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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 | |
|---|---|---|---|---|---|---|
1051
Pearson
PSO
$9.78B
| – | – |
-21,409
| Closed | -$268K |
|
1052
Phillips 66
PSX
$82.9B
| – | – |
-13,700
| Closed | -$1.19M |
|
1053
PTC Therapeutics
PTCT
$6.37B
| – | – |
-36,096
| Closed | -$232K |
|
1054
PVH
PVH
$3.71B
| – | – |
-13,225
| Closed | -$1.31M |
|
1055
Papa John's
PZZA
$999M
| – | – |
-10,600
| Closed | -$574K |
|
1056
Qualcomm
QCOM
$176B
| – | – |
-34,800
| Closed | -$1.78M |
|
1057
Ribbon Communications
RBBN
$354M
| – | – |
-80,967
| Closed | -$610K |
|
1058
Royal Caribbean
RCL
$78.7B
| – | – |
-12,500
| Closed | -$1.03M |
|
1059
Repligen
RGEN
$7.44B
| – | – |
-22,172
| Closed | -$595K |
|
|
RGLS
1060
DELISTED
Regulus Therapeutics
RGLS
| – | – |
-414
| Closed | -$344K |
|
1061
Resources Connection
RGP
$129M
| – | – |
-23,122
| Closed | -$360K |
|
1062
Transocean
RIG
$5.92B
| – | – |
-208,506
| Closed | -$1.91M |
|
1063
Ralph Lauren
RL
$22.2B
| – | – |
-4,100
| Closed | -$395K |
|
1064
Ross Stores
ROST
$76.6B
| – | – |
-13,500
| Closed | -$782K |
|
1065
Regal Rexnord
RRX
$14.2B
| – | – |
-4,618
| Closed | -$291K |
|
1066
RTX Corp
RTX
$287B
| – | – |
-7,945
| Closed | -$501K |
|
1067
Saia
SAIA
$11.3B
| – | – |
-9,070
| Closed | -$255K |
|
1068
Sally Beauty Holdings
SBH
$1.4B
| – | – |
-7,794
| Closed | -$252K |
|
|
SCS
1069
DELISTED
Steelcase
SCS
| – | – |
-36,273
| Closed | -$541K |
|
1070
Sprouts Farmers Market
SFM
$7.04B
| – | – |
-35,800
| Closed | -$1.04M |
|
|
SGMO
1071
DELISTED
SANGAMO THERAPEUTICS INC
SGMO
| – | – |
-36,687
| Closed | -$222K |
|
1072
Signet Jewelers
SIG
$3.55B
| – | – |
-28,305
| Closed | -$3.51M |
|
1073
Skywest
SKYW
$4.11B
| – | – |
-31,082
| Closed | -$621K |
|
1074
Silicon Laboratories
SLAB
$7.15B
| – | – |
-19,400
| Closed | -$872K |
|
1075
SLM Corp
SLM
$4.57B
| – | – |
-124,200
| Closed | -$790K |
|
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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.