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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 | |
|---|---|---|---|---|---|---|
201
Oil States International
OIS
$522M
| $1.14M | 0.15% |
+34,534
| New | +$1.12M |
|
202
Cheesecake Factory
CAKE
$4.21B
| $1.13M | 0.15% |
23,400
+17,160
| +275% | +$865K |
|
203
Analog Devices
ADI
$181B
| $1.12M | 0.15% |
+19,800
| New | +$1.13M |
|
|
WCN
204
Waste Connections
WCN
$42.8B
| $1.12M | 0.15% |
23,330
-19,915
| -46% | -$906K |
|
205
EPAM Systems
EPAM
$4.69B
| $1.12M | 0.15% |
+17,400
| New | +$1.27M |
|
206
Huntsman Corp
HUN
$2.24B
| $1.11M | 0.15% |
82,700
+37,600
| +83% | +$552K |
|
207
Zoetis
ZTS
$31.6B
| $1.1M | 0.14% |
23,200
+16,916
| +269% | +$799K |
|
208
Flex
FLEX
$43.4B
| $1.1M | 0.14% |
123,676
+95,315
| +336% | +$888K |
|
|
AAMI
209
Acadian Asset Management
AAMI
$2.88B
| $1.1M | 0.14% |
82,132
+40,299
| +96% | +$562K |
|
210
Plains GP Holdings
PAGP
$5.23B
| $1.09M | 0.14% |
39,424
+15,353
| +64% | +$396K |
|
211
Gartner
IT
$9.41B
| $1.08M | 0.14% |
11,118
+4,659
| +72% | +$443K |
|
|
TFCFA
212
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
| $1.08M | 0.14% |
+40,000
| New | +$1.17M |
|
213
Public Service Enterprise Group
PEG
$39.8B
| $1.08M | 0.14% |
+23,200
| New | +$1.05M |
|
214
Westlake Corp
WLK
$9.46B
| $1.08M | 0.14% |
25,127
-2,599
| -9% | -$119K |
|
215
Corpay
CPAY
$24.2B
| $1.07M | 0.14% |
+7,500
| New | +$1.12M |
|
216
Mondelez International
MDLZ
$77.7B
| $1.07M | 0.14% |
23,516
-25,884
| -52% | -$1.13M |
|
|
SKX
217
DELISTED
Skechers
SKX
| $1.07M | 0.14% |
+36,000
| New | +$1.09M |
|
|
FEIC
218
DELISTED
FEI COMPANY
FEIC
| $1.07M | 0.14% |
+10,000
| New | +$955K |
|
219
Robert Half
RHI
$3.61B
| $1.06M | 0.14% |
+27,814
| New | +$1.14M |
|
220
AerCap
AER
$23.9B
| $1.05M | 0.14% |
31,362
-125
| -0.4% | -$4.8K |
|
221
Federated Hermes
FHI
$4.4B
| $1.05M | 0.14% |
+36,400
| New | +$1.11M |
|
222
Campbell Soup
CPB
$6.51B
| $1.04M | 0.14% |
+15,700
| New | +$984K |
|
223
Leidos
LDOS
$14.1B
| $1.04M | 0.14% |
+21,700
| New | +$1.07M |
|
|
PNRA
224
DELISTED
Panera Bread Co
PNRA
| $1.04M | 0.14% |
+4,900
| New | +$1.04M |
|
225
AES
AES
$10.6B
| $1.04M | 0.14% |
83,100
+53,600
| +182% | +$604K |
|
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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.