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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
INVX
301
Innovex International
INVX
$1.87B
$811K 0.11%
+13,874
New +$839K
HRC
302
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
$809K 0.11%
16,045
-10,755
-40% -$542K
IMAX icon
303
IMAX
IMAX
$2.38B
$808K 0.11%
27,400
-89
-0.3% -$2.79K
SHLM
304
DELISTED
Schulman (A.) Inc
SHLM
$808K 0.11%
33,102
+25,094
+313% +$642K
CNO icon
305
CNO Financial Group
CNO
$4.97B
$804K 0.11%
46,035
-52,739
-53% -$991K
FTNT icon
306
Fortinet
FTNT
$112B
$799K 0.11%
126,500
-134,895
-52% -$873K
GKOS icon
307
Glaukos
GKOS
$9.02B
$797K 0.1%
+27,335
New +$633K
TSM icon
308
TSMC
TSM
$2.09T
$795K 0.1%
+30,296
New +$756K
XLNX
309
DELISTED
Xilinx Inc
XLNX
$793K 0.1%
+17,200
New +$786K
FLIR
310
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
$790K 0.1%
25,533
+11,483
+82% +$359K
KW
311
DELISTED
Kennedy-Wilson Holdings
KW
$789K 0.1%
41,600
+27,300
+191% +$566K
WGO icon
312
Winnebago Industries
WGO
$870M
$786K 0.1%
+34,289
New +$738K
JBHT icon
313
JB Hunt Transport Services
JBHT
$27.1B
$785K 0.1%
9,700
+4,500
+87% +$371K
BJRI icon
314
BJ's Restaurants
BJRI
$1.41B
$775K 0.1%
17,676
-9,724
-35% -$430K
PBR icon
315
Petrobras
PBR
$121B
$773K 0.1%
+108,000
New +$715K
ERF
316
DELISTED
Enerplus Corporation
ERF
$773K 0.1%
+117,586
New +$632K
NVGS icon
317
Navigator Holdings
NVGS
$1.34B
$772K 0.1%
67,100
+12,061
+22% +$169K
TERP
318
DELISTED
TerraForm Power, Inc
TERP
$770K 0.1%
+70,646
New +$653K
MSI icon
319
Motorola Solutions
MSI
$69.4B
$765K 0.1%
11,600
-4,200
-27% -$299K
BFH icon
320
Bread Financial
BFH
$4.21B
$764K 0.1%
4,887
-6,212
-56% -$1.03M
CCJ icon
321
Cameco
CCJ
$38.3B
$764K 0.1%
69,600
-19,881
-22% -$236K
LOW icon
322
Lowe's Companies
LOW
$116B
$760K 0.1%
+9,600
New +$743K
RGA icon
323
Reinsurance Group of America
RGA
$15.7B
$757K 0.1%
7,802
-2,898
-27% -$278K
SNV
324
DELISTED
Synovus
SNV
$757K 0.1%
26,100
+1,951
+8% +$59.3K
MRVL icon
325
Marvell Technology
MRVL
$174B
$754K 0.1%
79,100
-34,300
-30% -$343K
11 12
13
14 15

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CM
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X
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WHG
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PSCM
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BIP
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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.