.09% |
+23,700
| New | +$885K |
|
383
Citigroup
C
$222B
| $760K | 0.09% |
18,200
+6,200
| +52% | +$259K |
|
|
CALY
384
Callaway Golf Company
CALY
$3.26B
| $752K | 0.09% |
82,460
-31,175
| -27% | -$273K |
|
385
Portland General Electric
POR
$6.02B
| $750K | 0.09% |
+18,983
| New | +$727K |
|
386
Avnet
AVT
$7.33B
| $749K | 0.09% |
16,900
-27,600
| -62% | -$1.13M |
|
387
Globe Life
GL
$13.5B
| $749K | 0.09% |
13,823
-7,977
| -37% | -$425K |
|
388
Restaurant Brands International
QSR
$25.1B
| $746K | 0.09% |
+19,200
| New | +$668K |
|
389
Snap-on
SNA
$20.9B
| $743K | 0.09% |
+4,732
| New | +$725K |
|
|
NILE
390
DELISTED
Blue Nile, Inc.
NILE
| $740K | 0.09% |
+28,785
| New | +$843K |
|
|
PTR
391
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
| $738K | 0.09% |
11,127
+6,716
| +152% | +$424K |
|
|
ITG
392
DELISTED
Investment Technology Group Inc
ITG
| $738K | 0.09% |
+33,379
| New | +$612K |
|
393
Myriad Genetics
MYGN
$530M
| $737K | 0.09% |
+19,684
| New | +$742K |
|
|
CHMT
394
DELISTED
Chemtura Corporation
CHMT
| $734K | 0.09% |
27,796
+16,351
| +143% | +$418K |
|
|
BEAV
395
DELISTED
B/E Aerospace Inc
BEAV
| $733K | 0.09% |
15,900
-435
| -3% | -$18.6K |
|
396
Jones Lang LaSalle
JLL
$15.1B
| $727K | 0.09% |
6,200
-2,440
| -28% | -$296K |
|
397
Dave & Buster's
PLAY
$343M
| $727K | 0.09% |
18,757
+1,157
| +7% | +$42.3K |
|
|
BOBE
398
DELISTED
Bob Evans Farms, Inc.
BOBE
| $726K | 0.09% |
15,558
-7,124
| -31% | -$301K |
|
399
Lithia Motors
LAD
$7.78B
| $725K | 0.08% |
8,300
+2,525
| +44% | +$217K |
|
|
PRO
400
DELISTED
PROS Holdings
PRO
| $725K | 0.08% |
+61,535
| New | +$793K |
|
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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.