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 | |
|---|---|---|---|---|---|---|
826
InterDigital
IDCC
$6.68B
| $217K | 0.03% |
3,900
-18,400
| -83% | -$888K |
|
827
Azenta
AZTA
$1.26B
| $215K | 0.03% |
20,652
+3,784
| +22% | +$36.1K |
|
|
CIVI
828
DELISTED
Civitas Solutions, Inc.
CIVI
| $213K | 0.03% |
+12,200
| New | +$251K |
|
|
FNSR
829
DELISTED
Finisar Corp
FNSR
| $211K | 0.02% |
11,586
-74,317
| -87% | -$1.07M |
|
|
VCRA
830
DELISTED
VOCERA COMMUNICATIONS, INC.
VCRA
| $210K | 0.02% |
+16,475
| New | +$228K |
|
831
Allegiant Air
ALGT
$2.64B
| $209K | 0.02% |
1,171
-4,693
| -80% | -$766K |
|
832
Omnicell
OMCL
$1.86B
| $209K | 0.02% |
+7,500
| New | +$206K |
|
833
Barrett Business Services
BBSI
$976M
| $208K | 0.02% |
28,940
+3,340
| +13% | +$28.8K |
|
834
Helios Technologies
HLIO
$2.64B
| $208K | 0.02% |
+6,260
| New | +$184K |
|
|
ABB
835
DELISTED
ABB Ltd
ABB
| $208K | 0.02% |
10,700
-3,327
| -24% | -$58.8K |
|
836
SK Telecom
SKM
$13.7B
| $206K | 0.02% |
+6,191
| New | +$200K |
|
|
BKS
837
DELISTED
Barnes & Noble
BKS
| $206K | 0.02% |
+16,664
| New | +$163K |
|
|
XL
838
DELISTED
XL Group Ltd.
XL
| $206K | 0.02% |
+5,585
| New | +$199K |
|
839
Methode Electronics
MEI
$543M
| $205K | 0.02% |
7,000
-18,800
| -73% | -$511K |
|
|
ABAX
840
DELISTED
Abaxis Inc
ABAX
| $202K | 0.02% |
+4,450
| New | +$198K |
|
841
Flowers Foods
FLO
$1.64B
| $200K | 0.02% |
10,853
-91,765
| -89% | -$1.74M |
|
|
SUM
842
DELISTED
Summit Materials, Inc. Class A Common Stock
SUM
| $200K | 0.02% |
+10,749
| New | +$176K |
|
|
BRSS
843
DELISTED
Global Brass & Copper Hldgs, Inc
BRSS
| $200K | 0.02% |
+7,999
| New | +$176K |
|
|
CWEN.A
844
DELISTED
Clearway Energy Class A
CWEN.A
| $197K | 0.02% |
+14,508
| New | +$180K |
|
|
PBPB
845
DELISTED
Potbelly
PBPB
| $196K | 0.02% |
+14,367
| New | +$172K |
|
|
BNCL
846
DELISTED
Beneficial Bancorp, Inc.
BNCL
| $194K | 0.02% |
14,158
-40,916
| -74% | -$529K |
|
|
FOLD
847
DELISTED
Amicus Therapeutics
FOLD
| $192K | 0.02% |
+22,766
| New | +$161K |
|
|
ISIL
848
DELISTED
Intersil Corp
ISIL
| $192K | 0.02% |
14,336
-36,718
| -72% | -$459K |
|
|
PFSW
849
DELISTED
PFSweb, Inc.
PFSW
| $192K | 0.02% |
+14,632
| New | +$181K |
|
850
Boot Barn
BOOT
$4.55B
| $190K | 0.02% |
+20,203
| New | +$180K |
|
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.