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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
CSX icon
26
CSX Corp
CSX
$98.6B
$3.35M 0.39%
390,549
+156,849
+67% +$1.27M
KSS icon
27
Kohl's
KSS
$2.03B
$3.31M 0.39%
+71,056
New +$3.33M
NBR icon
28
Nabors Industries
NBR
$1.23B
$3.24M 0.38%
7,046
+861
+14% +$320K
NEM icon
29
Newmont
NEM
$98.2B
$3.23M 0.38%
+121,600
New +$2.81M
COP icon
30
ConocoPhillips
COP
$147B
$3.22M 0.38%
79,900
+24,682
+45% +$938K
EL icon
31
Estee Lauder
EL
$29B
$3.22M 0.38%
+34,100
New +$3.04M
MENT
32
DELISTED
Mentor Graphics Corp
MENT
$3.19M 0.37%
+157,013
New +$2.87M
MIK
33
DELISTED
Michaels Stores, Inc
MIK
$3.19M 0.37%
+114,000
New +$2.64M
AEP icon
34
American Electric Power
AEP
$73.7B
$3.11M 0.36%
+46,900
New +$2.9M
OXY icon
35
Occidental Petroleum
OXY
$57B
$3.1M 0.36%
+45,300
New +$3.04M
KDP icon
36
Keurig Dr Pepper
KDP
$40.4B
$3.01M 0.35%
+33,700
New +$3.07M
FE icon
37
FirstEnergy
FE
$28.9B
$3M 0.35%
83,349
-106,351
-56% -$3.58M
SBNY
38
DELISTED
Signature Bank
SBNY
$2.92M 0.34%
+21,445
New +$2.92M
RHT
39
DELISTED
Red Hat Inc
RHT
$2.85M 0.33%
+38,200
New +$2.7M
MPC icon
40
Marathon Petroleum
MPC
$90.3B
$2.84M 0.33%
76,500
+46,767
+157% +$1.78M
STJ
41
DELISTED
St Jude Medical
STJ
$2.84M 0.33%
51,700
+2,013
+4% +$110K
TAP icon
42
Molson Coors Class B
TAP
$7.68B
$2.8M 0.33%
29,100
+4,800
+20% +$428K
CAG icon
43
Conagra Brands
CAG
$7.07B
$2.78M 0.33%
+80,184
New +$2.6M
AMTD
44
DELISTED
TD Ameritrade Holding Corp
AMTD
$2.74M 0.32%
86,893
-17,597
-17% -$518K
DATA
45
DELISTED
Tableau Software, Inc.
DATA
$2.73M 0.32%
59,473
+12,993
+28% +$754K
SPR
46
DELISTED
Spirit AeroSystems
SPR
$2.72M 0.32%
+60,006
New +$2.73M
PFG icon
47
Principal Financial Group
PFG
$23.6B
$2.71M 0.32%
68,762
-30,205
-31% -$1.16M
WFM
48
DELISTED
Whole Foods Market Inc
WFM
$2.69M 0.32%
+86,500
New +$2.71M
BA icon
49
Boeing
BA
$165B
$2.67M 0.31%
+21,000
New +$2.61M
ISBC
50
DELISTED
Investors Bancorp, Inc.
ISBC
$2.66M 0.31%
228,500
+212,369
+1,317% +$2.45M
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.