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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 | |
|---|---|---|---|---|---|---|
726
Argan
AGX
$7.98B
| $309K | 0.04% |
8,797
-1,949
| -18% | -$61.2K |
|
|
CNR
727
DELISTED
Cornerstone Building Brands, Inc.
CNR
| $307K | 0.04% |
21,639
-50,188
| -70% | -$560K |
|
728
Genpact
G
$5.3B
| $305K | 0.04% |
+11,200
| New | +$284K |
|
|
TAHO
729
DELISTED
Tahoe Resources Inc
TAHO
| $304K | 0.04% |
+30,325
| New | +$271K |
|
730
CONMED
CNMD
$1.29B
| $303K | 0.04% |
7,213
-2,287
| -24% | -$89.8K |
|
731
Entravision Communication
EVC
$983M
| $302K | 0.04% |
40,569
-38,168
| -48% | -$282K |
|
732
Liberty Broadband Class A
LBRDA
$4.14B
| $302K | 0.04% |
+5,192
| New | +$262K |
|
|
HZNP
733
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
| $301K | 0.04% |
18,161
-22,560
| -55% | -$395K |
|
734
MiMedx Group
MDXG
$626M
| $300K | 0.04% |
+34,325
| New | +$285K |
|
735
Prothena Corp
PRTA
$458M
| $300K | 0.04% |
+7,295
| New | +$285K |
|
736
Innospec
IOSP
$2.09B
| $299K | 0.04% |
+6,896
| New | +$319K |
|
737
Quad
QUAD
$430M
| $298K | 0.03% |
+23,000
| New | +$249K |
|
738
Turkcell
TKC
$4.84B
| $298K | 0.03% |
+28,334
| New | +$262K |
|
|
LM
739
DELISTED
Legg Mason, Inc.
LM
| $298K | 0.03% |
+8,600
| New | +$270K |
|
740
Verisk Analytics
VRSK
$26.4B
| $296K | 0.03% |
+3,700
| New | +$270K |
|
|
RUTH
741
DELISTED
Ruth's Hospitality Group, Inc.
RUTH
| $296K | 0.03% |
16,094
+2,644
| +20% | +$44.3K |
|
|
MASI
742
DELISTED
Masimo
MASI
| $295K | 0.03% |
7,039
-17,261
| -71% | -$649K |
|
|
GHL
743
DELISTED
Greenhill & Co., Inc.
GHL
| $294K | 0.03% |
+13,253
| New | +$304K |
|
|
CFNL
744
DELISTED
Cardinal Financial Corp
CFNL
| $294K | 0.03% |
+14,444
| New | +$283K |
|
745
Align Technology
ALGN
$12B
| $291K | 0.03% |
4,000
-10,900
| -73% | -$714K |
|
746
Regal Rexnord
RRX
$14.2B
| $291K | 0.03% |
4,618
-5,476
| -54% | -$307K |
|
747
Sempra
SRE
$60.8B
| $291K | 0.03% |
5,600
-67,800
| -92% | -$3.27M |
|
|
BRKL
748
DELISTED
Brookline Bancorp
BRKL
| $290K | 0.03% |
+26,314
| New | +$284K |
|
749
Forum Energy Technologies
FET
$654M
| $285K | 0.03% |
+1,080
| New | +$242K |
|
750
Hackett Group
HCKT
$245M
| $282K | 0.03% |
18,624
+7,260
| +64% | +$104K |
|
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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.