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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 | |
|---|---|---|---|---|---|---|
951
Gentex
GNTX
$4.88B
| – | – |
-28,817
| Closed | -$452K |
|
952
Gogo Inc
GOGO
$515M
| – | – |
-42,771
| Closed | -$471K |
|
953
Global Payments
GPN
$22.1B
| – | – |
-16,413
| Closed | -$1.07M |
|
|
GRMN
954
Garmin
GRMN
$46.9B
| – | – |
-15,700
| Closed | -$627K |
|
955
Goodyear
GT
$2.07B
| – | – |
-63,800
| Closed | -$2.1M |
|
|
GTLS
956
DELISTED
Chart Industries
GTLS
| – | – |
-31,200
| Closed | -$678K |
|
957
Hanmi Financial
HAFC
$943M
| – | – |
-29,781
| Closed | -$656K |
|
958
Hackett Group
HCKT
$245M
| – | – |
-18,624
| Closed | -$282K |
|
959
Helios Technologies
HLIO
$2.64B
| – | – |
-6,260
| Closed | -$208K |
|
960
Herc Holdings
HRI
$5.43B
| – | – |
-72,033
| Closed | -$2.28M |
|
961
Hershey
HSY
$35.4B
| – | – |
-9,200
| Closed | -$847K |
|
962
HubSpot
HUBS
$10.5B
| – | – |
-8,447
| Closed | -$368K |
|
963
IBM
IBM
$202B
| – | – |
-5,753
| Closed | -$833K |
|
964
Idacorp
IDA
$8.23B
| – | – |
-7,029
| Closed | -$524K |
|
965
InterDigital
IDCC
$6.68B
| – | – |
-3,900
| Closed | -$217K |
|
966
Illumina
ILMN
$29.4B
| – | – |
-4,523
| Closed | -$713K |
|
967
Ingles Markets
IMKTA
$1.63B
| – | – |
-13,486
| Closed | -$506K |
|
968
Immersion
IMMR
$216M
| – | – |
-45,200
| Closed | -$373K |
|
969
Inogen
INGN
$167M
| – | – |
-5,876
| Closed | -$264K |
|
970
Iovance Biotherapeutics
IOVA
$2.23B
| – | – |
-27,660
| Closed | -$141K |
|
971
Interparfums
IPAR
$3.92B
| – | – |
-16,810
| Closed | -$519K |
|
972
IQVIA
IQV
$34.7B
| – | – |
-36,800
| Closed | -$2.4M |
|
973
ITT
ITT
$17.5B
| – | – |
-14,350
| Closed | -$529K |
|
974
Jazz Pharmaceuticals
JAZZ
$15.9B
| – | – |
-9,200
| Closed | -$1.2M |
|
975
Johnson Controls International
JCI
$87.5B
| – | – |
-12,702
| Closed | -$518K |
|
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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.