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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 | |
|---|---|---|---|---|---|---|
|
AYR
351
DELISTED
Aircastle Ltd
AYR
| $699K | 0.09% |
+35,745
| New | +$757K |
|
352
Southwest Airlines
LUV
$22.1B
| $694K | 0.09% |
17,700
-40,500
| -70% | -$1.73M |
|
353
Newell Brands
NWL
$2.16B
| $692K | 0.09% |
+14,240
| New | +$666K |
|
|
TVPT
354
DELISTED
Travelport Worldwide Limited
TVPT
| $692K | 0.09% |
+53,676
| New | +$721K |
|
355
Ryder
R
$10.3B
| $691K | 0.09% |
+11,300
| New | +$748K |
|
356
Open Text
OTEX
$5.43B
| $690K | 0.09% |
23,316
+11,116
| +91% | +$315K |
|
357
Crane NXT
CXT
$3.04B
| $684K | 0.09% |
34,701
-30,909
| -47% | -$603K |
|
358
SBA Communications
SBAC
$18.4B
| $684K | 0.09% |
+6,333
| New | +$642K |
|
359
Autohome
ATHM
$2.43B
| $683K | 0.09% |
33,957
+23,957
| +240% | +$641K |
|
|
PDCE
360
DELISTED
PDC Energy, Inc.
PDCE
| $679K | 0.09% |
+11,787
| New | +$700K |
|
361
Quanta Services
PWR
$93.9B
| $676K | 0.09% |
29,226
-74,567
| -72% | -$1.72M |
|
|
AAN.A
362
DELISTED
The Aaron's Company Inc Class A
AAN.A
| $676K | 0.09% |
30,900
-14,341
| -32% | -$314K |
|
363
Arrow Electronics
ARW
$10.9B
| $675K | 0.09% |
+10,900
| New | +$692K |
|
364
Magnite
MGNI
$2.65B
| $674K | 0.09% |
49,396
+19,849
| +67% | +$319K |
|
365
AeroVironment
AVAV
$7.57B
| $670K | 0.09% |
24,090
+6,033
| +33% | +$175K |
|
|
FNBC
366
DELISTED
First NBC Bank Holding Company
FNBC
| $670K | 0.09% |
39,924
+8,971
| +29% | +$169K |
|
|
DOOR
367
DELISTED
MASONITE INTERNATIONAL CORP
DOOR
| $668K | 0.09% |
10,100
-8,800
| -47% | -$603K |
|
368
NETGEAR
NTGR
$669M
| $665K | 0.09% |
13,996
+5,360
| +62% | +$230K |
|
369
Hawaiian Electric Industries
HE
$2.33B
| $663K | 0.09% |
+20,206
| New | +$666K |
|
|
FLTX
370
DELISTED
Fleetmatics Group PLC
FLTX
| $663K | 0.09% |
15,305
-7,095
| -32% | -$283K |
|
371
Restaurant Brands International
QSR
$25.1B
| $661K | 0.09% |
15,900
-3,300
| -17% | -$136K |
|
|
CORE
372
DELISTED
Core Mark Holding Co., Inc.
CORE
| $661K | 0.09% |
+14,096
| New | +$597K |
|
|
ASRT
373
DELISTED
Assertio
ASRT
| $659K | 0.09% |
+560
| New | +$612K |
|
374
NetApp
NTAP
$32.9B
| $658K | 0.09% |
+26,772
| New | +$659K |
|
375
ACI Worldwide
ACIW
$5.72B
| $657K | 0.09% |
+33,687
| New | +$684K |
|
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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.