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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 | |
|---|---|---|---|---|---|---|
926
Eastman Chemical
EMN
$7.8B
| – | – |
-13,900
| Closed | -$1M |
|
927
Entegris
ENTG
$19.7B
| – | – |
-10,500
| Closed | -$143K |
|
928
EOG Resources
EOG
$78B
| – | – |
-6,000
| Closed | -$435K |
|
929
Entergy
ETR
$54.1B
| – | – |
-48,000
| Closed | -$1.9M |
|
930
Etsy
ETSY
$7.65B
| – | – |
-116,600
| Closed | -$1.01M |
|
931
Entravision Communication
EVC
$983M
| – | – |
-40,569
| Closed | -$302K |
|
|
EXAS
932
DELISTED
Exact Sciences
EXAS
| – | – |
-216,000
| Closed | -$1.46M |
|
933
EXL Service
EXLS
$4.23B
| – | – |
-54,160
| Closed | -$561K |
|
934
Forum Energy Technologies
FET
$654M
| – | – |
-1,080
| Closed | -$285K |
|
935
Five Below
FIVE
$11.2B
| – | – |
-59,816
| Closed | -$2.47M |
|
936
Flowers Foods
FLO
$1.64B
| – | – |
-10,853
| Closed | -$200K |
|
937
FNB Corp
FNB
$6.78B
| – | – |
-51,737
| Closed | -$673K |
|
938
First Solar
FSLR
$21.8B
| – | – |
-8,600
| Closed | -$589K |
|
939
Federal Signal
FSS
$7.25B
| – | – |
-27,400
| Closed | -$363K |
|
940
Genpact
G
$5.3B
| – | – |
-11,200
| Closed | -$305K |
|
941
Glacier Bancorp
GBCI
$6.55B
| – | – |
-16,292
| Closed | -$414K |
|
942
The Greenbrier Companies
GBX
$1.61B
| – | – |
-23,700
| Closed | -$655K |
|
|
TDAY
943
USA Today Co
TDAY
$1.23B
| – | – |
-25,200
| Closed | -$419K |
|
944
Genesco
GCO
$396M
| – | – |
-13,300
| Closed | -$961K |
|
|
GES
945
DELISTED
Guess Inc
GES
| – | – |
-62,000
| Closed | -$1.16M |
|
946
General Mills
GIS
$19.2B
| – | – |
-10,200
| Closed | -$646K |
|
947
Globe Life
GL
$13.5B
| – | – |
-13,823
| Closed | -$749K |
|
|
948
General Motors
GM
$74.7B
| – | – |
-141,700
| Closed | -$4.45M |
|
949
Globus Medical
GMED
$10.4B
| – | – |
-53,421
| Closed | -$1.27M |
|
950
Generac Holdings
GNRC
$11.9B
| – | – |
-19,400
| Closed | -$722K |
|
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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.