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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
TD icon
101
Toronto Dominion Bank
TD
$198B
$1.95M 0.26%
45,500
+37,100
+442% +$1.61M
ELV icon
102
Elevance Health
ELV
$81.9B
$1.93M 0.25%
14,700
+2,000
+16% +$274K
FNV icon
103
Franco-Nevada
FNV
$41.4B
$1.93M 0.25%
+25,324
New +$1.71M
WEC icon
104
WEC Energy
WEC
$37.7B
$1.93M 0.25%
+29,500
New +$1.77M
CIEN icon
105
Ciena
CIEN
$55.3B
$1.91M 0.25%
+101,800
New +$1.84M
AME icon
106
Ametek
AME
$55.5B
$1.89M 0.25%
40,900
-6,500
-14% -$313K
MA icon
107
Mastercard
MA
$477B
$1.86M 0.24%
+21,100
New +$2.01M
HBI
108
DELISTED
Hanesbrands
HBI
$1.85M 0.24%
73,700
+61,234
+491% +$1.67M
KEY icon
109
KeyCorp
KEY
$24.3B
$1.84M 0.24%
166,560
-1,440
-0.9% -$17.2K
XRAY icon
110
Dentsply Sirona
XRAY
$2.59B
$1.84M 0.24%
+29,600
New +$1.82M
ESV
111
DELISTED
Ensco Rowan plc
ESV
$1.83M 0.24%
+47,250
New +$1.96M
PH icon
112
Parker-Hannifin
PH
$125B
$1.82M 0.24%
+16,884
New +$1.89M
ENS icon
113
EnerSys
ENS
$6.95B
$1.78M 0.23%
+29,987
New +$1.77M
SYY icon
114
Sysco
SYY
$39.7B
$1.76M 0.23%
+34,600
New +$1.67M
DF
115
DELISTED
Dean Foods Company
DF
$1.75M 0.23%
97,000
+51,577
+114% +$914K
AA icon
116
Alcoa
AA
$11.7B
$1.75M 0.23%
78,596
+43,560
+124% +$1.02M
BIIB icon
117
Biogen
BIIB
$29.9B
$1.74M 0.23%
7,200
-1,100
-13% -$290K
ESRX
118
DELISTED
Express Scripts Holding Company
ESRX
$1.74M 0.23%
22,900
+4,800
+27% +$353K
LUMN icon
119
Lumen
LUMN
$6.53B
$1.73M 0.23%
+59,720
New +$1.74M
HELE icon
120
Helen of Troy
HELE
$663M
$1.73M 0.23%
+16,800
New +$1.7M
SWKS icon
121
Skyworks Solutions
SWKS
$9.06B
$1.73M 0.23%
+27,300
New +$1.86M
DVN icon
122
Devon Energy
DVN
$51.9B
$1.7M 0.22%
+46,800
New +$1.59M
ETFC
123
DELISTED
E*Trade Financial Corporation
ETFC
$1.68M 0.22%
71,700
-3,844
-5% -$97.5K
BWLD
124
DELISTED
Buffalo Wild Wings, Inc.
BWLD
$1.68M 0.22%
+12,100
New +$1.71M
RARE icon
125
Ultragenyx Pharmaceutical
RARE
$2.65B
$1.68M 0.22%
34,265
+30,168
+736% +$1.95M
3 4
5
6 7

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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.