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 | |
|---|---|---|---|---|---|---|
|
ISBC
526
DELISTED
Investors Bancorp, Inc.
ISBC
| $441K | 0.06% |
39,784
-188,716
| -83% | -$2.18M |
|
527
Adeia
ADEA
$2.86B
| $440K | 0.06% |
+54,258
| New | +$441K |
|
528
Brady Corp
BRC
$4.45B
| $439K | 0.06% |
+14,360
| New | +$416K |
|
|
SLCA
529
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
| $433K | 0.06% |
+12,576
| New | +$348K |
|
|
EXPR
530
DELISTED
Express, Inc.
EXPR
| $433K | 0.06% |
1,492
-958
| -39% | -$322K |
|
531
Assurant
AIZ
$13.7B
| $432K | 0.06% |
5,000
-300
| -6% | -$25.2K |
|
532
Nucor
NUE
$56.4B
| $430K | 0.06% |
+8,700
| New | +$424K |
|
|
AIMC
533
DELISTED
Altra Industrial Motion Corp
AIMC
| $430K | 0.06% |
+15,947
| New | +$443K |
|
|
COHR
534
DELISTED
Coherent Inc
COHR
| $426K | 0.06% |
+4,639
| New | +$428K |
|
535
Marcus & Millichap
MMI
$1.15B
| $423K | 0.06% |
16,650
-10,389
| -38% | -$262K |
|
|
UMPQ
536
DELISTED
Umpqua Holdings Corp
UMPQ
| $422K | 0.06% |
27,300
+1,693
| +7% | +$26.4K |
|
537
Cathay General Bancorp
CATY
$4.2B
| $419K | 0.06% |
14,850
+2,250
| +18% | +$66.6K |
|
538
BorgWarner
BWA
$13.2B
| $417K | 0.05% |
+16,051
| New | +$486K |
|
|
GCI
539
DELISTED
Gannett Co., Inc
GCI
| $417K | 0.05% |
+30,200
| New | +$468K |
|
540
U-Haul Holding Co
UHAL
$14B
| $416K | 0.05% |
+11,110
| New | +$401K |
|
|
TAHO
541
DELISTED
Tahoe Resources Inc
TAHO
| $416K | 0.05% |
27,799
-2,526
| -8% | -$32.2K |
|
|
NAVG
542
DELISTED
Navigators Group Inc
NAVG
| $413K | 0.05% |
+8,986
| New | +$391K |
|
|
AXE
543
DELISTED
Anixter International Inc
AXE
| $412K | 0.05% |
7,732
+2,964
| +62% | +$170K |
|
|
CALY
544
Callaway Golf Company
CALY
$3.26B
| $411K | 0.05% |
40,223
-42,237
| -51% | -$407K |
|
545
Insight Enterprises
NSIT
$3.55B
| $409K | 0.05% |
15,725
+6,870
| +78% | +$183K |
|
546
Dorian LPG
LPG
$1.94B
| $407K | 0.05% |
+57,748
| New | +$519K |
|
|
MBFI
547
DELISTED
MB Financial Corp
MBFI
| $407K | 0.05% |
+11,206
| New | +$387K |
|
|
VVC
548
DELISTED
Vectren Corporation
VVC
| $405K | 0.05% |
+7,695
| New | +$385K |
|
|
CHL
549
DELISTED
China Mobile Limited
CHL
| $405K | 0.05% |
7,000
+2,600
| +59% | +$146K |
|
|
DST
550
DELISTED
DST Systems Inc.
DST
| $405K | 0.05% |
6,950
-28,088
| -80% | -$1.65M |
|
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.