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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 | |
|---|---|---|---|---|---|---|
801
Taylor Morrison
TMHC
| $158K | 0.02% |
+10,642
| New | +$157K |
|
|
KND
802
DELISTED
Kindred Healthcare
KND
| $156K | 0.02% |
13,811
-24,189
| -64% | -$303K |
|
|
FLY
803
DELISTED
Fly Leasing Limited
FLY
| $156K | 0.02% |
15,704
-31,116
| -66% | -$358K |
|
|
KG
804
Kestrel Group
KG
$71.3M
| $149K | 0.02% |
+607
| New | +$154K |
|
|
TAST
805
DELISTED
Carrols Restaurant Group, Inc.
TAST
| $149K | 0.02% |
12,493
-11,307
| -48% | -$148K |
|
806
News Corp Class A
NWSA
$14.5B
| $144K | 0.02% |
+12,700
| New | +$153K |
|
807
LG Display
LPL
$3.17B
| $141K | 0.02% |
+12,202
| New | +$132K |
|
808
Navient
NAVI
$774M
| $140K | 0.02% |
11,700
-52,800
| -82% | -$672K |
|
809
FIVE9
FIVN
$1.77B
| $139K | 0.02% |
11,665
-37,510
| -76% | -$380K |
|
|
TVTY
810
DELISTED
Tivity Health, Inc. Common Stock
TVTY
| $138K | 0.02% |
11,907
-38,293
| -76% | -$448K |
|
|
YELL
811
DELISTED
Yellow Corporation Common Stock
YELL
| $138K | 0.02% |
15,678
-13,992
| -47% | -$125K |
|
|
MITL
812
DELISTED
Mitel Networks Corporation
MITL
| $132K | 0.02% |
20,943
+4,805
| +30% | +$32.8K |
|
|
ACHN
813
DELISTED
Achillion Pharmaceuticals
ACHN
| $128K | 0.02% |
+16,441
| New | +$141K |
|
814
Chord Energy
CHRD
$7.79B
| $125K | 0.02% |
13,411
-263,789
| -95% | -$2.5M |
|
815
Forestar Group
FOR
$1.44B
| $125K | 0.02% |
+10,555
| New | +$132K |
|
816
Heritage Insurance Holdings
HRTG
$842M
| $121K | 0.02% |
+10,110
| New | +$135K |
|
|
VTAE
817
DELISTED
VITAE PHARMACEUTICALS INC COMMON STOCK
VTAE
| $119K | 0.02% |
+11,004
| New | +$94.1K |
|
|
KERX
818
DELISTED
Keryx Biopharmaceuticals Inc
KERX
| $115K | 0.02% |
+17,353
| New | +$97K |
|
|
BGFV
819
DELISTED
Big 5 Sporting Goods
BGFV
| $112K | 0.01% |
12,079
-47,455
| -80% | -$464K |
|
|
DENN
820
DELISTED
Denny's
DENN
| $110K | 0.01% |
+10,217
| New | +$108K |
|
821
Accuray
ARAY
$28.4M
| $109K | 0.01% |
+20,990
| New | +$115K |
|
|
ELNK
822
DELISTED
EarthLink Holdings Corp.
ELNK
| $94K | 0.01% |
14,673
-49,735
| -77% | -$305K |
|
823
Ezcorp Inc
EZPW
$1.82B
| $91K | 0.01% |
+12,084
| New | +$68.1K |
|
|
DDC
824
DELISTED
Dominion Diamond Corporation
DDC
| $90K | 0.01% |
10,153
-24,498
| -71% | -$262K |
|
825
Sportsman's Warehouse
SPWH
$43.7M
| $85K | 0.01% |
10,511
-6,854
| -39% | -$68.3K |
|
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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.