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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 | |
|---|---|---|---|---|---|---|
1001
Magna International
MGA
$17.9B
| – | – |
-12,663
| Closed | -$544K |
|
1002
MacroGenics
MGNX
$235M
| – | – |
-32,411
| Closed | -$608K |
|
1003
McGrath RentCorp
MGRC
$2.94B
| – | – |
-23,392
| Closed | -$587K |
|
1004
Mohawk Industries
MHK
$6.9B
| – | – |
-4,584
| Closed | -$875K |
|
1005
MKS Inc
MKSI
$22.2B
| – | – |
-9,728
| Closed | -$366K |
|
|
MRSH
1006
Marsh
MRSH
$86.3B
| – | – |
-16,000
| Closed | -$973K |
|
|
MODV
1007
DELISTED
ModivCare
MODV
| – | – |
-16,600
| Closed | -$848K |
|
1008
Movado Group
MOV
$812M
| – | – |
-8,000
| Closed | -$220K |
|
1009
Marathon Petroleum
MPC
$90.3B
| – | – |
-76,500
| Closed | -$2.84M |
|
|
MRC
1010
DELISTED
MRC Global
MRC
| – | – |
-99,587
| Closed | -$1.31M |
|
1011
Marten Transport
MRTN
$1.33B
| – | – |
-45,048
| Closed | -$337K |
|
1012
Morgan Stanley
MS
$337B
| – | – |
-61,500
| Closed | -$1.54M |
|
1013
Microsoft
MSFT
$2.84T
| – | – |
-9,700
| Closed | -$536K |
|
1014
Matrix Service
MTRX
$347M
| – | – |
-96,554
| Closed | -$1.71M |
|
1015
MasTec
MTZ
$26.7B
| – | – |
-18,437
| Closed | -$373K |
|
1016
MYR Group
MYRG
$5.9B
| – | – |
-45,455
| Closed | -$1.14M |
|
1017
Nasdaq
NDAQ
$51.5B
| – | – |
-37,800
| Closed | -$836K |
|
1018
Newmont
NEM
$98.2B
| – | – |
-121,600
| Closed | -$3.23M |
|
1019
NiSource
NI
$22.4B
| – | – |
-67,236
| Closed | -$1.58M |
|
1020
NetEase
NTES
$76.5B
| – | – |
-45,500
| Closed | -$1.31M |
|
1021
Novavax
NVAX
$1.23B
| – | – |
-10,250
| Closed | -$1.06M |
|
1022
NVIDIA
NVDA
$5.01T
| – | – |
-2,040,000
| Closed | -$1.82M |
|
1023
NorthWestern Energy
NWE
$4.48B
| – | – |
-3,800
| Closed | -$235K |
|
1024
New York Times
NYT
$11.6B
| – | – |
-32,973
| Closed | -$411K |
|
1025
Owens Corning
OC
$11.5B
| – | – |
-35,000
| Closed | -$1.66M |
|
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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.