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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 | |
|---|---|---|---|---|---|---|
801
Bank of Montreal
BMO
$125B
| $242K | 0.03% |
3,987
-22,831
| -85% | -$1.25M |
|
802
Radware
RDWR
$1.24B
| $242K | 0.03% |
+20,477
| New | +$247K |
|
803
Timken Company
TKR
$9.82B
| $242K | 0.03% |
7,234
-21,566
| -75% | -$625K |
|
804
Standex International
SXI
$3.68B
| $239K | 0.03% |
+3,066
| New | +$223K |
|
|
HF
805
DELISTED
HFF Inc.
HF
| $239K | 0.03% |
+8,676
| New | +$231K |
|
|
MNTA
806
DELISTED
Momenta Pharmaceuticals, Inc.
MNTA
| $237K | 0.03% |
25,693
-40,617
| -61% | -$437K |
|
|
CBM
807
DELISTED
Cambrex Corporation
CBM
| $237K | 0.03% |
5,384
-9,416
| -64% | -$371K |
|
808
NorthWestern Energy
NWE
$4.48B
| $235K | 0.03% |
+3,800
| New | +$219K |
|
809
Pinnacle Financial Partners Inc
PNFP
$15.5B
| $235K | 0.03% |
+4,800
| New | +$229K |
|
|
ACAS
810
DELISTED
American Capital Ltd
ACAS
| $235K | 0.03% |
+15,400
| New | +$215K |
|
811
PTC Therapeutics
PTCT
$6.37B
| $232K | 0.03% |
+36,096
| New | +$626K |
|
812
TTM Technologies
TTMI
$13.6B
| $232K | 0.03% |
34,836
+17,236
| +98% | +$106K |
|
813
Teekay
TK
$975M
| $231K | 0.03% |
26,700
-88,739
| -77% | -$670K |
|
814
Varonis Systems
VRNS
$5.25B
| $228K | 0.03% |
+37,443
| New | +$220K |
|
|
TWOU
815
DELISTED
2U Inc
TWOU
| $228K | 0.03% |
+337
| New | +$214K |
|
816
Radian Group
RDN
$5.14B
| $226K | 0.03% |
+18,200
| New | +$206K |
|
817
Travere Therapeutics
TVTX
$5.33B
| $223K | 0.03% |
16,332
-24,068
| -60% | -$365K |
|
818
Eversource Energy
ES
$28.2B
| $222K | 0.03% |
+3,800
| New | +$207K |
|
|
SGMO
819
DELISTED
SANGAMO THERAPEUTICS INC
SGMO
| $222K | 0.03% |
+36,687
| New | +$220K |
|
820
Q2 Holdings
QTWO
$3.42B
| $221K | 0.03% |
9,183
-2,858
| -24% | -$61.4K |
|
821
Movado Group
MOV
$812M
| $220K | 0.03% |
+8,000
| New | +$214K |
|
822
Sportsman's Warehouse
SPWH
$43.7M
| $219K | 0.03% |
+17,365
| New | +$221K |
|
823
Enpro
NPO
$7.05B
| $218K | 0.03% |
+3,775
| New | +$182K |
|
|
SHLM
824
DELISTED
Schulman (A.) Inc
SHLM
| $218K | 0.03% |
+8,008
| New | +$201K |
|
825
AMERISAFE
AMSF
$569M
| $217K | 0.03% |
+4,130
| New | +$208K |
|
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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.