We are live on
!
Find out more
TI
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 | |
|---|---|---|---|---|---|---|
|
FLIR
576
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
| $463K | 0.05% |
14,050
-15,950
| -53% | -$493K |
|
|
BID
577
DELISTED
Sotheby's
BID
| $462K | 0.05% |
17,300
-37,909
| -69% | -$910K |
|
578
Spectrum Brands
SPB
$2.04B
| $458K | 0.05% |
+4,189
| New | +$413K |
|
|
HA
579
DELISTED
Hawaiian Holdings, Inc.
HA
| $458K | 0.05% |
+9,701
| New | +$376K |
|
|
LHCG
580
DELISTED
LHC Group LLC
LHCG
| $458K | 0.05% |
+12,882
| New | +$474K |
|
581
Bruker
BRKR
$9.2B
| $455K | 0.05% |
+16,258
| New | +$405K |
|
|
FOE
582
DELISTED
Ferro Corporation
FOE
| $455K | 0.05% |
38,365
+15,683
| +69% | +$157K |
|
583
MillerKnoll
MLKN
$1.5B
| $454K | 0.05% |
14,700
-17,176
| -54% | -$456K |
|
584
Waste Management
WM
$95.9B
| $454K | 0.05% |
7,700
+2,700
| +54% | +$149K |
|
585
Gentex
GNTX
$4.88B
| $452K | 0.05% |
+28,817
| New | +$419K |
|
|
EFII
586
DELISTED
Electronics for Imaging
EFII
| $449K | 0.05% |
+10,600
| New | +$432K |
|
|
SSRI
587
DELISTED
Silver Standard Resources
SSRI
| $449K | 0.05% |
80,923
+2,156
| +3% | +$11.4K |
|
588
Baxter International
BAX
$11.6B
| $448K | 0.05% |
10,900
-16,300
| -60% | -$621K |
|
589
Piper Sandler
PIPR
$5.14B
| $446K | 0.05% |
+35,976
| New | +$364K |
|
|
ESND
590
DELISTED
Essendant Inc.
ESND
| $446K | 0.05% |
13,962
+491
| +4% | +$14.5K |
|
|
SYT
591
DELISTED
Syngenta Ag
SYT
| $446K | 0.05% |
5,382
-9,718
| -64% | -$765K |
|
|
INFN
592
DELISTED
Infinera Corporation Common Stock
INFN
| $443K | 0.05% |
27,589
-123,372
| -82% | -$1.89M |
|
|
BRCD
593
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
| $443K | 0.05% |
41,900
-272,630
| -87% | -$2.49M |
|
|
SPN
594
DELISTED
Superior Energy Services, Inc.
SPN
| $443K | 0.05% |
3,306
-2,104
| -39% | -$229K |
|
595
Honda
HMC
$36.5B
| $440K | 0.05% |
16,100
+8,900
| +124% | +$244K |
|
596
Pentair
PNR
$10.2B
| $440K | 0.05% |
+12,061
| New | +$390K |
|
597
Old National Bancorp
ONB
$10.1B
| $439K | 0.05% |
36,000
+21,900
| +155% | +$258K |
|
598
JB Hunt Transport Services
JBHT
$27.1B
| $438K | 0.05% |
5,200
+326
| +7% | +$24.7K |
|
599
Brookdale Senior Living
BKD
$3.62B
| $437K | 0.05% |
27,535
-32,345
| -54% | -$494K |
|
600
FIVE9
FIVN
$1.77B
| $437K | 0.05% |
+49,175
| New | +$386K |
|
Similar funds
SAM
CM
X
WHG
PSCM
BIP
SA
FGP
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.