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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 | |
|---|---|---|---|---|---|---|
976
J&J Snack Foods
JJSF
$1.43B
| – | – |
-5,700
| Closed | -$617K |
|
977
Jack Henry & Associates
JKHY
$10.7B
| – | – |
-3,800
| Closed | -$321K |
|
|
JNPR
978
DELISTED
Juniper Networks
JNPR
| – | – |
-21,800
| Closed | -$556K |
|
979
KB Home
KBH
$3.48B
| – | – |
-67,700
| Closed | -$967K |
|
980
Keurig Dr Pepper
KDP
$40.4B
| – | – |
-33,700
| Closed | -$3.01M |
|
981
Kulicke & Soffa
KLIC
$5.3B
| – | – |
-63,504
| Closed | -$719K |
|
982
Koppers
KOP
$966M
| – | – |
-16,100
| Closed | -$362K |
|
983
Kohl's
KSS
$2.03B
| – | – |
-71,056
| Closed | -$3.31M |
|
984
Liberty Broadband Class A
LBRDA
$4.14B
| – | – |
-5,192
| Closed | -$302K |
|
985
Liberty Broadband Class C
LBRDK
$4.15B
| – | – |
-20,000
| Closed | -$1.16M |
|
986
LKQ Corp
LKQ
$6.58B
| – | – |
-41,600
| Closed | -$1.33M |
|
987
Eli Lilly
LLY
$1.07T
| – | – |
-31,700
| Closed | -$2.28M |
|
988
Lockheed Martin
LMT
$134B
| – | – |
-7,600
| Closed | -$1.68M |
|
989
Las Vegas Sands
LVS
$30.5B
| – | – |
-38,380
| Closed | -$1.98M |
|
990
LyondellBasell Industries
LYB
$19.5B
| – | – |
-21,800
| Closed | -$1.87M |
|
991
Live Nation Entertainment
LYV
$41.2B
| – | – |
-37,300
| Closed | -$832K |
|
992
Macy's
M
$6.15B
| – | – |
-81,600
| Closed | -$3.6M |
|
993
ManpowerGroup
MAN
$2.39B
| – | – |
-21,100
| Closed | -$1.72M |
|
994
Masco
MAS
$16B
| – | – |
-39,300
| Closed | -$1.24M |
|
995
Matsons
MATX
$6.37B
| – | – |
-10,200
| Closed | -$410K |
|
996
McKesson
MCK
$98.5B
| – | – |
-9,900
| Closed | -$1.56M |
|
997
Moody's
MCO
$81.7B
| – | – |
-12,400
| Closed | -$1.2M |
|
998
MiMedx Group
MDXG
$626M
| – | – |
-34,325
| Closed | -$300K |
|
999
Medifast
MED
$108M
| – | – |
-11,339
| Closed | -$342K |
|
1000
Methode Electronics
MEI
$543M
| – | – |
-7,000
| Closed | -$205K |
|
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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.