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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
(-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 | 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 | |
|---|---|---|---|---|---|---|
|
FRGI
226
DELISTED
Fiesta Restaurant Group, Inc.
FRGI
| $1.03M | 0.14% |
47,263
+19,587
| +71% | +$553K |
|
227
MDU Resources
MDU
$4.44B
| $1.03M | 0.14% |
112,625
-30,178
| -21% | -$246K |
|
228
Synaptics
SYNA
$4.41B
| $1.03M | 0.14% |
+19,100
| New | +$1.31M |
|
|
TECD
229
DELISTED
Tech Data Corp
TECD
| $1.03M | 0.14% |
14,300
+7,472
| +109% | +$542K |
|
|
BUFF
230
DELISTED
Blue Buffalo Pet Products, Inc
BUFF
| $1.02M | 0.13% |
+43,894
| New | +$1.09M |
|
231
DaVita
DVA
$15.1B
| $1.02M | 0.13% |
+13,200
| New | +$998K |
|
232
GameStop
GME
$9.5B
| $1.01M | 0.13% |
152,572
-454,628
| -75% | -$3.33M |
|
|
HZNP
233
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
| $1.01M | 0.13% |
61,367
+43,206
| +238% | +$699K |
|
234
Honda
HMC
$36.5B
| $1.01M | 0.13% |
39,885
+23,785
| +148% | +$640K |
|
235
Strategy Inc
MSTR
$33.5B
| $1.01M | 0.13% |
+57,600
| New | +$1.06M |
|
236
Dollar General
DG
$25.9B
| $1.01M | 0.13% |
+10,700
| New | +$923K |
|
237
Arthur J. Gallagher & Co
AJG
$63.7B
| $1M | 0.13% |
+21,100
| New | +$979K |
|
|
CBI
238
DELISTED
Chicago Bridge & Iron Nv
CBI
| $1M | 0.13% |
+28,900
| New | +$1.07M |
|
239
Kraft Heinz
KHC
$30.4B
| $997K | 0.13% |
+11,271
| New | +$927K |
|
240
Dine Brands
DIN
$432M
| $992K | 0.13% |
+11,700
| New | +$1M |
|
241
Unifirst Corp
UNF
$5.32B
| $989K | 0.13% |
+8,545
| New | +$955K |
|
242
Lithia Motors
LAD
$7.78B
| $988K | 0.13% |
13,900
+5,600
| +67% | +$449K |
|
243
Matador Resources
MTDR
$6.31B
| $985K | 0.13% |
49,729
-6,371
| -11% | -$137K |
|
244
Babcock & Wilcox
BW
$1.43B
| $979K | 0.13% |
+6,662
| New | +$1.42M |
|
|
SBNY
245
DELISTED
Signature Bank
SBNY
| $974K | 0.13% |
7,797
-13,648
| -64% | -$1.82M |
|
|
SEE
246
DELISTED
Sealed Air
SEE
| $965K | 0.13% |
21,000
-15,956
| -43% | -$763K |
|
247
Vail Resorts
MTN
$5.19B
| $964K | 0.13% |
+6,976
| New | +$921K |
|
|
AFSI
248
DELISTED
AmTrust Financial Services, Inc.
AFSI
| $953K | 0.13% |
38,900
+17,204
| +79% | +$438K |
|
|
PPLI
249
People Inc
PPLI
$3.1B
| $951K | 0.13% |
94,562
-84,905
| -47% | -$786K |
|
250
Franklin Resources
BEN
$16.9B
| $948K | 0.12% |
+28,400
| New | +$1.03M |
|
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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.