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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 | |
|---|---|---|---|---|---|---|
876
Bright Horizons
BFAM
$3.99B
| – | – |
-9,977
| Closed | -$646K |
|
877
BGC Group
BGC
$5.58B
| – | – |
-136,927
| Closed | -$797K |
|
|
BBT
878
Beacon Financial Corp
BBT
$2.53B
| – | – |
-9,240
| Closed | -$248K |
|
|
BNY
879
Bank of New York Mellon
BNY
$108B
| – | – |
-100,200
| Closed | -$3.69M |
|
880
Blackrock
BLK
$164B
| – | – |
-5,100
| Closed | -$1.74M |
|
|
BLUE
881
DELISTED
bluebird bio
BLUE
| – | – |
-1,621
| Closed | -$893K |
|
882
Bank of Montreal
BMO
$125B
| – | – |
-3,987
| Closed | -$242K |
|
883
Barnes & Noble Education
BNED
$412M
| – | – |
-116
| Closed | -$114K |
|
884
Boot Barn
BOOT
$4.55B
| – | – |
-20,203
| Closed | -$190K |
|
|
BPMC
885
DELISTED
Blueprint Medicines
BPMC
| – | – |
-22,216
| Closed | -$401K |
|
886
Popular Inc
BPOP
$11B
| – | – |
-17,297
| Closed | -$495K |
|
|
BRKL
887
DELISTED
Brookline Bancorp
BRKL
| – | – |
-26,314
| Closed | -$290K |
|
888
Banco Santander Chile
BSAC
$15.8B
| – | – |
-45,300
| Closed | -$877K |
|
889
AB InBev
BUD
$158B
| – | – |
-8,200
| Closed | -$1.02M |
|
890
BWX Technologies
BWXT
$16B
| – | – |
-23,800
| Closed | -$799K |
|
891
Citigroup
C
$222B
| – | – |
-18,200
| Closed | -$760K |
|
|
CADE
892
DELISTED
Cadence Bank
CADE
| – | – |
-12,400
| Closed | -$264K |
|
893
Cardinal Health
CAH
$53.4B
| – | – |
-23,900
| Closed | -$1.96M |
|
894
Calix
CALX
$2.27B
| – | – |
-20,414
| Closed | -$145K |
|
895
Avis
CAR
$5.63B
| – | – |
-35,700
| Closed | -$977K |
|
896
Choice Hotels
CHH
$5.03B
| – | – |
-4,900
| Closed | -$265K |
|
|
CLLS
897
Cellectis
CLLS
$286M
| – | – |
-12,628
| Closed | -$347K |
|
898
Clorox
CLX
$11.6B
| – | – |
-6,800
| Closed | -$857K |
|
899
CMS Energy
CMS
$23.1B
| – | – |
-37,300
| Closed | -$1.58M |
|
900
Centene
CNC
$31.3B
| – | – |
-63,868
| Closed | -$1.97M |
|
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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.