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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 | |
|---|---|---|---|---|---|---|
401
Barrett Business Services
BBSI
$976M
| $622K | 0.08% |
60,200
+31,260
| +108% | +$258K |
|
402
Western Alliance Bancorporation
WAL
$9.07B
| $622K | 0.08% |
19,041
-24,159
| -56% | -$848K |
|
|
POT
403
DELISTED
Potash Corp Of Saskatchewan
POT
| $621K | 0.08% |
+38,235
| New | +$640K |
|
404
Bio-Rad Laboratories Class A
BIO
$8.42B
| $618K | 0.08% |
+4,321
| New | +$616K |
|
405
RBC Bearings
RBC
$18.8B
| $616K | 0.08% |
+8,500
| New | +$623K |
|
406
Cirrus Logic
CRUS
$6.74B
| $613K | 0.08% |
15,800
+2,500
| +19% | +$89.7K |
|
407
Euronet Worldwide
EEFT
$3.02B
| $612K | 0.08% |
+8,848
| New | +$673K |
|
|
SSNI
408
DELISTED
Silver Spring Networks, Inc.
SSNI
| $611K | 0.08% |
+50,295
| New | +$663K |
|
409
Enbridge
ENB
$124B
| $606K | 0.08% |
+14,300
| New | +$583K |
|
410
Ferrari
RACE
$63.3B
| $606K | 0.08% |
+14,800
| New | +$628K |
|
|
HIMX
411
Himax Technologies
HIMX
$2.2B
| $602K | 0.08% |
+72,831
| New | +$719K |
|
412
Chemed
CHE
$6.78B
| $600K | 0.08% |
+4,400
| New | +$584K |
|
413
Canadian Imperial Bank of Commerce
CM
$107B
| $600K | 0.08% |
+15,988
| New | +$623K |
|
414
Greif
GEF
$4.47B
| $599K | 0.08% |
+16,059
| New | +$575K |
|
415
Enovis
ENOV
$1.56B
| $598K | 0.08% |
13,131
+318
| +2% | +$15.5K |
|
|
SVU
416
DELISTED
SUPERVALU Inc.
SVU
| $598K | 0.08% |
+18,086
| New | +$621K |
|
417
Essential Utilities
WTRG
$11.2B
| $597K | 0.08% |
16,753
-247
| -1% | -$8.04K |
|
418
IPG Photonics
IPGP
$3.89B
| $596K | 0.08% |
+7,454
| New | +$656K |
|
419
Republic Services
RSG
$66.7B
| $595K | 0.08% |
11,600
-23,800
| -67% | -$1.14M |
|
|
TXNM
420
TXNM Energy Inc
TXNM
$6.47B
| $594K | 0.08% |
16,774
+7,356
| +78% | +$242K |
|
421
Ecolab
ECL
$75.6B
| $593K | 0.08% |
+5,000
| New | +$583K |
|
422
Valero Energy
VLO
$89.8B
| $593K | 0.08% |
11,635
-25,365
| -69% | -$1.44M |
|
423
Lincoln National
LNC
$7.91B
| $590K | 0.08% |
15,206
-51,413
| -77% | -$2.18M |
|
424
Huron Consulting
HURN
$1.82B
| $589K | 0.08% |
9,750
+966
| +11% | +$56.2K |
|
425
uniQure
QURE
$2.68B
| $589K | 0.08% |
79,968
+45,714
| +133% | +$547K |
|
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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.