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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 | |
|---|---|---|---|---|---|---|
1076
SM Energy
SM
$7.96B
| – | – |
-27,400
| Closed | -$513K |
|
1077
Snap-on
SNA
$20.9B
| – | – |
-4,732
| Closed | -$743K |
|
|
SOHU
1078
Sohu.com
SOHU
$336M
| – | – |
-8,576
| Closed | -$425K |
|
1079
Spectrum Brands
SPB
$2.04B
| – | – |
-4,189
| Closed | -$458K |
|
1080
SiriusPoint
SPNT
$2.98B
| – | – |
-12,990
| Closed | -$148K |
|
1081
SPS Commerce
SPSC
$2.25B
| – | – |
-53,336
| Closed | -$1.15M |
|
|
SPTN
1082
DELISTED
SpartanNash
SPTN
| – | – |
-12,781
| Closed | -$387K |
|
1083
SPX Corp
SPXC
$11B
| – | – |
-32,879
| Closed | -$494K |
|
1084
Sempra
SRE
$60.8B
| – | – |
-5,600
| Closed | -$291K |
|
1085
E.W. Scripps
SSP
$274M
| – | – |
-16,992
| Closed | -$265K |
|
1086
S&T Bancorp
STBA
$1.86B
| – | – |
-19,107
| Closed | -$492K |
|
1087
Stagwell
STGW
$1.84B
| – | – |
-47,655
| Closed | -$1.13M |
|
1088
Steel Dynamics
STLD
$35.6B
| – | – |
-104,200
| Closed | -$2.35M |
|
1089
Supernus Pharmaceuticals
SUPN
$2.68B
| – | – |
-67,382
| Closed | -$1.03M |
|
1090
Smith & Wesson
SWBI
$655M
| – | – |
-40,982
| Closed | -$839K |
|
1091
SunCoke Energy
SXC
$757M
| – | – |
-64,311
| Closed | -$418K |
|
1092
Standex International
SXI
$3.68B
| – | – |
-3,066
| Closed | -$239K |
|
1093
Synchrony
SYF
$23.7B
| – | – |
-73,400
| Closed | -$2.1M |
|
1094
AT&T
T
$165B
| – | – |
-80,367
| Closed | -$2.38M |
|
|
TBI
1095
Trueblue
TBI
$234M
| – | – |
-14,000
| Closed | -$366K |
|
1096
BlackRock TCP Capital
TCPC
$265M
| – | – |
-39,761
| Closed | -$593K |
|
1097
Teradata
TDC
$2.68B
| – | – |
-39,758
| Closed | -$1.04M |
|
1098
Truist Financial
TFC
$63.2B
| – | – |
-26,600
| Closed | -$885K |
|
|
TGNA
1099
DELISTED
TEGNA Inc
TGNA
| – | – |
-37,336
| Closed | -$561K |
|
1100
Gentherm
THRM
$1.31B
| – | – |
-23,944
| Closed | -$996K |
|
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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.