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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
B
1
Barrick Mining
B
$62.2B
$4.56M 0.6%
213,500
-101,400
-32% -$1.81M
FDX icon
2
FedEx
FDX
$74.5B
$4.52M 0.59%
29,800
+5,000
+20% +$811K
ACN icon
3
Accenture
ACN
$89.9B
$4.52M 0.59%
+39,900
New +$4.63M
KR icon
4
Kroger
KR
$34.8B
$4.51M 0.59%
+122,700
New +$4.42M
VOYA icon
5
Voya Financial
VOYA
$8.94B
$4.51M 0.59%
182,000
+98,000
+117% +$3M
HD icon
6
Home Depot
HD
$332B
$4.5M 0.59%
35,200
+17,700
+101% +$2.34M
CAG icon
7
Conagra Brands
CAG
$7.07B
$4.49M 0.59%
120,790
+40,606
+51% +$1.45M
ALK icon
8
Alaska Air
ALK
$5.15B
$4.48M 0.59%
+76,926
New +$5.31M
PXD
9
DELISTED
Pioneer Natural Resource Co.
PXD
$4.48M 0.59%
+29,600
New +$4.64M
HAS icon
10
Hasbro
HAS
$12.6B
$4.44M 0.58%
+52,900
New +$4.48M
RY icon
11
Royal Bank of Canada
RY
$291B
$4.36M 0.57%
+73,700
New +$4.43M
CPRI icon
12
Capri Holdings
CPRI
$1.77B
$4.19M 0.55%
84,600
+64,800
+327% +$3.18M
SCHW
13
Charles Schwab
SCHW
$177B
$4.16M 0.55%
164,400
+122,900
+296% +$3.49M
TAP icon
14
Molson Coors Class B
TAP
$7.68B
$4.14M 0.54%
40,900
+11,800
+41% +$1.16M
FL
15
DELISTED
Foot Locker
FL
$4.03M 0.53%
+73,500
New +$4.26M
PNC icon
16
PNC Financial Services
PNC
$100B
$4M 0.53%
49,200
+9,500
+24% +$817K
DRI icon
17
Darden Restaurants
DRI
$22.5B
$4M 0.53%
63,200
+23,700
+60% +$1.55M
WLL
18
DELISTED
Whiting Petroleum Corporation
WLL
$3.74M 0.49%
+1,347
New +$4.46M
EBAY icon
19
eBay
EBAY
$48.6B
$3.69M 0.49%
157,800
+106,100
+205% +$2.56M
KMI icon
20
Kinder Morgan
KMI
$73.1B
$3.63M 0.48%
193,700
+200
+0.1% +$3.56K
UNM icon
21
Unum
UNM
$13.8B
$3.61M 0.47%
113,569
+1,469
+1% +$49.7K
TMO icon
22
Thermo Fisher Scientific
TMO
$211B
$3.6M 0.47%
24,400
+12,000
+97% +$1.77M
PEP icon
23
PepsiCo
PEP
$186B
$3.59M 0.47%
33,900
+700
+2% +$72.2K
PPL
24
PPL Corp
PPL
$27.3B
$3.58M 0.47%
94,800
+61,600
+186% +$2.35M
TRGP icon
25
Targa Resources
TRGP
$60.4B
$3.56M 0.47%
+84,602
New +$3.32M
1
2 3 4 5

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SAM
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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.