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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
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
ATSG
1151
DELISTED
Air Transport Services Group
ATSG
– –
-17,934
Closed -$276K
SUM
1152
DELISTED
Summit Materials, Inc. Class A Common Stock
SUM
– –
-10,749
Closed -$200K
RVNC
1153
DELISTED
Revance Therapeutics, Inc.
RVNC
– –
-48,002
Closed -$838K
B
1154
DELISTED
Barnes Group Inc.
B
– –
-7,100
Closed -$249K
MRO
1155
DELISTED
Marathon Oil Corporation
MRO
– –
-333,700
Closed -$3.72M
SAVE
1156
DELISTED
Spirit Airlines, Inc.
SAVE
– –
-38,270
Closed -$1.84M
HA
1157
DELISTED
Hawaiian Holdings, Inc.
HA
– –
-9,701
Closed -$458K
TUP
1158
DELISTED
Tupperware Brands Corporation
TUP
– –
-8,300
Closed -$481K
TWOU
1159
DELISTED
2U Inc
TWOU
– –
-337
Closed -$228K
SIX
1160
DELISTED
Six Flags Entertainment Corp.
SIX
– –
-20,300
Closed -$1.13M
PGTI
1161
DELISTED
PGT, Inc.
PGTI
– –
-15,580
Closed -$153K
MDRX
1162
DELISTED
Veradigm Inc. Common Stock
MDRX
– –
-61,000
Closed -$806K
AVTA
1163
DELISTED
Avantax, Inc. Common Stock
AVTA
– –
-53,152
Closed -$274K
VMW
1164
DELISTED
VMware, Inc
VMW
– –
-11,997
Closed -$628K
NEWR
1165
DELISTED
New Relic, Inc.
NEWR
– –
-25,508
Closed -$665K
ICPT
1166
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
– –
-8,729
Closed -$1.12M
INFI
1167
DELISTED
Infinity Pharmaceuticals, Inc.
INFI
– –
-89,344
Closed -$471K
UNVR
1168
DELISTED
Univar Solutions Inc.
UNVR
– –
-46,580
Closed -$800K
RUTH
1169
DELISTED
Ruth's Hospitality Group, Inc.
RUTH
– –
-16,094
Closed -$296K
ACOR
1170
DELISTED
Acorda Therapeutics
ACOR
– –
-490
Closed -$1.56M
BLCM
1171
DELISTED
Bellicum Pharmaceuticals, Inc.
BLCM
– –
-1,574
Closed -$147K
ABB
1172
DELISTED
ABB Ltd
ABB
– –
-10,700
Closed -$208K
BBBY
1173
DELISTED
Bed Bath & Beyond Inc
BBBY
– –
-44,800
Closed -$2.22M
CSII
1174
DELISTED
Cardiovascular Systems, Inc.
CSII
– –
-51,325
Closed -$532K
SIOX
1175
DELISTED
Sio Gene Therapies Inc. Common Stock
SIOX
– –
-2,952
Closed -$271K
45 46
47
48 49

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CM
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X
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WHG
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PSCM
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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.