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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 | |
|---|---|---|---|---|---|---|
976
Energizer
ENR
$1.44B
| – | – |
-36,886
| Closed | -$1.26M |
|
977
EnerSys
ENS
$6.95B
| – | – |
-26,600
| Closed | -$1.49M |
|
978
Enova International
ENVA
$5.91B
| – | – |
-97,561
| Closed | -$645K |
|
979
Enerpac Tool Group
EPAC
$1.77B
| – | – |
-52,409
| Closed | -$1.26M |
|
980
Edgewell Personal Care
EPC
$1.27B
| – | – |
-23,724
| Closed | -$1.86M |
|
981
ESCO Technologies
ESE
$8.49B
| – | – |
-20,740
| Closed | -$750K |
|
|
ESGR
982
DELISTED
Enstar Group
ESGR
| – | – |
-1,500
| Closed | -$225K |
|
|
ESPR
983
DELISTED
Esperion Therapeutics
ESPR
| – | – |
-50,800
| Closed | -$1.13M |
|
984
Eaton
ETN
$157B
| – | – |
-38,200
| Closed | -$1.99M |
|
985
Exelixis
EXEL
$13.9B
| – | – |
-67,767
| Closed | -$382K |
|
986
Eagle Materials
EXP
$6.6B
| – | – |
-21,732
| Closed | -$1.31M |
|
987
Expeditors International
EXPD
$22.9B
| – | – |
-6,700
| Closed | -$302K |
|
988
Ezcorp Inc
EZPW
$1.82B
| – | – |
-57,200
| Closed | -$285K |
|
989
Ford
F
$57.3B
| – | – |
-79,600
| Closed | -$1.12M |
|
990
First American
FAF
$7.67B
| – | – |
-30,400
| Closed | -$1.09M |
|
991
Franklin Electric
FELE
$4.67B
| – | – |
-32,166
| Closed | -$869K |
|
992
First Financial Bancorp
FFBC
$3.55B
| – | – |
-18,323
| Closed | -$331K |
|
|
KYNB
993
Kyntra Bio
KYNB
$28.5M
| – | – |
-1,044
| Closed | -$795K |
|
994
Federated Hermes
FHI
$4.4B
| – | – |
-25,400
| Closed | -$728K |
|
|
FISV
995
Fiserv Inc
FISV
$27.2B
| – | – |
-55,200
| Closed | -$2.52M |
|
996
Comfort Systems
FIX
$61B
| – | – |
-46,998
| Closed | -$1.34M |
|
|
FL
997
DELISTED
Foot Locker
FL
| – | – |
-13,200
| Closed | -$859K |
|
998
Flowserve
FLS
$9.25B
| – | – |
-5,000
| Closed | -$210K |
|
999
Franco-Nevada
FNV
$41.4B
| – | – |
-25,109
| Closed | -$1.15M |
|
1000
Fulton Financial
FULT
$4.7B
| – | – |
-63,359
| Closed | -$824K |
|
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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.