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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
CMS icon
176
CMS Energy
CMS
$23.1B
$1.58M 0.19%
+37,300
New +$1.46M
EVR icon
177
Evercore
EVR
$13.1B
$1.58M 0.18%
+30,500
New +$1.46M
AVY icon
178
Avery Dennison
AVY
$12.3B
$1.56M 0.18%
21,700
+9,300
+75% +$602K
MCK icon
179
McKesson
MCK
$98.5B
$1.56M 0.18%
9,900
+4,500
+83% +$727K
ACOR
180
DELISTED
Acorda Therapeutics
ACOR
$1.56M 0.18%
490
+378
+338% +$1.57M
MS icon
181
Morgan Stanley
MS
$337B
$1.54M 0.18%
61,500
+6,400
+12% +$163K
CCK icon
182
Crown Holdings
CCK
$12.8B
$1.51M 0.18%
30,500
+21,522
+240% +$1.01M
PPLI
183
People Inc
PPLI
$3.1B
$1.51M 0.18%
179,467
+32,308
+22% +$278K
URBN icon
184
Urban Outfitters
URBN
$5.99B
$1.51M 0.18%
45,642
+23,163
+103% +$612K
CPE
185
DELISTED
Callon Petroleum Company
CPE
$1.5M 0.18%
+16,970
New +$1.18M
CTXS
186
DELISTED
Citrix Systems Inc
CTXS
$1.49M 0.17%
23,735
+13,640
+135% +$771K
TE
187
DELISTED
TECO ENERGY INC
TE
$1.48M 0.17%
+53,680
New +$1.46M
BBWI icon
188
Bath & Body Works
BBWI
$4.01B
$1.47M 0.17%
+20,733
New +$1.49M
DDS icon
189
Dillards
DDS
$8.87B
$1.47M 0.17%
17,300
-21,716
-56% -$1.63M
EXAS
190
DELISTED
Exact Sciences
EXAS
$1.46M 0.17%
216,000
+201,780
+1,419% +$1.29M
NEE icon
191
NextEra Energy
NEE
$187B
$1.44M 0.17%
48,800
– –
WAL icon
192
Western Alliance Bancorporation
WAL
$9.07B
$1.44M 0.17%
+43,200
New +$1.35M
DAR icon
193
Darling Ingredients
DAR
$9.93B
$1.44M 0.17%
109,451
+23,742
+28% +$239K
TWTR
194
DELISTED
Twitter, Inc.
TWTR
$1.42M 0.17%
86,056
+30,556
+55% +$535K
XOM icon
195
ExxonMobil
XOM
$651B
$1.42M 0.17%
17,000
+12,400
+270% +$993K
TROW icon
196
T. Rowe Price
TROW
$25B
$1.4M 0.16%
19,100
-8,100
-30% -$562K
GILD icon
197
Gilead Sciences
GILD
$161B
$1.4M 0.16%
15,200
-16,000
-51% -$1.44M
IDTI
198
DELISTED
Integrated Device Technology I
IDTI
$1.39M 0.16%
68,064
+52,464
+336% +$1.1M
HRC
199
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
$1.35M 0.16%
26,800
-7,784
-23% -$367K
DAL icon
200
Delta Air Lines
DAL
$55.9B
$1.33M 0.16%
+27,300
New +$1.28M
6 7
8
9 10

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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.