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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
SPR
76
DELISTED
Spirit AeroSystems
SPR
$2.24M 0.29%
52,088
-7,918
-13% -$365K
LBTYA icon
77
Liberty Global Class A
LBTYA
$3.31B
$2.23M 0.29%
76,800
+21,219
+38% +$689K
TEVA icon
78
Teva Pharmaceuticals
TEVA
$35.9B
$2.23M 0.29%
44,400
+5,507
+14% +$293K
COF icon
79
Capital One
COF
$124B
$2.21M 0.29%
34,800
-2,000
-5% -$139K
PCG icon
80
PG&E
PCG
$47.8B
$2.19M 0.29%
34,293
+21,493
+168% +$1.29M
YUM icon
81
Yum! Brands
YUM
$41B
$2.17M 0.29%
+36,444
New +$2.15M
DISH
82
DELISTED
DISH Network Corp.
DISH
$2.16M 0.28%
41,200
+4,000
+11% +$195K
BSX icon
83
Boston Scientific
BSX
$65.8B
$2.14M 0.28%
+91,500
New +$1.98M
KSU
84
DELISTED
Kansas City Southern
KSU
$2.13M 0.28%
23,671
+11,871
+101% +$1.08M
ETN icon
85
Eaton
ETN
$157B
$2.13M 0.28%
+35,700
New +$2.19M
INCY icon
86
Incyte
INCY
$23.5B
$2.11M 0.28%
26,334
-6,166
-19% -$479K
CA
87
DELISTED
CA, Inc.
CA
$2.1M 0.28%
64,000
+30,512
+91% +$955K
REGN icon
88
Regeneron Pharmaceuticals
REGN
$68.8B
$2.1M 0.28%
6,000
+500
+9% +$193K
BBY icon
89
Best Buy
BBY
$18B
$2.08M 0.27%
67,900
-1,100
-2% -$34.6K
ES icon
90
Eversource Energy
ES
$28.2B
$2.07M 0.27%
34,608
+30,808
+811% +$1.74M
QEP
91
DELISTED
QEP RESOURCES, INC.
QEP
$2.07M 0.27%
+117,500
New +$2.03M
ALR
92
DELISTED
Alere Inc
ALR
$2.04M 0.27%
+48,900
New +$2.12M
WPX
93
DELISTED
WPX Energy, Inc.
WPX
$2.03M 0.27%
+217,637
New +$1.96M
AXP icon
94
American Express
AXP
$223B
$2.02M 0.27%
+33,300
New +$2.11M
HLF icon
95
Herbalife
HLF
$1.23B
$2.02M 0.27%
+69,000
New +$2.07M
CTXS
96
DELISTED
Citrix Systems Inc
CTXS
$2.02M 0.27%
31,646
+7,911
+33% +$521K
CELG
97
DELISTED
Celgene Corp
CELG
$1.99M 0.26%
20,200
+15,200
+304% +$1.57M
CFG icon
98
Citizens Financial Group
CFG
$30.4B
$1.98M 0.26%
99,100
+44,400
+81% +$986K
AR icon
99
Antero Resources
AR
$10.9B
$1.98M 0.26%
76,100
+25,120
+49% +$685K
WBA
100
DELISTED
Walgreens Boots Alliance
WBA
$1.97M 0.26%
23,600
-24,700
-51% -$1.99M
2 3
4
5 6

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WHG
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PSCM
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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.