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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 | |
|---|---|---|---|---|---|---|
651
Revvity
RVTY
$12.3B
| $312K | 0.04% |
5,950
-5,850
| -50% | -$308K |
|
652
Southwest Gas
SWX
$6.74B
| $312K | 0.04% |
+3,970
| New | +$274K |
|
|
BNCL
653
DELISTED
Beneficial Bancorp, Inc.
BNCL
| $311K | 0.04% |
24,438
+10,280
| +73% | +$139K |
|
654
West Pharmaceutical
WST
$23.1B
| $310K | 0.04% |
+4,085
| New | +$297K |
|
655
Cato Corp
CATO
$65.9M
| $308K | 0.04% |
+8,157
| New | +$304K |
|
656
Rogers Corp
ROG
$2.33B
| $308K | 0.04% |
+5,044
| New | +$311K |
|
657
Sanmina
SANM
$11.2B
| $308K | 0.04% |
11,491
-14,709
| -56% | -$368K |
|
658
Bloomin' Brands
BLMN
$680M
| $307K | 0.04% |
17,185
-37,015
| -68% | -$685K |
|
659
Hope Bancorp
HOPE
$1.72B
| $307K | 0.04% |
20,600
-23,900
| -54% | -$370K |
|
|
SWN
660
DELISTED
Southwestern Energy Company
SWN
| $306K | 0.04% |
+24,300
| New | +$295K |
|
661
TD Synnex
SNX
$19.4B
| $303K | 0.04% |
+6,400
| New | +$281K |
|
|
NTUS
662
DELISTED
Natus Medical Inc
NTUS
| $302K | 0.04% |
+7,996
| New | +$268K |
|
663
Hubbell
HUBB
$25.7B
| $301K | 0.04% |
+2,852
| New | +$300K |
|
|
MCRN
664
DELISTED
Milacron Holdings Corp.
MCRN
| $301K | 0.04% |
+20,727
| New | +$335K |
|
|
WWAV
665
DELISTED
The WhiteWave Foods Company
WWAV
| $300K | 0.04% |
+6,400
| New | +$275K |
|
666
Usana Health Sciences
USNA
$394M
| $299K | 0.04% |
+5,364
| New | +$323K |
|
|
SPPI
667
DELISTED
Spectrum Pharmaceuticals Inc
SPPI
| $299K | 0.04% |
+45,577
| New | +$322K |
|
668
Saic
SAIC
$5.03B
| $298K | 0.04% |
5,100
-33,845
| -87% | -$1.84M |
|
669
Black Hills Corp
BKH
$5.73B
| $296K | 0.04% |
+4,700
| New | +$283K |
|
|
MCHB
670
Mechanics Bancorp
MCHB
$3.47B
| $294K | 0.04% |
+14,779
| New | +$308K |
|
|
CSC
671
DELISTED
Computer Sciences
CSC
| $293K | 0.04% |
5,900
-2,300
| -28% | -$93K |
|
|
TRVN
672
DELISTED
Trevena, Inc.
TRVN
| $292K | 0.04% |
+74
| New | +$347K |
|
|
RATE
673
DELISTED
Bankrate Inc
RATE
| $292K | 0.04% |
39,088
-90,312
| -70% | -$782K |
|
|
MACK
674
DELISTED
Merrimack Pharmaceuticals, Inc.
MACK
| $291K | 0.04% |
+6,860
| New | +$374K |
|
675
Toyota
TM
$210B
| $290K | 0.04% |
+2,900
| New | +$298K |
|
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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.