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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
HP icon
126
Helmerich & Payne
HP
$3.53B
$1.67M 0.22%
+24,900
New +$1.54M
COR icon
127
Cencora
COR
$60.3B
$1.67M 0.22%
21,000
-5,900
-22% -$473K
NBR icon
128
Nabors Industries
NBR
$1.23B
$1.66M 0.22%
3,311
-3,735
-53% -$1.77M
EMBJ
129
Embraer S.A. ADS
EMBJ
$11.6B
$1.61M 0.21%
+74,200
New +$1.67M
HSIC icon
130
Henry Schein
HSIC
$9.74B
$1.61M 0.21%
+23,205
New +$1.57M
MGM icon
131
MGM Resorts International
MGM
$11.7B
$1.61M 0.21%
71,100
-17,600
-20% -$400K
FNSR
132
DELISTED
Finisar Corp
FNSR
$1.61M 0.21%
91,714
+80,128
+692% +$1.37M
RDN icon
133
Radian Group
RDN
$5.14B
$1.6M 0.21%
153,918
+135,718
+746% +$1.6M
META icon
134
Meta Platforms (Facebook)
META
$1.51T
$1.59M 0.21%
13,900
+7,900
+132% +$910K
MYGN icon
135
Myriad Genetics
MYGN
$530M
$1.57M 0.21%
51,305
+31,621
+161% +$1.1M
AMGN icon
136
Amgen
AMGN
$203B
$1.57M 0.21%
10,300
+4,600
+81% +$715K
FDC
137
DELISTED
First Data Corporation
FDC
$1.56M 0.21%
+141,400
New +$1.7M
AYI icon
138
Acuity Brands
AYI
$9.88B
$1.54M 0.2%
+6,200
New +$1.55M
ILG
139
DELISTED
ILG, Inc Common Stock
ILG
$1.53M 0.2%
+96,500
New +$1.38M
INFY icon
140
Infosys
INFY
$45B
$1.53M 0.2%
+171,600
New +$1.61M
NOW icon
141
ServiceNow
NOW
$102B
$1.53M 0.2%
115,345
-47,850
-29% -$665K
GRA
142
DELISTED
W.R. Grace & Co.
GRA
$1.53M 0.2%
20,900
+12,161
+139% +$930K
PFE icon
143
Pfizer
PFE
$140B
$1.52M 0.2%
+45,638
New +$1.46M
VIPS icon
144
Vipshop
VIPS
$6.84B
$1.52M 0.2%
+135,873
New +$1.66M
ISEE
145
DELISTED
IVERIC bio, Inc. Common Stock
ISEE
$1.52M 0.2%
+29,736
New +$1.48M
DNKN
146
DELISTED
Dunkin' Brands Group, Inc.
DNKN
$1.51M 0.2%
+34,528
New +$1.58M
WDR
147
DELISTED
Waddell & Reed Financial, Inc.
WDR
$1.5M 0.2%
87,401
+71,849
+462% +$1.47M
MLM icon
148
Martin Marietta Materials
MLM
$33.6B
$1.5M 0.2%
7,800
+5,600
+255% +$1M
A icon
149
Agilent Technologies
A
$39.1B
$1.5M 0.2%
33,747
+3,647
+12% +$157K
GD icon
150
General Dynamics
GD
$105B
$1.46M 0.19%
10,500
-3,700
-26% -$516K
4 5
6
7 8

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CM
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X
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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.