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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 | |
|---|---|---|---|---|---|---|
|
WCG
751
DELISTED
Wellcare Health Plans, Inc.
WCG
| $219K | 0.03% |
+2,041
| New | +$200K |
|
752
Caleres
CAL
$396M
| $217K | 0.03% |
8,974
-9,706
| -52% | -$238K |
|
753
POSCO
PKX
$15.8B
| $216K | 0.03% |
4,854
-10,108
| -68% | -$475K |
|
754
Icon
ICLR
$12.8B
| $215K | 0.03% |
+3,069
| New | +$211K |
|
755
Innospec
IOSP
$2.09B
| $215K | 0.03% |
4,682
-2,214
| -32% | -$105K |
|
756
Lesaka Technologies
LSAK
$388M
| $215K | 0.03% |
21,479
-41,196
| -66% | -$438K |
|
757
Kearny Financial
KRNY
$592M
| $214K | 0.03% |
+17,035
| New | +$218K |
|
758
New Jersey Resources
NJR
$6.06B
| $214K | 0.03% |
+5,562
| New | +$201K |
|
|
AHL
759
DELISTED
ASPEN Insurance Holding Limited
AHL
| $213K | 0.03% |
+4,600
| New | +$215K |
|
|
OME
760
DELISTED
Omega Protein
OME
| $213K | 0.03% |
10,644
-9,136
| -46% | -$171K |
|
761
Azenta
AZTA
$1.26B
| $212K | 0.03% |
18,887
-1,765
| -9% | -$18.5K |
|
762
PLDT
PHI
$4.25B
| $211K | 0.03% |
+4,734
| New | +$189K |
|
763
Lindsay Corp
LNN
$1.16B
| $210K | 0.03% |
+3,100
| New | +$220K |
|
|
USCR
764
DELISTED
U S Concrete, Inc.
USCR
| $210K | 0.03% |
+3,441
| New | +$216K |
|
765
Scansource
SCSC
$1.12B
| $209K | 0.03% |
+5,627
| New | +$221K |
|
|
CVA
766
DELISTED
Covanta Holding Corporation
CVA
| $209K | 0.03% |
+12,691
| New | +$210K |
|
|
ENV
767
DELISTED
ENVESTNET, INC.
ENV
| $209K | 0.03% |
+6,266
| New | +$202K |
|
768
Radware
RDWR
$1.24B
| $208K | 0.03% |
18,430
-2,047
| -10% | -$23K |
|
|
ISCA
769
DELISTED
International Speedway Corp
ISCA
| $207K | 0.03% |
6,200
-7,027
| -53% | -$236K |
|
|
USG
770
DELISTED
Usg
USG
| $207K | 0.03% |
+7,672
| New | +$209K |
|
771
GATX Corp
GATX
$6.55B
| $204K | 0.03% |
+4,647
| New | +$213K |
|
|
FMSA
772
DELISTED
Fairmount Santrol Holdings Inc.
FMSA
| $204K | 0.03% |
+26,445
| New | +$130K |
|
|
BRFS
773
DELISTED
BRF SA
BRFS
| $203K | 0.03% |
14,567
-3,533
| -20% | -$47.5K |
|
|
P
774
DELISTED
Pandora Media Inc
P
| $203K | 0.03% |
16,300
-381,768
| -96% | -$3.97M |
|
775
SK Telecom
SKM
$13.7B
| $202K | 0.03% |
5,850
-341
| -6% | -$11.2K |
|
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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.