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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 | |
|---|---|---|---|---|---|---|
|
TACO
676
DELISTED
Del Taco Restaurants, Inc. Common Stock
TACO
| $290K | 0.04% |
+31,857
| New | +$297K |
|
677
BioMarin Pharmaceuticals
BMRN
$11.5B
| $288K | 0.04% |
+3,700
| New | +$315K |
|
678
Methanex
MEOH
$4.32B
| $288K | 0.04% |
+9,900
| New | +$316K |
|
|
CNSL
679
DELISTED
Consolidated Communications Holdings, Inc.
CNSL
| $288K | 0.04% |
+10,568
| New | +$262K |
|
680
Compañía de Cervecerías Unidas
CCU
$2.12B
| $287K | 0.04% |
12,295
-1,982
| -14% | -$43.9K |
|
|
CMA
681
DELISTED
Comerica
CMA
| $286K | 0.04% |
+6,952
| New | +$296K |
|
|
DCM
682
DELISTED
NTT DOCOMO, Inc.
DCM
| $285K | 0.04% |
+10,546
| New | +$264K |
|
683
Primoris Services
PRIM
$4.69B
| $283K | 0.04% |
+14,965
| New | +$323K |
|
684
Itron
ITRI
$3.73B
| $282K | 0.04% |
+6,538
| New | +$276K |
|
685
HUB Group
HUBG
$3.01B
| $281K | 0.04% |
+14,646
| New | +$286K |
|
|
NOAH
686
Noah Holdings
NOAH
$588M
| $281K | 0.04% |
+11,653
| New | +$287K |
|
687
Melco Resorts & Entertainment
MLCO
$2.1B
| $277K | 0.04% |
22,006
-34,098
| -61% | -$501K |
|
688
Shinhan Financial Group
SHG
$33.6B
| $276K | 0.04% |
+8,424
| New | +$289K |
|
689
Theravance Biopharma
TBPH
$874M
| $274K | 0.04% |
+12,056
| New | +$260K |
|
690
TFS Financial
TFSL
$5.1B
| $274K | 0.04% |
+15,912
| New | +$284K |
|
691
Central Pacific Financial
CPF
$997M
| $273K | 0.04% |
+11,549
| New | +$263K |
|
692
Caesarstone
CSTE
$72.3M
| $273K | 0.04% |
7,844
-25,632
| -77% | -$949K |
|
|
LHCG
693
DELISTED
LHC Group LLC
LHCG
| $273K | 0.04% |
6,314
-6,568
| -51% | -$268K |
|
|
TYC
694
DELISTED
TYCO INTL PLC COM SHS (IRL)
TYC
| $273K | 0.04% |
6,112
-38,868
| -86% | -$1.63M |
|
|
TPCO
695
DELISTED
Tribune Publishing Company Common Stock
TPCO
| $272K | 0.04% |
+19,661
| New | +$221K |
|
|
NTRI
696
DELISTED
NutriSystem, Inc.
NTRI
| $271K | 0.04% |
10,700
-17,099
| -62% | -$413K |
|
697
Eagle Materials
EXP
$6.6B
| $270K | 0.04% |
+3,500
| New | +$264K |
|
698
H.B. Fuller
FUL
$3B
| $270K | 0.04% |
6,138
-37,062
| -86% | -$1.66M |
|
699
New Mountain Finance
NMFC
$646M
| $270K | 0.04% |
20,900
+200
| +1% | +$2.49K |
|
700
Murphy USA
MUSA
$11.3B
| $269K | 0.04% |
+3,629
| New | +$236K |
|
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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.