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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 | |
|---|---|---|---|---|---|---|
576
Old Republic International
ORI
$10.3B
| $378K | 0.05% |
19,600
-18,100
| -48% | -$338K |
|
577
Energizer
ENR
$1.44B
| $377K | 0.05% |
+7,318
| New | +$335K |
|
578
Moelis & Co
MC
$4.98B
| $375K | 0.05% |
16,667
-15,785
| -49% | -$422K |
|
|
FMBI
579
DELISTED
First Midwest Bancorp Inc/IL
FMBI
| $375K | 0.05% |
+21,356
| New | +$384K |
|
|
BRSS
580
DELISTED
Global Brass & Copper Hldgs, Inc
BRSS
| $375K | 0.05% |
13,751
+5,752
| +72% | +$153K |
|
581
NETSCOUT
NTCT
$2.86B
| $374K | 0.05% |
+16,822
| New | +$389K |
|
|
KNL
582
DELISTED
Knoll, Inc.
KNL
| $374K | 0.05% |
+15,419
| New | +$362K |
|
583
Prosperity Bancshares
PB
$8.77B
| $372K | 0.05% |
+7,300
| New | +$367K |
|
584
Rogers Communications
RCI
$17.7B
| $372K | 0.05% |
+9,204
| New | +$357K |
|
585
Sensata Technologies
ST
$6.65B
| $371K | 0.05% |
+10,645
| New | +$389K |
|
|
TTM
586
DELISTED
Tata Motors Limited
TTM
| $371K | 0.05% |
+10,700
| New | +$335K |
|
|
CBD
587
DELISTED
Companhia Brasileira de Distribuicao
CBD
| $369K | 0.05% |
+25,385
| New | +$334K |
|
|
AJRD
588
DELISTED
Aerojet Rocketdyne Holdings
AJRD
| $369K | 0.05% |
+20,200
| New | +$351K |
|
589
Photronics
PLAB
$1.79B
| $368K | 0.05% |
41,319
-28,102
| -40% | -$279K |
|
590
Coeur Mining
CDE
$15.6B
| $365K | 0.05% |
+34,238
| New | +$269K |
|
|
DVAX
591
DELISTED
Dynavax Technologies
DVAX
| $365K | 0.05% |
+25,012
| New | +$427K |
|
592
Comfort Systems
FIX
$61B
| $365K | 0.05% |
+11,200
| New | +$357K |
|
593
Fossil Group
FOSL
$239M
| $365K | 0.05% |
12,800
-800
| -6% | -$26.9K |
|
594
Constellation Brands
STZ
$22.2B
| $364K | 0.05% |
+2,200
| New | +$344K |
|
595
MaxLinear
MXL
$6.49B
| $363K | 0.05% |
+20,194
| New | +$375K |
|
596
Dave & Buster's
PLAY
$343M
| $363K | 0.05% |
7,754
-11,003
| -59% | -$456K |
|
597
Asbury Automotive
ABG
$4.19B
| $362K | 0.05% |
+6,870
| New | +$386K |
|
598
Haemonetics
HAE
$3.58B
| $361K | 0.05% |
+12,445
| New | +$376K |
|
599
Kforce
KFRC
$983M
| $361K | 0.05% |
21,348
-24
| -0.1% | -$446 |
|
|
SYKE
600
DELISTED
SYKES Enterprises Inc
SYKE
| $361K | 0.05% |
12,479
+179
| +1% | +$5.26K |
|
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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.