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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
ANF icon
1
Abercrombie & Fitch
ANF
$4.17B
$4.82M 0.56%
152,771
-32,118
-17% -$902K
GME icon
2
GameStop
GME
$9.5B
$4.82M 0.56%
+607,200
New +$4.36M
HDS
3
DELISTED
HD Supply Holdings, Inc.
HDS
$4.78M 0.56%
+144,489
New +$3.98M
GM icon
4
General Motors
GM
$74.7B
$4.45M 0.52%
141,700
+116,500
+462% +$3.5M
HOLX
5
DELISTED
Hologic
HOLX
$4.34M 0.51%
125,900
+42,100
+50% +$1.47M
B
6
Barrick Mining
B
$62.2B
$4.28M 0.5%
314,900
-33,200
-10% -$386K
NTRS icon
7
Northern Trust
NTRS
$22.2B
$4.22M 0.5%
+64,824
New +$4.06M
WBA
8
DELISTED
Walgreens Boots Alliance
WBA
$4.07M 0.48%
48,300
+45,904
+1,916% +$3.67M
FDX icon
9
FedEx
FDX
$74.5B
$4.04M 0.47%
24,800
+15,300
+161% +$2.13M
WSM icon
10
Williams-Sonoma
WSM
$26.7B
$3.98M 0.47%
145,262
-29,138
-17% -$790K
LEA icon
11
Lear
LEA
$7.19B
$3.83M 0.45%
+34,465
New +$3.65M
ADBE icon
12
Adobe
ADBE
$89.5B
$3.78M 0.44%
+40,300
New +$3.49M
MRO
13
DELISTED
Marathon Oil Corporation
MRO
$3.72M 0.44%
+333,700
New +$3.12M
BNY
14
Bank of New York Mellon
BNY
$108B
$3.69M 0.43%
100,200
+29,100
+41% +$1.06M
JCP
15
DELISTED
J.C. Penney Company, Inc.
JCP
$3.61M 0.42%
+326,600
New +$2.86M
M icon
16
Macy's
M
$6.15B
$3.6M 0.42%
81,600
-15,000
-16% -$620K
GG
17
DELISTED
Goldcorp Inc
GG
$3.56M 0.42%
219,588
-121,884
-36% -$1.69M
P
18
DELISTED
Pandora Media Inc
P
$3.56M 0.42%
+398,068
New +$3.91M
SIG icon
19
Signet Jewelers
SIG
$3.55B
$3.51M 0.41%
+28,305
New +$3.22M
DE icon
20
Deere & Co
DE
$170B
$3.5M 0.41%
45,400
+30,600
+207% +$2.4M
WFC icon
21
Wells Fargo
WFC
$261B
$3.49M 0.41%
72,100
+800
+1% +$39.2K
UNM icon
22
Unum
UNM
$13.8B
$3.47M 0.41%
112,100
+71,000
+173% +$2.08M
KMI icon
23
Kinder Morgan
KMI
$73.1B
$3.46M 0.4%
193,500
+46,472
+32% +$760K
PEP icon
24
PepsiCo
PEP
$186B
$3.4M 0.4%
33,200
+28,200
+564% +$2.79M
PNC icon
25
PNC Financial Services
PNC
$100B
$3.36M 0.39%
39,700
+24,100
+154% +$2.05M
1
2 3 4 5

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WHG
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PSCM
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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.