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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
CNCE
1176
DELISTED
Concert Pharmaceuticals, Inc.
CNCE
– –
-49,568
Closed -$677K
SJI
1177
DELISTED
South Jersey Industries, Inc.
SJI
– –
-14,230
Closed -$405K
PRTY
1178
DELISTED
Party City Holdco Inc.
PRTY
– –
-24,456
Closed -$368K
OTIC
1179
DELISTED
Otonomy, Inc.
OTIC
– –
-11,713
Closed -$175K
AGTC
1180
DELISTED
Applied Genetic Technologies Corporation
AGTC
– –
-41,882
Closed -$586K
TWTR
1181
DELISTED
Twitter, Inc.
TWTR
– –
-86,056
Closed -$1.42M
MNDT
1182
DELISTED
Mandiant, Inc. Common Stock
MNDT
– –
-95,446
Closed -$1.72M
SNP
1183
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
– –
-6,691
Closed -$436K
PTR
1184
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
– –
-11,127
Closed -$738K
AUTO
1185
DELISTED
AutoWeb, Inc. Common Stock
AUTO
– –
-25,200
Closed -$437K
POLY
1186
DELISTED
Plantronics, Inc.
POLY
– –
-9,979
Closed -$391K
MIC
1187
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
– –
-8,300
Closed -$560K
NP
1188
DELISTED
Neenah, Inc. Common Stock
NP
– –
-5,392
Closed -$343K
CERN
1189
DELISTED
Cerner Corp
CERN
– –
-20,100
Closed -$1.06M
NUAN
1190
DELISTED
Nuance Communications, Inc.
NUAN
– –
-122,860
Closed -$1.99M
VCRA
1191
DELISTED
VOCERA COMMUNICATIONS, INC.
VCRA
– –
-16,475
Closed -$210K
FLXN
1192
DELISTED
Flexion Therapeutics, Inc.
FLXN
– –
-13,000
Closed -$120K
PRAH
1193
DELISTED
PRA Health Sciences, Inc.
PRAH
– –
-24,800
Closed -$1.06M
BPFH
1194
DELISTED
Boston Private Financial Holdings, Inc.
BPFH
– –
-29,071
Closed -$333K
CLGX
1195
DELISTED
Corelogic, Inc.
CLGX
– –
-14,000
Closed -$486K
GWPH
1196
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
– –
-12,643
Closed -$912K
RNET
1197
DELISTED
RigNet, Inc.
RNET
– –
-61,235
Closed -$838K
EGOV
1198
DELISTED
NIC Inc
EGOV
– –
-23,142
Closed -$417K
MIK
1199
DELISTED
Michaels Stores, Inc
MIK
– –
-114,000
Closed -$3.19M
HMSY
1200
DELISTED
HMS Holdings Corp.
HMSY
– –
-81,740
Closed -$1.17M
46 47
48
49 50

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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.