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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 | |
|---|---|---|---|---|---|---|
876
ACI Worldwide
ACIW
$5.72B
| – | – |
-15,470
| Closed | -$331K |
|
877
Aecom
ACM
$9.07B
| – | – |
-17,221
| Closed | -$517K |
|
878
Acacia Research
ACTG
$450M
| – | – |
-74,177
| Closed | -$318K |
|
879
Adeia
ADEA
$2.86B
| – | – |
-133,056
| Closed | -$1.06M |
|
880
Analog Devices
ADI
$181B
| – | – |
-80,700
| Closed | -$4.46M |
|
881
Archer Daniels Midland
ADM
$41.4B
| – | – |
-87,400
| Closed | -$3.21M |
|
882
Autodesk
ADSK
$44.3B
| – | – |
-26,316
| Closed | -$1.6M |
|
883
Ameren
AEE
$31.5B
| – | – |
-82,450
| Closed | -$3.56M |
|
|
AFMD
884
DELISTED
Affimed
AFMD
| – | – |
-3,690
| Closed | -$263K |
|
885
Arthur J. Gallagher & Co
AJG
$63.7B
| – | – |
-12,659
| Closed | -$518K |
|
886
Akebia Therapeutics
AKBA
$327M
| – | – |
-44,200
| Closed | -$571K |
|
887
Alkermes
ALKS
$8.82B
| – | – |
-5,600
| Closed | -$445K |
|
888
Ambarella
AMBA
$2.99B
| – | – |
-14,700
| Closed | -$819K |
|
889
AMC Entertainment Holdings
AMC
$2.03B
| – | – |
-1,500
| Closed | -$360K |
|
|
AMED
890
DELISTED
Amedisys
AMED
| – | – |
-26,211
| Closed | -$1.03M |
|
891
Affiliated Managers Group
AMG
$9.46B
| – | – |
-11,400
| Closed | -$1.82M |
|
892
Angi Inc
ANGI
$224M
| – | – |
-3,585
| Closed | -$335K |
|
893
American Public Education
APEI
$875M
| – | – |
-23,909
| Closed | -$445K |
|
894
Aptiv
APTV
$12B
| – | – |
-9,100
| Closed | -$780K |
|
895
ArcBest
ARCB
$3.44B
| – | – |
-33,023
| Closed | -$706K |
|
896
Ardelyx
ARDX
$1.24B
| – | – |
-20,491
| Closed | -$371K |
|
897
Archrock
AROC
$6.33B
| – | – |
-90,278
| Closed | -$679K |
|
898
Arrow Electronics
ARW
$10.9B
| – | – |
-13,155
| Closed | -$713K |
|
899
Ashland
ASH
$3.04B
| – | – |
-8,990
| Closed | -$452K |
|
|
ASRT
900
DELISTED
Assertio
ASRT
| – | – |
-514
| Closed | -$559K |
|
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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.