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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 | |
|---|---|---|---|---|---|---|
|
JNPR
501
DELISTED
Juniper Networks
JNPR
| $556K | 0.07% |
21,800
-43,335
| -67% | -$1.08M |
|
502
Vishay Intertechnology
VSH
$5.86B
| $556K | 0.07% |
+45,506
| New | +$523K |
|
503
Polaris
PII
$4.15B
| $554K | 0.06% |
+5,627
| New | +$488K |
|
504
Hanover Insurance
THG
$7.63B
| $554K | 0.06% |
+6,144
| New | +$507K |
|
|
AXON
505
Axon Enterprise
AXON
$40.5B
| $550K | 0.06% |
28,000
-5,940
| -18% | -$102K |
|
506
Magna International
MGA
$17.9B
| $544K | 0.06% |
12,663
-60,225
| -83% | -$2.24M |
|
|
LTXB
507
DELISTED
LegacyTexas Financial Group Inc
LTXB
| $542K | 0.06% |
27,594
+5,337
| +24% | +$104K |
|
|
SCS
508
DELISTED
Steelcase
SCS
| $541K | 0.06% |
+36,273
| New | +$482K |
|
509
Essential Utilities
WTRG
$11.2B
| $541K | 0.06% |
+17,000
| New | +$526K |
|
510
Magnite
MGNI
$2.65B
| $540K | 0.06% |
+29,547
| New | +$452K |
|
511
Viatris
VTRS
$20.1B
| $538K | 0.06% |
+11,600
| New | +$560K |
|
512
Microsoft
MSFT
$2.84T
| $536K | 0.06% |
+9,700
| New | +$508K |
|
513
WisdomTree
WT
$2.97B
| $534K | 0.06% |
46,702
-51,298
| -52% | -$616K |
|
|
CSII
514
DELISTED
Cardiovascular Systems, Inc.
CSII
| $532K | 0.06% |
+51,325
| New | +$520K |
|
|
TBRG
515
DELISTED
TruBridge
TBRG
| $531K | 0.06% |
+10,181
| New | +$539K |
|
516
Stellantis
STLA
$16.5B
| $530K | 0.06% |
66,394
+16,323
| +33% | +$118K |
|
517
Expro Ltd
XPRO
$1.79B
| $530K | 0.06% |
5,356
-2,461
| -31% | -$214K |
|
518
DigitalBridge
DBRG
$2.94B
| $529K | 0.06% |
11,662
+8,387
| +256% | +$371K |
|
519
ITT
ITT
$17.5B
| $529K | 0.06% |
14,350
-25,166
| -64% | -$858K |
|
520
Caleres
CAL
$396M
| $528K | 0.06% |
18,680
-33,579
| -64% | -$893K |
|
|
ENIA
521
DELISTED
Enel Amricas S.A. American Depositary Shares (Each representing 50 shares of Common Stock)
ENIA
| $528K | 0.06% |
+70,452
| New | +$472K |
|
522
Idacorp
IDA
$8.23B
| $524K | 0.06% |
+7,029
| New | +$496K |
|
|
TECD
523
DELISTED
Tech Data Corp
TECD
| $524K | 0.06% |
+6,828
| New | +$469K |
|
524
Douglas Dynamics
PLOW
$1.07B
| $520K | 0.06% |
+22,699
| New | +$456K |
|
525
A10 Networks
ATEN
$2.47B
| $519K | 0.06% |
87,658
+9,858
| +13% | +$58.8K |
|
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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.