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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 | |
|---|---|---|---|---|---|---|
1076
Moog Inc Class A
MOG.A
$13B
| – | – |
-6,733
| Closed | -$408K |
|
1077
Molina Healthcare
MOH
$10.3B
| – | – |
-24,327
| Closed | -$1.46M |
|
1078
The Mosaic Company
MOS
$7.09B
| – | – |
-39,500
| Closed | -$1.09M |
|
1079
MSC Industrial Direct
MSM
$7.02B
| – | – |
-43,292
| Closed | -$2.44M |
|
1080
Vail Resorts
MTN
$5.19B
| – | – |
-2,048
| Closed | -$262K |
|
1081
Minerals Technologies
MTX
$2.31B
| – | – |
-71,100
| Closed | -$3.26M |
|
1082
MaxLinear
MXL
$6.49B
| – | – |
-78,800
| Closed | -$1.16M |
|
1083
Neurocrine Biosciences
NBIX
$17.7B
| – | – |
-25,014
| Closed | -$1.42M |
|
1084
Netflix
NFLX
$292B
| – | – |
-396,000
| Closed | -$4.53M |
|
1085
Nice
NICE
$5.29B
| – | – |
-6,051
| Closed | -$347K |
|
1086
New Jersey Resources
NJR
$6.06B
| – | – |
-22,195
| Closed | -$732K |
|
1087
Nektar Therapeutics
NKTR
$2.39B
| – | – |
-1,160
| Closed | -$293K |
|
1088
NN Inc
NNBR
$272M
| – | – |
-22,082
| Closed | -$352K |
|
1089
Northrop Grumman
NOC
$77B
| – | – |
-5,500
| Closed | -$1.04M |
|
1090
Nokia
NOK
$50.8B
| – | – |
-76,004
| Closed | -$534K |
|
1091
Norfolk Southern
NSC
$78.8B
| – | – |
-13,200
| Closed | -$1.12M |
|
1092
NETSCOUT
NTCT
$2.86B
| – | – |
-45,100
| Closed | -$1.39M |
|
1093
Enviri
NVRI
$621M
| – | – |
-65,151
| Closed | -$513K |
|
1094
NatWest
NWG
$71.5B
| – | – |
-48,289
| Closed | -$461K |
|
1095
News Corp Class A
NWSA
$14.5B
| – | – |
-37,100
| Closed | -$496K |
|
1096
Quanex
NX
$854M
| – | – |
-9,700
| Closed | -$202K |
|
1097
Ocular Therapeutix
OCUL
$1.86B
| – | – |
-13,731
| Closed | -$129K |
|
1098
Orthofix Medical
OFIX
$455M
| – | – |
-17,500
| Closed | -$686K |
|
1099
OGE Energy
OGE
$10.3B
| – | – |
-103,610
| Closed | -$2.72M |
|
1100
Oil States International
OIS
$522M
| – | – |
-25,161
| Closed | -$686K |
|
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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.