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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 | |
|---|---|---|---|---|---|---|
|
AKRX
426
DELISTED
Akorn Inc
AKRX
| $581K | 0.08% |
20,393
+9,007
| +79% | +$250K |
|
|
HIBB
427
DELISTED
Hibbett, Inc. Common Stock
HIBB
| $580K | 0.08% |
+16,671
| New | +$578K |
|
428
World Kinect Corp
WKC
$1.96B
| $579K | 0.08% |
+12,195
| New | +$568K |
|
|
SJR
429
DELISTED
Shaw Communications Inc.
SJR
| $579K | 0.08% |
30,133
+8,476
| +39% | +$160K |
|
|
SCMP
430
DELISTED
Sucampo Pharmaceuticals, Inc.
SCMP
| $577K | 0.08% |
+52,626
| New | +$589K |
|
431
National Fuel Gas
NFG
$7.84B
| $574K | 0.08% |
10,091
-2,009
| -17% | -$108K |
|
432
Sabesp
SBS
$19.7B
| $574K | 0.08% |
+330,414
| New | +$482K |
|
433
Cinemark Holdings
CNK
$3.82B
| $572K | 0.08% |
+15,700
| New | +$550K |
|
|
MASI
434
DELISTED
Masimo
MASI
| $571K | 0.08% |
10,875
+3,836
| +54% | +$181K |
|
|
ARGO
435
DELISTED
Argo Group International Holdings, Ltd.
ARGO
| $568K | 0.07% |
12,594
+4,990
| +66% | +$225K |
|
|
CAB
436
DELISTED
Cabela's Inc
CAB
| $564K | 0.07% |
+11,273
| New | +$561K |
|
437
Dillards
DDS
$8.87B
| $557K | 0.07% |
9,187
-8,113
| -47% | -$529K |
|
|
ONCE
438
DELISTED
Spark Therapeutics, Inc. Common Stock
ONCE
| $557K | 0.07% |
+10,893
| New | +$465K |
|
439
Dollar Tree
DLTR
$23.1B
| $556K | 0.07% |
+5,900
| New | +$499K |
|
440
PBF Energy
PBF
$7.29B
| $554K | 0.07% |
23,300
-27,500
| -54% | -$791K |
|
|
ADMS
441
DELISTED
Adamas Pharmaceuticals
ADMS
| $554K | 0.07% |
36,617
-31,383
| -46% | -$517K |
|
|
MOMO
442
Hello Group
MOMO
$869M
| $552K | 0.07% |
+54,615
| New | +$737K |
|
|
NBIS
443
Nebius Group N.V.
NBIS
$47.7B
| $551K | 0.07% |
25,222
-47,578
| -65% | -$925K |
|
|
ZAGG
444
DELISTED
ZAGG Inc Common Stock (Delaware)
ZAGG
| $551K | 0.07% |
+104,937
| New | +$689K |
|
445
AGCO
AGCO
$8.78B
| $549K | 0.07% |
11,652
+1,552
| +15% | +$79.7K |
|
|
TPH
446
DELISTED
Tri Pointe Homes
TPH
| $548K | 0.07% |
46,334
-109,727
| -70% | -$1.28M |
|
447
F5
FFIV
$22.1B
| $546K | 0.07% |
4,800
-5,100
| -52% | -$548K |
|
|
RXDX
448
DELISTED
Ignyta, Inc.
RXDX
| $546K | 0.07% |
100,774
+62,582
| +164% | +$416K |
|
449
Avanos Medical
AVNS
$1.17B
| $544K | 0.07% |
16,728
+2,828
| +20% | +$86.6K |
|
|
ZEN
450
DELISTED
ZENDESK INC
ZEN
| $543K | 0.07% |
+20,600
| New | +$497K |
|
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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.