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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 | |
|---|---|---|---|---|---|---|
501
Qualys
QLYS
$4.84B
| $471K | 0.06% |
+15,800
| New | +$444K |
|
502
Gibraltar Industries
ROCK
$1.34B
| $470K | 0.06% |
+14,883
| New | +$428K |
|
503
TransUnion
TRU
$14.8B
| $469K | 0.06% |
14,040
+103
| +0.7% | +$3.16K |
|
504
Western Digital
WDC
$179B
| $468K | 0.06% |
+13,098
| New | +$431K |
|
505
Molina Healthcare
MOH
$10.3B
| $467K | 0.06% |
+9,352
| New | +$500K |
|
|
CLC
506
DELISTED
Clarcor
CLC
| $467K | 0.06% |
7,674
+1,474
| +24% | +$86.3K |
|
|
CTB
507
DELISTED
Cooper Tire & Rubber Co.
CTB
| $466K | 0.06% |
15,627
+2,329
| +18% | +$77.1K |
|
508
Steven Madden
SHOO
$3.12B
| $461K | 0.06% |
+20,250
| New | +$466K |
|
|
RAX
509
DELISTED
Rackspace Hosting Inc
RAX
| $460K | 0.06% |
22,030
-8,870
| -29% | -$207K |
|
510
Adtran
ADTN
$798M
| $459K | 0.06% |
24,637
+8,262
| +50% | +$157K |
|
|
NMBL
511
DELISTED
Nimble Storage, Inc.
NMBL
| $456K | 0.06% |
57,243
-48,842
| -46% | -$380K |
|
512
Webster Financial
WBS
$12.3B
| $455K | 0.06% |
+13,400
| New | +$488K |
|
513
Orthofix Medical
OFIX
$455M
| $454K | 0.06% |
+10,718
| New | +$466K |
|
514
Hexcel
HXL
$8.32B
| $451K | 0.06% |
+10,819
| New | +$473K |
|
515
Semtech
SMTC
$11.7B
| $451K | 0.06% |
18,900
+1,779
| +10% | +$40.4K |
|
516
TE Connectivity
TEL
$58.8B
| $451K | 0.06% |
+7,900
| New | +$475K |
|
517
Middleby
MIDD
$6.05B
| $449K | 0.06% |
+3,900
| New | +$448K |
|
|
MYCC
518
DELISTED
ClubCorp Holdings, Inc.
MYCC
| $448K | 0.06% |
34,497
-26,103
| -43% | -$332K |
|
519
ArcBest
ARCB
$3.44B
| $447K | 0.06% |
+27,492
| New | +$498K |
|
520
Bankunited
BKU
$3.38B
| $446K | 0.06% |
14,514
+914
| +7% | +$30.4K |
|
|
ECHO
521
EchoStar
ECHO
$25.5B
| $446K | 0.06% |
+13,874
| New | +$454K |
|
|
VRNT
522
DELISTED
Verint Systems
VRNT
| $444K | 0.06% |
26,304
-51,038
| -66% | -$884K |
|
523
Nice
NICE
$5.29B
| $443K | 0.06% |
+6,944
| New | +$441K |
|
|
ININ
524
DELISTED
Interactive Intelligence Group, inc.
ININ
| $443K | 0.06% |
+10,801
| New | +$421K |
|
|
UCB
525
United Community Banks
UCB
$4.22B
| $441K | 0.06% |
+24,106
| New | +$466K |
|
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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.