We are live on ! Find out more
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
EL icon
51
Estee Lauder
EL
$29B
$2.64M 0.35%
29,002
-5,098
-15% -$476K
CHKP icon
52
Check Point Software Technologies
CHKP
$13.3B
$2.63M 0.35%
+33,000
New +$2.76M
KMX icon
53
CarMax
KMX
$8.27B
$2.63M 0.35%
+53,580
New +$2.75M
TJX icon
54
TJX Companies
TJX
$170B
$2.58M 0.34%
+66,800
New +$2.55M
GG
55
DELISTED
Goldcorp Inc
GG
$2.57M 0.34%
134,171
-85,417
-39% -$1.51M
CNP icon
56
CenterPoint Energy
CNP
$29.1B
$2.57M 0.34%
106,900
+15,517
+17% +$343K
EGN
57
DELISTED
Energen
EGN
$2.52M 0.33%
52,218
+6,670
+15% +$290K
UNH icon
58
UnitedHealth
UNH
$382B
$2.51M 0.33%
+17,800
New +$2.37M
NCLH icon
59
Norwegian Cruise Line
NCLH
$8.89B
$2.51M 0.33%
+62,918
New +$3M
FANG icon
60
Diamondback Energy
FANG
$57.6B
$2.49M 0.33%
+27,300
New +$2.36M
FIT
61
DELISTED
Fitbit, Inc. Class A common stock
FIT
$2.44M 0.32%
+200,100
New +$2.96M
AU icon
62
AngloGold Ashanti
AU
$40.3B
$2.44M 0.32%
+135,149
New +$2.06M
WYNN icon
63
Wynn Resorts
WYNN
$10.1B
$2.42M 0.32%
+26,700
New +$2.54M
STT icon
64
State Street
STT
$50.9B
$2.41M 0.32%
+44,639
New +$2.67M
JOY
65
DELISTED
Joy Global Inc
JOY
$2.38M 0.31%
112,575
-6,038
-5% -$114K
GPOR
66
DELISTED
Gulfport Energy Corp.
GPOR
$2.36M 0.31%
75,438
+45,338
+151% +$1.37M
WAB icon
67
Wabtec
WAB
$51.1B
$2.32M 0.3%
+33,000
New +$2.56M
NTRS icon
68
Northern Trust
NTRS
$22.2B
$2.31M 0.3%
34,900
-29,924
-46% -$2.08M
SJM icon
69
J.M. Smucker
SJM
$12.6B
$2.3M 0.3%
+15,100
New +$2.01M
ALXN
70
DELISTED
Alexion Pharmaceuticals
ALXN
$2.28M 0.3%
+19,500
New +$2.77M
CTRA
71
DELISTED
Coterra Energy
CTRA
$2.27M 0.3%
+88,356
New +$2.12M
CTSH icon
72
Cognizant
CTSH
$21.5B
$2.27M 0.3%
+39,700
New +$2.4M
GILD icon
73
Gilead Sciences
GILD
$161B
$2.26M 0.3%
27,100
+11,900
+78% +$1.06M
MRK icon
74
Merck
MRK
$324B
$2.26M 0.3%
41,082
+18,131
+79% +$965K
TWX
75
DELISTED
Time Warner Inc
TWX
$2.24M 0.29%
+30,500
New +$2.26M
1 2
3
4 5

Similar funds

SAM
Silvercrest Asset Management New York $13.8B AUM 28.39% 1-Year Est. Return
CM
Capula Management Grand Cayman, Cayman Islands $14.1B AUM 19.14% 1-Year Est. Return
X
Xponance Philadelphia, Pennsylvania $14.1B AUM 30.11% 1-Year Est. Return
WHG
Westwood Holdings Group Dallas, Texas $13.7B AUM 21.48% 1-Year Est. Return
PSCM
Pershing Square Capital Management New York $13.7B AUM 13.45% 1-Year Est. Return
BIP
Brandes Investment Partners La Jolla, California $14.1B AUM 25.52% 1-Year Est. Return
SA
Situational Awareness San Francisco, California $13.7B AUM 334.5% 1-Year Est. Return
FGP
Freestone Grove Partners San Francisco, California $14.2B AUM 24.58% 1-Year Est. Return

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.