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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
Cap. Flow
-$87.8M
Cap. Flow %
-11.54%
Top 10 Hldgs %
5.92%
Holding
1,314
New
446
Increased
173
Reduced
210
Closed
485

Top Buys

Rank Stock Value
1
ALK icon
Alaska Air
ALK
+$5.31M
2
PXD
Pioneer Natural Resource Co.
PXD
+$4.64M
3
ACN icon
Accenture
ACN
+$4.63M
4
HAS icon
Hasbro
HAS
+$4.48M
5
WLL
Whiting Petroleum Corporation
WLL
+$4.46M

Top Sells

Rank Stock Value
1
ANF icon
Abercrombie & Fitch
ANF
+$4.82M
2
GM icon
General Motors
GM
+$4.45M
3
WSM icon
Williams-Sonoma
WSM
+$3.98M
4
P
Pandora Media Inc
P
+$3.97M
5
ADBE icon
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
TVRD
826
Tvardi Therapeutics
TVRD
$23.5M
$77K 0.01%
443
-1,104
-71% -$240K
JMEI
827
DELISTED
Jumei International Holding Limited American depositary shares, each representing ten Class A ordina
JMEI
$77K 0.01%
+1,864
New +$102K
VNCE icon
828
Vince Holding Corp
VNCE
$76.2M
$67K 0.01%
+1,221
New +$71.2K
INVN
829
DELISTED
Invensense Inc
INVN
$66K 0.01%
10,713
-45,488
-81% -$314K
AAL icon
830
American Airlines Group
AAL
$9.58B
– –
-6,300
Closed -$258K
AAPL icon
831
Apple
AAPL
$4.89T
– –
-69,600
Closed -$1.9M
ABBV icon
832
AbbVie
ABBV
$458B
– –
-5,500
Closed -$314K
ABT icon
833
Abbott
ABT
$180B
– –
-42,900
Closed -$1.79M
ADBE icon
834
Adobe
ADBE
$89.5B
– –
-40,300
Closed -$3.78M
ADP icon
835
Automatic Data Processing
ADP
$100B
– –
-4,700
Closed -$422K
ADVM
836
DELISTED
Adverum Biotechnologies
ADVM
– –
-3,223
Closed -$167K
AEIS icon
837
Advanced Energy
AEIS
$12.2B
– –
-9,910
Closed -$345K
AEP icon
838
American Electric Power
AEP
$73.7B
– –
-46,900
Closed -$3.11M
AFG icon
839
American Financial Group
AFG
$11.9B
– –
-15,900
Closed -$1.12M
AGRO icon
840
Adecoagro
AGRO
$1.53B
– –
-37,680
Closed -$435K
AGX icon
841
Argan
AGX
$7.98B
– –
-8,797
Closed -$309K
AIG icon
842
American International
AIG
$41.9B
– –
-38,300
Closed -$2.07M
AIN icon
843
Albany International
AIN
$2.14B
– –
-6,600
Closed -$248K
AIT icon
844
Applied Industrial Technologies
AIT
$12.8B
– –
-10,000
Closed -$434K
AKAM icon
845
Akamai
AKAM
$16.8B
– –
-46,700
Closed -$2.6M
ALE
846
DELISTED
Allete
ALE
– –
-15,300
Closed -$858K
ALG icon
847
Alamo Group
ALG
$2.01B
– –
-11,720
Closed -$653K
ALGN icon
848
Align Technology
ALGN
$12B
– –
-4,000
Closed -$291K
ALL icon
849
Allstate
ALL
$66.9B
– –
-32,500
Closed -$2.19M
ALLE icon
850
Allegion
ALLE
$13B
– –
-13,900
Closed -$886K
32 33
34
35 36

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CM
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X
Xponance Philadelphia, Pennsylvania $14.1B AUM 30.11% 1-Year Est. Return
WHG
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PSCM
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BIP
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SA
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FGP
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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.