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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
Cap. Flow
-$282M
Cap. Flow %
-32.99%
Top 10 Hldgs %
5.13%
Holding
1,402
New
430
Increased
193
Reduced
244
Closed
534

Top Buys

Rank Stock Value
1
GME icon
GameStop
GME
+$4.36M
2
NTRS icon
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
WMB icon
Williams Companies
WMB
+$5.62M
4
VIAB
Viacom Inc. Class B
VIAB
+$5.14M
5
DVA icon
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
DRI icon
51
Darden Restaurants
DRI
$22.5B
$2.62M 0.31%
+39,500
New +$2.5M
LNC icon
52
Lincoln National
LNC
$7.91B
$2.61M 0.31%
66,619
+16,819
+34% +$657K
LUV icon
53
Southwest Airlines
LUV
$22.1B
$2.61M 0.31%
58,200
+6,400
+12% +$260K
AKAM icon
54
Akamai
AKAM
$16.8B
$2.6M 0.3%
46,700
+21,900
+88% +$1.11M
FRAN
55
DELISTED
Francesca's Holdings Corporation
FRAN
$2.58M 0.3%
+11,214
New +$2.42M
COF icon
56
Capital One
COF
$124B
$2.55M 0.3%
+36,800
New +$2.43M
ANDV
57
DELISTED
Andeavor
ANDV
$2.55M 0.3%
29,600
+14,300
+93% +$1.23M
GPK icon
58
Graphic Packaging
GPK
$3.26B
$2.53M 0.3%
196,813
-36,587
-16% -$445K
RDC
59
DELISTED
Rowan Companies Plc
RDC
$2.53M 0.3%
+157,000
New +$2.17M
VZ icon
60
Verizon
VZ
$194B
$2.53M 0.3%
+46,700
New +$2.34M
BIDU icon
61
Baidu
BIDU
$35.8B
$2.52M 0.3%
13,200
+5,700
+76% +$970K
VOYA icon
62
Voya Financial
VOYA
$8.94B
$2.5M 0.29%
84,000
+18,250
+28% +$552K
ALLY icon
63
Ally Financial
ALLY
$13.1B
$2.49M 0.29%
132,932
+107,532
+423% +$1.85M
FIVE icon
64
Five Below
FIVE
$11.2B
$2.47M 0.29%
+59,816
New +$2.19M
CE icon
65
Celanese
CE
$5.09B
$2.46M 0.29%
+37,584
New +$2.33M
LH icon
66
Labcorp
LH
$24.3B
$2.46M 0.29%
24,444
+5,238
+27% +$502K
DNY
67
DELISTED
DONNELLEY R R & SONS CO
DNY
$2.45M 0.29%
+149,500
New +$2.45M
PG icon
68
Procter & Gamble
PG
$343B
$2.4M 0.28%
+29,200
New +$2.35M
IQV icon
69
IQVIA
IQV
$34.7B
$2.4M 0.28%
+36,800
New +$2.33M
T icon
70
AT&T
T
$165B
$2.38M 0.28%
+80,367
New +$2.23M
VLO icon
71
Valero Energy
VLO
$89.8B
$2.37M 0.28%
37,000
-10,200
-22% -$649K
AME icon
72
Ametek
AME
$55.5B
$2.37M 0.28%
47,400
+33,900
+251% +$1.62M
INCY icon
73
Incyte
INCY
$23.5B
$2.35M 0.28%
32,500
+12,939
+66% +$964K
DIS icon
74
Walt Disney
DIS
$165B
$2.35M 0.28%
+23,700
New +$2.29M
STLD icon
75
Steel Dynamics
STLD
$35.6B
$2.35M 0.27%
+104,200
New +$1.96M
1 2
3
4 5

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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.