We are live on
!
Find out more
TI
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 | |
|---|---|---|---|---|---|---|
276
AAR Corp
AIR
$5.15B
| $877K | 0.12% |
37,558
-4,960
| -12% | -$118K |
|
277
Brink's
BCO
$5.02B
| $876K | 0.12% |
+30,743
| New | +$946K |
|
278
Rio Tinto
RIO
$148B
| $876K | 0.12% |
28,000
-17,600
| -39% | -$526K |
|
|
VISN
279
Vistance Networks Inc
VISN
$2.66B
| $872K | 0.11% |
+28,117
| New | +$834K |
|
280
Intercontinental Exchange
ICE
$82.4B
| $870K | 0.11% |
17,000
-18,500
| -52% | -$934K |
|
281
Bruker
BRKR
$9.2B
| $869K | 0.11% |
38,200
+21,942
| +135% | +$586K |
|
282
Pan American Silver
PAAS
$18.6B
| $867K | 0.11% |
52,700
-95,200
| -64% | -$1.36M |
|
283
Penske Automotive Group
PAG
$14.3B
| $867K | 0.11% |
+27,564
| New | +$1.01M |
|
284
RingCentral
RNG
$4.05B
| $867K | 0.11% |
+43,964
| New | +$832K |
|
285
Celanese
CE
$5.09B
| $864K | 0.11% |
13,200
-24,384
| -65% | -$1.69M |
|
|
KATE
286
DELISTED
Kate Spade & Company
KATE
| $861K | 0.11% |
+41,784
| New | +$953K |
|
287
Intuitive Surgical
ISRG
$121B
| $860K | 0.11% |
+11,700
| New | +$823K |
|
|
ARIA
288
DELISTED
Ariad Pharmaceuticals Inc
ARIA
| $854K | 0.11% |
+115,558
| New | +$867K |
|
|
FINL
289
DELISTED
Finish Line
FINL
| $850K | 0.11% |
42,100
+10,000
| +31% | +$189K |
|
290
Murphy Oil
MUR
$5.58B
| $848K | 0.11% |
+26,700
| New | +$807K |
|
291
Comcast
CMCSA
$79.1B
| $847K | 0.11% |
+26,000
| New | +$807K |
|
|
SYNH
292
DELISTED
Syneos Health, Inc. Class A Common Stock
SYNH
| $846K | 0.11% |
+22,200
| New | +$975K |
|
|
CEO
293
DELISTED
CNOOC Limited
CEO
| $846K | 0.11% |
+6,787
| New | +$818K |
|
294
Trane Technologies
TT
$106B
| $841K | 0.11% |
+13,200
| New | +$849K |
|
|
GXP
295
DELISTED
Great Plains Energy Incorporated
GXP
| $836K | 0.11% |
+27,507
| New | +$844K |
|
296
Chunghwa Telecom
CHT
$33.2B
| $835K | 0.11% |
+23,000
| New | +$790K |
|
|
PRXL
297
DELISTED
Parexel International Corp
PRXL
| $818K | 0.11% |
+13,005
| New | +$805K |
|
|
PARA
298
DELISTED
Paramount Global Class B
PARA
| $817K | 0.11% |
+15,000
| New | +$815K |
|
299
PENN Entertainment
PENN
$2.74B
| $813K | 0.11% |
58,279
+8,144
| +16% | +$127K |
|
300
NRG Energy
NRG
$29.8B
| $812K | 0.11% |
54,200
+25,167
| +87% | +$373K |
|
Similar funds
SAM
CM
X
WHG
PSCM
BIP
SA
FGP
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.