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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 | |
|---|---|---|---|---|---|---|
|
CBPX
726
DELISTED
CONTINENTAL BUILDING PRODUCTS, INC.
CBPX
| $242K | 0.03% |
+10,900
| New | +$228K |
|
727
Deckers Outdoor
DECK
$13.3B
| $240K | 0.03% |
+25,080
| New | +$232K |
|
728
Pilgrim's Pride
PPC
$6.82B
| $240K | 0.03% |
9,400
-39,485
| -81% | -$992K |
|
|
TFCF
729
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
| $240K | 0.03% |
+8,800
| New | +$257K |
|
|
BOJA
730
DELISTED
Bojangles', Inc. Common Stock
BOJA
| $239K | 0.03% |
+14,122
| New | +$247K |
|
731
Atlassian
TEAM
$22B
| $235K | 0.03% |
+9,080
| New | +$215K |
|
732
Upbound Group
UPBD
$1.19B
| $234K | 0.03% |
19,049
-21,030
| -52% | -$283K |
|
733
Atlantic Union Bankshares
AUB
$5.99B
| $233K | 0.03% |
9,433
-40,301
| -81% | -$1.05M |
|
734
Jacobs Solutions
J
$15.9B
| $233K | 0.03% |
+5,658
| New | +$223K |
|
|
GHL
735
DELISTED
Greenhill & Co., Inc.
GHL
| $230K | 0.03% |
14,305
+1,052
| +8% | +$20.9K |
|
|
MTSC
736
DELISTED
MTS Systems Corp
MTSC
| $229K | 0.03% |
+5,213
| New | +$262K |
|
737
KT
KT
$8.84B
| $228K | 0.03% |
+16,000
| New | +$223K |
|
738
Nexstar Media Group
NXST
$5.6B
| $227K | 0.03% |
4,778
-12,752
| -73% | -$637K |
|
739
Braskem
BAK
$980M
| $226K | 0.03% |
+19,049
| New | +$237K |
|
740
City Holding Co
CHCO
$1.97B
| $225K | 0.03% |
+4,959
| New | +$237K |
|
741
Hilton Worldwide
HLT
$74B
| $225K | 0.03% |
+3,334
| New | +$219K |
|
742
Installed Building Products
IBP
$6.13B
| $225K | 0.03% |
+6,201
| New | +$193K |
|
|
IMPV
743
DELISTED
Imperva, Inc.
IMPV
| $225K | 0.03% |
+5,239
| New | +$220K |
|
744
Lands' End
LE
$361M
| $224K | 0.03% |
+13,663
| New | +$276K |
|
745
Crown Holdings
CCK
$12.8B
| $223K | 0.03% |
4,400
-26,100
| -86% | -$1.36M |
|
746
FreightCar America
RAIL
$275M
| $223K | 0.03% |
15,851
-8,993
| -36% | -$134K |
|
|
CSGS
747
DELISTED
CSG Systems International
CSGS
| $222K | 0.03% |
+5,510
| New | +$237K |
|
748
Vera Bradley
VRA
$105M
| $221K | 0.03% |
+15,565
| New | +$252K |
|
|
ESND
749
DELISTED
Essendant Inc.
ESND
| $220K | 0.03% |
7,189
-6,773
| -49% | -$213K |
|
750
Halozyme
HALO
$9.72B
| $219K | 0.03% |
25,345
-41,205
| -62% | -$407K |
|
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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.