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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 | |
|---|---|---|---|---|---|---|
|
BOBE
476
DELISTED
Bob Evans Farms, Inc.
BOBE
| $514K | 0.07% |
13,554
-2,004
| -13% | -$89.8K |
|
477
Service Corp International
SCI
$11.4B
| $513K | 0.07% |
+18,965
| New | +$500K |
|
478
Gray Television
GTN
$407M
| $511K | 0.07% |
+47,100
| New | +$556K |
|
479
Protolabs
PRLB
$1.86B
| $511K | 0.07% |
+8,883
| New | +$593K |
|
480
Exelon
EXC
$48.6B
| $508K | 0.07% |
19,578
-53,326
| -73% | -$1.32M |
|
481
Quanex
NX
$854M
| $508K | 0.07% |
+27,322
| New | +$511K |
|
|
NSR
482
DELISTED
Neustar Inc
NSR
| $508K | 0.07% |
+21,596
| New | +$513K |
|
483
Red Robin
RRGB
$134M
| $498K | 0.07% |
+10,504
| New | +$607K |
|
484
Q2 Holdings
QTWO
$3.42B
| $494K | 0.06% |
17,613
+8,430
| +92% | +$211K |
|
|
AMCC
485
DELISTED
Applied Micro Circuits Corporation New
AMCC
| $492K | 0.06% |
+76,586
| New | +$489K |
|
486
Post Holdings
POST
$4.12B
| $488K | 0.06% |
9,015
+1,986
| +28% | +$96K |
|
|
DISCK
487
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
| $487K | 0.06% |
+20,400
| New | +$539K |
|
|
FTD
488
DELISTED
FTD Companies, Inc. Common Stock
FTD
| $486K | 0.06% |
19,491
-27,524
| -59% | -$727K |
|
|
FBR
489
DELISTED
Fibria Celulose Sa
FBR
| $486K | 0.06% |
+71,897
| New | +$612K |
|
|
GTT
490
DELISTED
GTT Communications, Inc.
GTT
| $486K | 0.06% |
+26,283
| New | +$443K |
|
|
FOLD
491
DELISTED
Amicus Therapeutics
FOLD
| $483K | 0.06% |
88,486
+65,720
| +289% | +$460K |
|
|
RP
492
DELISTED
RealPage, Inc.
RP
| $482K | 0.06% |
21,590
-17,305
| -44% | -$374K |
|
|
HAR
493
DELISTED
Harman International Industries
HAR
| $482K | 0.06% |
+6,706
| New | +$523K |
|
|
TCF
494
DELISTED
TCF Financial Corporation
TCF
| $482K | 0.06% |
38,100
-24,700
| -39% | -$327K |
|
495
MSC Industrial Direct
MSM
$7.02B
| $476K | 0.06% |
+6,749
| New | +$501K |
|
496
Performance Food Group
PFGC
$17.5B
| $476K | 0.06% |
+17,700
| New | +$447K |
|
497
Assured Guaranty
AGO
$3.78B
| $475K | 0.06% |
+18,734
| New | +$482K |
|
498
Becton Dickinson
BDX
$43.1B
| $475K | 0.06% |
2,870
-10,558
| -79% | -$1.69M |
|
499
Manhattan Associates
MANH
$8.97B
| $475K | 0.06% |
7,400
+600
| +9% | +$37.4K |
|
|
PMC
500
DELISTED
PharMerica Corporation
PMC
| $473K | 0.06% |
+19,188
| New | +$476K |
|
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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.