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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 | |
|---|---|---|---|---|---|---|
|
CPHD
401
DELISTED
Cepheid Inc
CPHD
| $724K | 0.08% |
+21,694
| New | +$681K |
|
402
Photronics
PLAB
$1.79B
| $723K | 0.08% |
+69,421
| New | +$749K |
|
403
Generac Holdings
GNRC
$11.9B
| $722K | 0.08% |
19,400
-8,330
| -30% | -$268K |
|
404
Xerox
XRX
$337M
| $721K | 0.08% |
+24,508
| New | +$632K |
|
405
Kulicke & Soffa
KLIC
$5.3B
| $719K | 0.08% |
63,504
+13,804
| +28% | +$150K |
|
|
ECOL
406
DELISTED
US Ecology, Inc.
ECOL
| $718K | 0.08% |
16,265
-3,635
| -18% | -$132K |
|
407
Illumina
ILMN
$29.4B
| $713K | 0.08% |
+4,523
| New | +$691K |
|
408
Aramark
ARMK
$15B
| $712K | 0.08% |
29,778
-10,803
| -27% | -$248K |
|
409
POSCO
PKX
$15.8B
| $708K | 0.08% |
+14,962
| New | +$592K |
|
|
WUBA
410
DELISTED
58.com Inc
WUBA
| $707K | 0.08% |
+12,711
| New | +$702K |
|
|
MBT
411
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
| $703K | 0.08% |
+86,900
| New | +$605K |
|
412
TriNet
TNET
$2.84B
| $702K | 0.08% |
+48,906
| New | +$694K |
|
|
SNV
413
DELISTED
Synovus
SNV
| $698K | 0.08% |
+24,149
| New | +$692K |
|
|
TIME
414
DELISTED
Time Inc.
TIME
| $694K | 0.08% |
44,971
+11,071
| +33% | +$159K |
|
|
ELGX
415
DELISTED
Endologix Inc
ELGX
| $693K | 0.08% |
8,284
+5,977
| +259% | +$493K |
|
416
TETRA Technologies
TTI
$1.23B
| $692K | 0.08% |
108,963
-75,408
| -41% | -$442K |
|
417
Old Republic International
ORI
$10.3B
| $689K | 0.08% |
+37,700
| New | +$680K |
|
418
Marcus & Millichap
MMI
$1.15B
| $687K | 0.08% |
27,039
+12,859
| +91% | +$301K |
|
|
RAD
419
DELISTED
Rite Aid Corporation
RAD
| $686K | 0.08% |
+4,208
| New | +$664K |
|
420
Meta Platforms (Facebook)
META
$1.51T
| $685K | 0.08% |
+6,000
| New | +$633K |
|
|
DANG
421
DELISTED
E-COMMERCE CHINA DANGDANG INC SPNSRD ADS REP COM CL A (CYM)
DANG
| $684K | 0.08% |
+95,893
| New | +$642K |
|
|
ECHO
422
DELISTED
Echo Global Logistics, Inc.
ECHO
| $680K | 0.08% |
25,049
-34,751
| -58% | -$828K |
|
|
GTLS
423
DELISTED
Chart Industries
GTLS
| $678K | 0.08% |
+31,200
| New | +$557K |
|
424
KBR
KBR
$4.68B
| $677K | 0.08% |
43,761
-7,825
| -15% | -$111K |
|
|
CNCE
425
DELISTED
Concert Pharmaceuticals, Inc.
CNCE
| $677K | 0.08% |
49,568
+25,488
| +106% | +$367K |
|
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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.