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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 | |
|---|---|---|---|---|---|---|
626
Coherus Oncology
CHRS
$217M
| $338K | 0.04% |
+20,039
| New | +$376K |
|
627
1-800-Flowers.com
FLWS
$245M
| $337K | 0.04% |
37,380
-39,777
| -52% | -$315K |
|
|
NCI
628
DELISTED
Navigant Consulting, Inc.
NCI
| $337K | 0.04% |
20,845
-15,380
| -42% | -$243K |
|
|
CMRX
629
DELISTED
Chimerix, Inc.
CMRX
| $336K | 0.04% |
85,613
+19,706
| +30% | +$97.4K |
|
|
PRMW
630
DELISTED
Primo Water Corporation
PRMW
| $334K | 0.04% |
+23,935
| New | +$345K |
|
|
DMC
631
Del Monte Corp
DMC
$1.35B
| $333K | 0.04% |
6,125
-3,551
| -37% | -$174K |
|
|
ITCI
632
DELISTED
Intra-Cellular Therapies Inc.
ITCI
| $333K | 0.04% |
+8,581
| New | +$308K |
|
633
Sabre
SABR
$656M
| $332K | 0.04% |
12,400
-1,419
| -10% | -$39.9K |
|
634
MidCap Financial Investment
MFIC
$784M
| $329K | 0.04% |
19,807
-20,095
| -50% | -$337K |
|
635
Dorman Products
DORM
$4.01B
| $328K | 0.04% |
+5,734
| New | +$308K |
|
636
CNA Financial
CNA
$14.5B
| $326K | 0.04% |
+10,361
| New | +$330K |
|
637
Ormat Technologies
ORA
$6.11B
| $326K | 0.04% |
+7,459
| New | +$319K |
|
|
SUP
638
DELISTED
Superior Industries International
SUP
| $325K | 0.04% |
+12,140
| New | +$311K |
|
639
Celestica
CLS
$35.1B
| $324K | 0.04% |
+34,845
| New | +$364K |
|
640
Clearwater Paper
CLW
$271M
| $324K | 0.04% |
+4,963
| New | +$290K |
|
641
G-III Apparel Group
GIII
$1.47B
| $323K | 0.04% |
+7,067
| New | +$305K |
|
|
HSNI
642
DELISTED
HSN, Inc.
HSNI
| $323K | 0.04% |
+6,600
| New | +$338K |
|
643
ENI
E
$76B
| $321K | 0.04% |
+9,931
| New | +$306K |
|
644
Integer Holdings
ITGR
$3.35B
| $319K | 0.04% |
+10,312
| New | +$340K |
|
|
THR
645
DELISTED
Thermon Group Holdings
THR
| $319K | 0.04% |
+16,627
| New | +$319K |
|
|
DGI
646
DELISTED
DigitalGlobe Inc.
DGI
| $319K | 0.04% |
+14,900
| New | +$300K |
|
647
Shutterstock
SSTK
$205M
| $316K | 0.04% |
+6,900
| New | +$285K |
|
648
A10 Networks
ATEN
$2.47B
| $315K | 0.04% |
48,739
-38,919
| -44% | -$246K |
|
649
Banner Corp
BANR
$2.39B
| $314K | 0.04% |
+7,378
| New | +$314K |
|
650
NextEra Energy
NEE
$187B
| $313K | 0.04% |
9,600
-39,200
| -80% | -$1.18M |
|
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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.