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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 | |
|---|---|---|---|---|---|---|
901
CONMED
CNMD
$1.29B
| – | – |
-7,213
| Closed | -$303K |
|
902
Canadian Natural Resources
CNQ
$96.9B
| – | – |
-85,224
| Closed | -$1.11M |
|
903
Canadian Pacific Kansas City
CP
$82B
| – | – |
-48,000
| Closed | -$1.27M |
|
904
Cooper-Standard Automotive
CPS
$504M
| – | – |
-16,757
| Closed | -$1.2M |
|
905
Crocs
CROX
$6.69B
| – | – |
-26,300
| Closed | -$253K |
|
906
CoStar Group
CSGP
$11.3B
| – | – |
-30,590
| Closed | -$576K |
|
907
Carlisle Companies
CSL
$13.6B
| – | – |
-9,400
| Closed | -$935K |
|
908
Constellium
CSTM
$3.96B
| – | – |
-155,156
| Closed | -$805K |
|
909
Carriage Services
CSV
$618M
| – | – |
-21,828
| Closed | -$472K |
|
910
Cavco Industries
CVCO
$4.39B
| – | – |
-4,469
| Closed | -$418K |
|
911
Chevron
CVX
$388B
| – | – |
-18,700
| Closed | -$1.78M |
|
|
CWEN.A
912
DELISTED
Clearway Energy Class A
CWEN.A
| – | – |
-14,508
| Closed | -$197K |
|
|
CYBR
913
DELISTED
CyberArk
CYBR
| – | – |
-6,028
| Closed | -$257K |
|
914
Cytokinetics
CYTK
$11B
| – | – |
-112,403
| Closed | -$792K |
|
915
Darling Ingredients
DAR
$9.93B
| – | – |
-109,451
| Closed | -$1.44M |
|
916
Deutsche Bank
DB
$66.3B
| – | – |
-21,262
| Closed | -$322K |
|
917
DigitalBridge
DBRG
$2.94B
| – | – |
-11,662
| Closed | -$529K |
|
918
Deere & Co
DE
$170B
| – | – |
-45,400
| Closed | -$3.5M |
|
919
HF Sinclair
DINO
$15.9B
| – | – |
-49,305
| Closed | -$1.74M |
|
920
Walt Disney
DIS
$165B
| – | – |
-23,700
| Closed | -$2.35M |
|
921
Delek US
DK
$3.87B
| – | – |
-68,900
| Closed | -$1.05M |
|
922
Dover
DOV
$27.2B
| – | – |
-7,677
| Closed | -$399K |
|
923
Domino's
DPZ
$11B
| – | – |
-12,200
| Closed | -$1.61M |
|
924
DXP Enterprises
DXPE
$2.62B
| – | – |
-22,599
| Closed | -$397K |
|
925
Emergent Biosolutions
EBS
$375M
| – | – |
-10,900
| Closed | -$396K |
|
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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.