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Trexquant Investment Portfolio holdings
AUM
$17B
1-Year Est. Return
39.66%
This Fund
S&P 500
This Quarter
Est. Return
+1.98%
1 Year Est. Return
+39.66%
3 Year Est. Return
+112.15%
5 Year Est. Return
+98.93%
10 Year Est. Return
+403.68%
AUM
$761M
AUM Growth
-$92.6M
(-11%)
Cap. Flow
-$87.8M
Cap. Flow
% of AUM
-11.54%
Top 10 Holdings %
Top 10 Hldgs %
5.92%
Holding
1,314
New
446
Increased
173
Reduced
210
Closed
485
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Alaska Air
ALK
|
+$5.31M |
| 2 |
PXD
Pioneer Natural Resource Co.
PXD
|
+$4.64M |
| 3 |
Accenture
ACN
|
+$4.63M |
| 4 |
Hasbro
HAS
|
+$4.48M |
| 5 |
WLL
Whiting Petroleum Corporation
WLL
|
+$4.46M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Abercrombie & Fitch
ANF
|
+$4.82M |
| 2 |
General Motors
GM
|
+$4.45M |
| 3 |
Williams-Sonoma
WSM
|
+$3.98M |
| 4 |
P
Pandora Media Inc
P
|
+$3.97M |
| 5 |
Adobe
ADBE
|
+$3.78M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 15.33% |
| 2 | Healthcare | 14.37% |
| 3 | Financials | 13.3% |
| 4 | Industrials | 12.67% |
| 5 | Technology | 12.21% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
376
Criteo S.A.
CRTO
$855M
| $657K | 0.09% |
14,300
+3,001
| +27% | +$129K |
|
377
Varonis Systems
VRNS
$5.29B
| $657K | 0.09% |
82,101
+44,658
| +119% | +$328K |
|
|
NTT
378
DELISTED
Nippon Telegraph & Telephone
NTT
| $657K | 0.09% |
+13,956
| New | +$621K |
|
379
Dr. Reddy's Laboratories
RDY
$9.9B
| $656K | 0.09% |
64,000
+11,160
| +21% | +$102K |
|
|
BFX
380
DELISTED
BowFlex Inc.
BFX
| $654K | 0.09% |
+36,645
| New | +$693K |
|
381
Perrigo
PRGO
$1.99B
| $653K | 0.09% |
+7,200
| New | +$746K |
|
|
EE
382
DELISTED
El Paso Electric Company
EE
| $652K | 0.09% |
+13,800
| New | +$624K |
|
|
KS
383
DELISTED
KapStone Paper and Pack Corp.
KS
| $649K | 0.09% |
+49,854
| New | +$731K |
|
384
Ironwood Pharmaceuticals
IRWD
$673M
| $646K | 0.08% |
+58,984
| New | +$576K |
|
385
Micron Technology
MU
$1.16T
| $643K | 0.08% |
+46,741
| New | +$531K |
|
386
Xerox
XRX
$412M
| $640K | 0.08% |
25,605
+1,097
| +4% | +$28.9K |
|
|
AAIC
387
DELISTED
Arlington Asset Investment Corp.
AAIC
| $638K | 0.08% |
+49,001
| New | +$634K |
|
388
First American
FAF
$7.3B
| $635K | 0.08% |
+15,800
| New | +$589K |
|
|
WCC
389
WESCO International
WCC
$17.3B
| $635K | 0.08% |
+12,324
| New | +$694K |
|
|
MDCO
390
DELISTED
Medicines Co
MDCO
| $635K | 0.08% |
18,887
+3,687
| +24% | +$130K |
|
|
SINA
391
DELISTED
Sina Corp
SINA
| $633K | 0.08% |
12,200
-9,304
| -43% | -$465K |
|
392
Booz Allen Hamilton
BAH
$8.68B
| $631K | 0.08% |
+21,300
| New | +$610K |
|
393
Archer Daniels Midland
ADM
$41.7B
| $630K | 0.08% |
+14,700
| New | +$586K |
|
394
Ford
F
$53.6B
| $629K | 0.08% |
+50,000
| New | +$659K |
|
|
RICE
395
DELISTED
Rice Energy Inc.
RICE
| $628K | 0.08% |
+28,506
| New | +$533K |
|
|
PDCO
396
DELISTED
Patterson Companies, Inc.
PDCO
| $627K | 0.08% |
+13,100
| New | +$604K |
|
397
DHT Holdings
DHT
$3.42B
| $626K | 0.08% |
124,400
+75,807
| +156% | +$420K |
|
398
AZZ Inc
AZZ
$4.16B
| $625K | 0.08% |
10,426
+1,428
| +16% | +$81.7K |
|
399
Essent Group
ESNT
$6.16B
| $625K | 0.08% |
28,666
+5,356
| +23% | +$112K |
|
|
SGEN
400
DELISTED
Seagen Inc. Common Stock
SGEN
| $625K | 0.08% |
+15,469
| New | +$588K |
|
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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.