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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 | |
|---|---|---|---|---|---|---|
851
Ally Financial
ALLY
$13.1B
| – | – |
-132,932
| Closed | -$2.49M |
|
852
Allison Transmission
ALSN
$10.1B
| – | – |
-12,900
| Closed | -$348K |
|
853
AMC Global Media
AMCX
$430M
| – | – |
-6,400
| Closed | -$416K |
|
854
Amkor Technology
AMKR
$16.1B
| – | – |
-18,847
| Closed | -$111K |
|
855
Amphastar Pharmaceuticals
AMPH
$825M
| – | – |
-34,093
| Closed | -$409K |
|
856
AMERISAFE
AMSF
$569M
| – | – |
-4,130
| Closed | -$217K |
|
857
AutoNation
AN
$6.97B
| – | – |
-21,300
| Closed | -$994K |
|
|
858
Abercrombie & Fitch
ANF
$4.17B
| – | – |
-152,771
| Closed | -$4.82M |
|
|
ANSS
859
DELISTED
Ansys
ANSS
| – | – |
-3,800
| Closed | -$340K |
|
860
Amphenol
APH
$188B
| – | – |
-112,328
| Closed | -$1.62M |
|
861
Ares Capital
ARCC
$13.5B
| – | – |
-17,700
| Closed | -$263K |
|
862
Aramark
ARMK
$15B
| – | – |
-29,778
| Closed | -$712K |
|
863
Associated Banc-Corp
ASB
$5.81B
| – | – |
-72,830
| Closed | -$1.31M |
|
|
EFOR
864
Everforth Inc
EFOR
$845M
| – | – |
-17,262
| Closed | -$637K |
|
|
AVDL
865
DELISTED
Avadel Pharmaceuticals
AVDL
| – | – |
-105,369
| Closed | -$1.16M |
|
866
Avnet
AVT
$7.33B
| – | – |
-16,900
| Closed | -$749K |
|
867
Avery Dennison
AVY
$12.3B
| – | – |
-21,700
| Closed | -$1.56M |
|
|
DCH
868
Dauch Corp
DCH
$1.3B
| – | – |
-58,718
| Closed | -$904K |
|
|
AXON
869
Axon Enterprise
AXON
$40.5B
| – | – |
-28,000
| Closed | -$550K |
|
870
Axalta
AXTA
$7.01B
| – | – |
-21,041
| Closed | -$614K |
|
871
AstraZeneca
AZN
$263B
| – | – |
-37,350
| Closed | -$2.1M |
|
872
Boeing
BA
$165B
| – | – |
-21,000
| Closed | -$2.67M |
|
873
Baxter International
BAX
$11.6B
| – | – |
-10,900
| Closed | -$448K |
|
874
Build-A-Bear
BBW
$423M
| – | – |
-18,780
| Closed | -$244K |
|
875
Bath & Body Works
BBWI
$4.01B
| – | – |
-20,733
| Closed | -$1.47M |
|
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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.