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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 | |
|---|---|---|---|---|---|---|
|
ECHO
551
DELISTED
Echo Global Logistics, Inc.
ECHO
| $404K | 0.05% |
18,023
-7,026
| -28% | -$166K |
|
552
Intuit
INTU
$81.1B
| $402K | 0.05% |
+3,600
| New | +$376K |
|
|
WEB
553
DELISTED
Web.com Group, Inc.
WEB
| $402K | 0.05% |
22,117
-32,668
| -60% | -$595K |
|
554
Whirlpool
WHR
$2.42B
| $400K | 0.05% |
2,400
-700
| -23% | -$124K |
|
|
OA
555
DELISTED
Orbital ATK, Inc.
OA
| $400K | 0.05% |
+4,700
| New | +$410K |
|
556
Fluor
FLR
$7.29B
| $398K | 0.05% |
8,078
-14,522
| -64% | -$755K |
|
557
Teradyne
TER
$54.8B
| $396K | 0.05% |
+20,100
| New | +$396K |
|
|
DBD
558
DELISTED
Diebold Nixdorf Incorporated
DBD
| $395K | 0.05% |
+15,900
| New | +$409K |
|
559
Insulet
PODD
$11.3B
| $393K | 0.05% |
12,992
-14,627
| -53% | -$455K |
|
|
HOUS
560
DELISTED
Anywhere Real Estate
HOUS
| $392K | 0.05% |
13,500
-13,200
| -49% | -$434K |
|
|
CMD
561
DELISTED
Cantel Medical Corporation
CMD
| $391K | 0.05% |
+5,695
| New | +$393K |
|
|
CRZO
562
DELISTED
Carrizo Oil & Gas Inc
CRZO
| $391K | 0.05% |
10,900
-10,084
| -48% | -$360K |
|
|
IDTI
563
DELISTED
Integrated Device Technology I
IDTI
| $389K | 0.05% |
19,314
-48,750
| -72% | -$1.03M |
|
|
EOCC
564
DELISTED
Enel Generacion Chile S.A.
EOCC
| $389K | 0.05% |
14,019
-287
| -2% | -$7.77K |
|
565
Emcor
EME
$33.1B
| $388K | 0.05% |
+7,868
| New | +$375K |
|
|
EPZM
566
DELISTED
Epizyme, Inc
EPZM
| $387K | 0.05% |
+37,801
| New | +$421K |
|
|
ZLTQ
567
DELISTED
ZELTIQ Aesthetics, Inc.
ZLTQ
| $387K | 0.05% |
+14,160
| New | +$398K |
|
568
Illinois Tool Works
ITW
$81.4B
| $385K | 0.05% |
+3,700
| New | +$387K |
|
569
Enpro
NPO
$7.05B
| $383K | 0.05% |
8,639
+4,864
| +129% | +$252K |
|
570
Interactive Brokers
IBKR
$40.9B
| $382K | 0.05% |
+43,200
| New | +$412K |
|
|
VRN
571
DELISTED
Veren
VRN
| $382K | 0.05% |
+24,200
| New | +$388K |
|
572
AtriCure
ATRC
$1.77B
| $381K | 0.05% |
26,975
-21,020
| -44% | -$320K |
|
573
Green Plains
GPRE
$1.19B
| $380K | 0.05% |
19,247
-39,753
| -67% | -$699K |
|
|
CALD
574
DELISTED
Callidus Software, Inc.
CALD
| $380K | 0.05% |
+19,008
| New | +$344K |
|
575
Surgery Partners
SGRY
$2.06B
| $379K | 0.05% |
+21,177
| New | +$315K |
|
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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.