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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 | |
|---|---|---|---|---|---|---|
|
CTRA
951
DELISTED
Coterra Energy
CTRA
| – | – |
-33,500
| Closed | -$593K |
|
952
Cognizant
CTSH
$21.5B
| – | – |
-41,265
| Closed | -$2.48M |
|
953
Cenovus Energy
CVE
$54.6B
| – | – |
-83,513
| Closed | -$1.05M |
|
|
CVGW
954
DELISTED
Calavo Growers
CVGW
| – | – |
-10,500
| Closed | -$515K |
|
955
Curtiss-Wright
CW
$27.7B
| – | – |
-5,410
| Closed | -$371K |
|
956
California Water Service
CWT
$3.04B
| – | – |
-14,142
| Closed | -$329K |
|
957
Community Health Systems
CYH
$385M
| – | – |
-156,924
| Closed | -$3.44M |
|
|
DBVT
958
DBV Technologies
DBVT
$807M
| – | – |
-880
| Closed | -$320K |
|
959
Diageo
DEO
$46.2B
| – | – |
-11,300
| Closed | -$1.23M |
|
|
DFS
960
DELISTED
Discover Financial Services
DFS
| – | – |
-15,000
| Closed | -$804K |
|
961
D.R. Horton
DHI
$41B
| – | – |
-48,185
| Closed | -$1.54M |
|
962
DHI Group
DHX
$166M
| – | – |
-33,995
| Closed | -$312K |
|
963
Dick's Sporting Goods
DKS
$18.4B
| – | – |
-83,215
| Closed | -$2.94M |
|
964
Dollar Tree
DLTR
$23.1B
| – | – |
-26,800
| Closed | -$2.07M |
|
965
Deluxe
DLX
$1.19B
| – | – |
-5,800
| Closed | -$316K |
|
966
Amdocs
DOX
$5.53B
| – | – |
-20,721
| Closed | -$1.13M |
|
967
DTE Energy
DTE
$31.1B
| – | – |
-5,875
| Closed | -$401K |
|
|
968
DaVita
DVA
$15.1B
| – | – |
-70,260
| Closed | -$4.9M |
|
|
DVAX
969
DELISTED
Dynavax Technologies
DVAX
| – | – |
-70,200
| Closed | -$1.7M |
|
970
Devon Energy
DVN
$51.9B
| – | – |
-32,600
| Closed | -$1.04M |
|
971
DexCom
DXCM
$27.6B
| – | – |
-74,000
| Closed | -$1.51M |
|
972
Dycom Industries
DY
$12.9B
| – | – |
-21,595
| Closed | -$1.51M |
|
973
Encompass Health
EHC
$11.2B
| – | – |
-36,340
| Closed | -$1.01M |
|
974
Edison International
EIX
$30.7B
| – | – |
-21,200
| Closed | -$1.25M |
|
975
Emcor
EME
$33.1B
| – | – |
-11,421
| Closed | -$549K |
|
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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.