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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 | |
|---|---|---|---|---|---|---|
526
Interparfums
IPAR
$3.92B
| $519K | 0.06% |
16,810
-4,276
| -20% | -$112K |
|
527
Johnson Controls International
JCI
$87.5B
| $518K | 0.06% |
12,702
-28,936
| -69% | -$1.1M |
|
|
DRII
528
DELISTED
DIAMOND RESORTS INTL, INC
DRII
| $518K | 0.06% |
21,300
-56,799
| -73% | -$1.21M |
|
529
SM Energy
SM
$7.96B
| $513K | 0.06% |
+27,400
| New | +$378K |
|
530
AeroVironment
AVAV
$7.57B
| $511K | 0.06% |
+18,057
| New | +$471K |
|
531
Huron Consulting
HURN
$1.82B
| $511K | 0.06% |
+8,784
| New | +$485K |
|
532
UGI
UGI
$8B
| $511K | 0.06% |
12,692
+4,799
| +61% | +$174K |
|
533
Sinclair Inc
SBGI
$974M
| $510K | 0.06% |
16,600
+5,171
| +45% | +$159K |
|
534
AZZ Inc
AZZ
$4.5B
| $509K | 0.06% |
+8,998
| New | +$467K |
|
|
CVT
535
DELISTED
CVENT, INC.
CVT
| $509K | 0.06% |
+23,800
| New | +$562K |
|
|
TVTY
536
DELISTED
Tivity Health, Inc. Common Stock
TVTY
| $507K | 0.06% |
+50,200
| New | +$564K |
|
|
AGU
537
DELISTED
Agrium
AGU
| $507K | 0.06% |
+5,737
| New | +$496K |
|
538
Ingles Markets
IMKTA
$1.63B
| $506K | 0.06% |
+13,486
| New | +$483K |
|
|
TPC
539
Tutor Perini Cor
TPC
$4.57B
| $506K | 0.06% |
+32,568
| New | +$451K |
|
|
PHH
540
DELISTED
PHH Corporation
PHH
| $505K | 0.06% |
+40,300
| New | +$482K |
|
|
DO
541
DELISTED
Diamond Offshore Drilling
DO
| $504K | 0.06% |
+23,206
| New | +$457K |
|
542
AGCO
AGCO
$8.78B
| $502K | 0.06% |
+10,100
| New | +$486K |
|
543
RTX Corp
RTX
$287B
| $501K | 0.06% |
+7,945
| New | +$461K |
|
|
PE
544
DELISTED
PARSLEY ENERGY INC
PE
| $500K | 0.06% |
22,108
-85,870
| -80% | -$1.59M |
|
|
CELG
545
DELISTED
Celgene Corp
CELG
| $500K | 0.06% |
+5,000
| New | +$515K |
|
546
Boyd Gaming
BYD
$6.47B
| $498K | 0.06% |
24,100
+10,508
| +77% | +$186K |
|
|
XXIA
547
DELISTED
Ixia
XXIA
| $496K | 0.06% |
39,781
-19,488
| -33% | -$207K |
|
548
Popular Inc
BPOP
$11B
| $495K | 0.06% |
17,297
+4,145
| +32% | +$109K |
|
549
SPX Corp
SPXC
$11B
| $494K | 0.06% |
+32,879
| New | +$351K |
|
550
S&T Bancorp
STBA
$1.86B
| $492K | 0.06% |
19,107
+10,637
| +126% | +$279K |
|
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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.