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
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
VRTU
1201
DELISTED
Virtusa Corporation
VRTU
– –
-15,288
Closed -$573K
EIGI
1202
DELISTED
Endurance International Group Holdings, Inc.
EIGI
– –
-10,084
Closed -$106K
PE
1203
DELISTED
PARSLEY ENERGY INC
PE
– –
-22,108
Closed -$500K
TIF
1204
DELISTED
Tiffany & Co.
TIF
– –
-25,116
Closed -$1.84M
NGHC
1205
DELISTED
National General Holdings Corp
NGHC
– –
-11,307
Closed -$244K
FRAN
1206
DELISTED
Francesca's Holdings Corporation
FRAN
– –
-11,214
Closed -$2.58M
BSTC
1207
DELISTED
BioSpecifics Technologies Corp.
BSTC
– –
-8,950
Closed -$312K
AMAG
1208
DELISTED
AMAG Pharmaceuticals
AMAG
– –
-18,000
Closed -$421K
AMTD
1209
DELISTED
TD Ameritrade Holding Corp
AMTD
– –
-86,893
Closed -$2.74M
MNTA
1210
DELISTED
Momenta Pharmaceuticals, Inc.
MNTA
– –
-25,693
Closed -$237K
WUBA
1211
DELISTED
58.com Inc
WUBA
– –
-12,711
Closed -$707K
LOGM
1212
DELISTED
LogMein, Inc.
LOGM
– –
-5,532
Closed -$279K
IBKC
1213
DELISTED
IBERIABANK Corp
IBKC
– –
-19,967
Closed -$1.02M
TIVO
1214
DELISTED
Tivo Inc
TIVO
– –
-100,600
Closed -$2.06M
JCP
1215
DELISTED
J.C. Penney Company, Inc.
JCP
– –
-326,600
Closed -$3.61M
MLNX
1216
DELISTED
Mellanox Technologies, Ltd.
MLNX
– –
-30,607
Closed -$1.66M
RRTS
1217
DELISTED
RoadRunner Transportation Systems, Inc.
RRTS
– –
-1,350
Closed -$420K
RTN
1218
DELISTED
Raytheon Company
RTN
– –
-10,800
Closed -$1.32M
DERM
1219
DELISTED
Dermira, Inc.
DERM
– –
-52,268
Closed -$1.08M
STI
1220
DELISTED
SunTrust Banks, Inc.
STI
– –
-59,200
Closed -$2.14M
SEMG
1221
DELISTED
SEMGROUP CORPORATION
SEMG
– –
-18,000
Closed -$403K
CBM
1222
DELISTED
Cambrex Corporation
CBM
– –
-5,384
Closed -$237K
GHDX
1223
DELISTED
Genomic Health, Inc.
GHDX
– –
-17,118
Closed -$424K
LTXB
1224
DELISTED
LegacyTexas Financial Group Inc
LTXB
– –
-27,594
Closed -$542K
BID
1225
DELISTED
Sotheby's
BID
– –
-17,300
Closed -$462K
47 48
49
50 51

Similar funds

SAM
Silvercrest Asset Management New York $13.8B AUM 28.39% 1-Year Est. Return
CM
Capula Management Grand Cayman, Cayman Islands $14.1B AUM 19.14% 1-Year Est. Return
X
Xponance Philadelphia, Pennsylvania $14.1B AUM 30.11% 1-Year Est. Return
WHG
Westwood Holdings Group Dallas, Texas $13.7B AUM 21.48% 1-Year Est. Return
PSCM
Pershing Square Capital Management New York $13.7B AUM 13.45% 1-Year Est. Return
BIP
Brandes Investment Partners La Jolla, California $14.1B AUM 25.52% 1-Year Est. Return
SA
Situational Awareness San Francisco, California $13.7B AUM 334.5% 1-Year Est. Return
FGP
Freestone Grove Partners San Francisco, California $14.2B AUM 24.58% 1-Year Est. Return

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.