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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 | |
|---|---|---|---|---|---|---|
601
MillerKnoll
MLKN
$1.5B
| $356K | 0.05% |
11,926
-2,774
| -19% | -$85.3K |
|
602
Materion
MTRN
$5.01B
| $356K | 0.05% |
14,386
-8
| -0.1% | -$205 |
|
603
Quad
QUAD
$430M
| $356K | 0.05% |
15,300
-7,700
| -33% | -$131K |
|
604
White Mountains Insurance
WTM
$5.47B
| $354K | 0.05% |
+420
| New | +$343K |
|
605
Nektar Therapeutics
NKTR
$2.39B
| $352K | 0.05% |
+1,651
| New | +$369K |
|
606
Weibo
WB
$1.9B
| $352K | 0.05% |
12,376
-52,129
| -81% | -$1.27M |
|
607
TriNet
TNET
$2.84B
| $351K | 0.05% |
16,885
-32,021
| -65% | -$586K |
|
608
Veeva Systems
VEEV
$30.3B
| $351K | 0.05% |
10,288
-41,593
| -80% | -$1.24M |
|
|
BEAV
609
DELISTED
B/E Aerospace Inc
BEAV
| $351K | 0.05% |
7,605
-8,295
| -52% | -$396K |
|
|
JWN
610
DELISTED
Nordstrom
JWN
| $350K | 0.05% |
+9,200
| New | +$408K |
|
611
Telefônica Brasil
VIV
$22.4B
| $350K | 0.05% |
25,706
+12,506
| +95% | +$151K |
|
|
CAMP
612
DELISTED
CalAmp Corp.
CAMP
| $350K | 0.05% |
1,026
-535
| -34% | -$188K |
|
|
BBG
613
DELISTED
Bill Barrett Corp
BBG
| $350K | 0.05% |
54,818
+43,790
| +397% | +$320K |
|
|
PFSW
614
DELISTED
PFSweb, Inc.
PFSW
| $350K | 0.05% |
36,848
+22,216
| +152% | +$285K |
|
|
RPXC
615
DELISTED
RPX Corporation
RPXC
| $349K | 0.05% |
+38,031
| New | +$383K |
|
|
PNNT
616
Pennant Park Investment Corp
PNNT
$215M
| $348K | 0.05% |
50,917
-45,087
| -47% | -$292K |
|
|
FNFG
617
DELISTED
FIRST NIAGARA FINANCIAL GROUP INC
FNFG
| $348K | 0.05% |
+35,763
| New | +$368K |
|
618
Astronics
ATRO
$3.45B
| $344K | 0.05% |
+16,411
| New | +$377K |
|
619
Progress Software
PRGS
$1.55B
| $343K | 0.05% |
12,500
-1,600
| -11% | -$41.1K |
|
620
Cabot Corp
CBT
$4.65B
| $342K | 0.04% |
+7,500
| New | +$349K |
|
|
SEM
621
DELISTED
Select Medical
SEM
| $342K | 0.04% |
+58,464
| New | +$387K |
|
|
GAS
622
DELISTED
AGL Resources Inc
GAS
| $342K | 0.04% |
+5,188
| New | +$341K |
|
623
BCE
BCE
$19.9B
| $341K | 0.04% |
7,200
-1,726
| -19% | -$80K |
|
|
MXIM
624
DELISTED
Maxim Integrated Products
MXIM
| $341K | 0.04% |
+9,541
| New | +$350K |
|
625
Bank of Hawaii
BOH
$3.33B
| $338K | 0.04% |
+4,908
| New | +$338K |
|
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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.