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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
+1.98%
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
$761M
AUM Growth
-$92.6M
Cap. Flow
-$87.8M
Cap. Flow %
-11.54%
Top 10 Hldgs %
5.92%
Holding
1,314
New
446
Increased
173
Reduced
210
Closed
485

Top Buys

Rank Stock Value
1
ALK icon
Alaska Air
ALK
+$5.31M
2
PXD
Pioneer Natural Resource Co.
PXD
+$4.64M
3
ACN icon
Accenture
ACN
+$4.63M
4
HAS icon
Hasbro
HAS
+$4.48M
5
WLL
Whiting Petroleum Corporation
WLL
+$4.46M

Top Sells

Rank Stock Value
1
ANF icon
Abercrombie & Fitch
ANF
+$4.82M
2
GM icon
General Motors
GM
+$4.45M
3
WSM icon
Williams-Sonoma
WSM
+$3.98M
4
P
Pandora Media Inc
P
+$3.97M
5
ADBE icon
Adobe
ADBE
+$3.78M

Sector Composition

Rank Sector Weight
1 Consumer Discretionary 14.99%
2 Healthcare 13.49%
3 Financials 13.04%
4 Industrials 12.06%
5 Technology 11.05%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
SCOR icon
251
Comscore
SCOR
$946K 0.12%
+1,980
New +$1.18M
ZION icon
252
Zions Bancorporation
ZION
$10.1B
$945K 0.12%
+37,600
New +$998K
WOR icon
253
Worthington Enterprises
WOR
$2.76B
$939K 0.12%
36,021
-13,758
-28% -$318K
OZK icon
254
Bank OZK
OZK
$5.49B
$938K 0.12%
+25,000
New +$985K
TXT icon
255
Textron
TXT
$16.6B
$937K 0.12%
25,628
-28,804
-53% -$1.1M
BURL icon
256
Burlington
BURL
$22B
$933K 0.12%
+13,988
New +$821K
CPE
257
DELISTED
Callon Petroleum Company
CPE
$933K 0.12%
8,310
-8,660
-51% -$928K
IPXL
258
DELISTED
Impax Laboratories, Inc.
IPXL
$931K 0.12%
32,300
+24,366
+307% +$794K
CNI icon
259
Canadian National Railway
CNI
$78.3B
$927K 0.12%
+15,700
New +$947K
NFLX icon
260
Netflix
NFLX
$292B
$924K 0.12%
+101,000
New +$970K
NE
261
DELISTED
Noble Corporation
NE
$921K 0.12%
+111,724
New +$1.07M
AEO icon
262
American Eagle Outfitters
AEO
$2.85B
$916K 0.12%
57,500
-49,100
-46% -$750K
EQNR icon
263
Equinor
EQNR
$95.9B
$904K 0.12%
52,204
+12,944
+33% +$212K
PKG icon
264
Packaging Corp of America
PKG
$22.7B
$904K 0.12%
+13,500
New +$882K
HOLX
265
DELISTED
Hologic
HOLX
$899K 0.12%
25,982
-99,918
-79% -$3.46M
DHI icon
266
D.R. Horton
DHI
$41B
$894K 0.12%
+28,400
New +$867K
THG icon
267
Hanover Insurance
THG
$7.63B
$889K 0.12%
10,509
+4,365
+71% +$376K
ISLE
268
DELISTED
Isle of Capri Casinos Inc
ISLE
$888K 0.12%
+48,464
New +$759K
PEGI
269
DELISTED
Pattern Energy Group Inc. Class A
PEGI
$887K 0.12%
38,600
+21,767
+129% +$452K
CHD icon
270
Church & Dwight Co
CHD
$23.1B
$885K 0.12%
+17,200
New +$830K
FE icon
271
FirstEnergy
FE
$28.9B
$883K 0.12%
25,300
-58,049
-70% -$1.97M
NVO
272
Novo Nordisk
NVO
$216B
$882K 0.12%
32,800
-35,828
-52% -$983K
AMP icon
273
Ameriprise Financial
AMP
$46.8B
$881K 0.12%
9,808
+8
+0.1% +$773
OKE icon
274
Oneok
OKE
$58.7B
$878K 0.12%
18,500
+6,600
+55% +$262K
SONY icon
275
Sony
SONY
$123B
$878K 0.12%
+149,500
New +$802K
9 10
11
12 13

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Trexquant Investment's Q2 2016 Portfolio in Review

As of Q2 2016, Trexquant Investment held 1,314 positions worth $761M, down 11% from $854M the previous quarter. Its ten largest holdings account for 5.9% of the portfolio.

Trexquant Investment withdrew a net $87.8M in Q2 2016, closing 485 positions and reducing 210 holdings. Its most notable exit was Abercrombie & Fitch, an estimated $4.82M position sold in full.

By sector, the portfolio is most concentrated in Consumer Discretionary at 15% of assets, down from 17% a quarter earlier, followed by Healthcare and Financials.

Against the trend, Trexquant Investment opened a new position in Alaska Air worth $4.48M.

  • Trexquant Investment's largest Q2 2016 buy was Alaska Air: 76,926 shares worth $4.48M.
  • Trexquant Investment added most to Charles Schwab in Q2 2016, an estimated $3.49M increase.
  • Trexquant Investment's biggest Q2 2016 reduction was Pandora Media Inc, cutting an estimated $3.97M.
  • Trexquant Investment fully exited Abercrombie & Fitch in Q2 2016, selling an estimated $4.82M.
  • Trexquant Investment's ten largest holdings make up 5.9% of its $761M portfolio in Q2 2016.
  • Trexquant Investment opened 446 new positions and closed 485 in Q2 2016.
  • Trexquant Investment's portfolio value fell 11% quarter-over-quarter to $761M.

Based on Trexquant Investment's 13F filing for Q2 2016, filed 10 Aug 2016.