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
TOWR
1226
DELISTED
Tower International, Inc.
TOWR
– –
-22,673
Closed -$617K
DFRG
1227
DELISTED
Del Frisco's Restaurant Group, Inc. Common Stock
DFRG
– –
-28,333
Closed -$470K
HF
1228
DELISTED
HFF Inc.
HF
– –
-8,676
Closed -$239K
BRS
1229
DELISTED
Bristow Group, Inc.
BRS
– –
-32,996
Closed -$624K
RDC
1230
DELISTED
Rowan Companies Plc
RDC
– –
-157,000
Closed -$2.53M
CIVI
1231
DELISTED
Civitas Solutions, Inc.
CIVI
– –
-12,200
Closed -$213K
ELGX
1232
DELISTED
Endologix Inc
ELGX
– –
-8,284
Closed -$693K
ITG
1233
DELISTED
Investment Technology Group Inc
ITG
– –
-33,379
Closed -$738K
NXTM
1234
DELISTED
NxStage Medical Inc.
NXTM
– –
-25,500
Closed -$382K
NFX
1235
DELISTED
Newfield Exploration
NFX
– –
-66,300
Closed -$2.2M
SCG
1236
DELISTED
Scana
SCG
– –
-13,800
Closed -$968K
KTWO
1237
DELISTED
K2M Group Holdings, Inc
KTWO
– –
-26,940
Closed -$400K
PX
1238
DELISTED
Praxair Inc
PX
– –
-2,900
Closed -$332K
PF
1239
DELISTED
Pinnacle Foods, Inc.
PF
– –
-19,700
Closed -$880K
EVHC
1240
DELISTED
Envision Healthcare Holdings Inc
EVHC
– –
-13,694
Closed -$836K
SYNT
1241
DELISTED
Syntel Inc
SYNT
– –
-7,352
Closed -$367K
PHH
1242
DELISTED
PHH Corporation
PHH
– –
-40,300
Closed -$505K
ANDV
1243
DELISTED
Andeavor
ANDV
– –
-29,600
Closed -$2.55M
SIGM
1244
DELISTED
Sigma Designs Inc
SIGM
– –
-72,100
Closed -$490K
PAY
1245
DELISTED
Verifone Systems Inc
PAY
– –
-16,433
Closed -$464K
LNCE
1246
DELISTED
Snyders-Lance, Inc.
LNCE
– –
-28,263
Closed -$890K
CCC
1247
DELISTED
Calgon Carbon Corp
CCC
– –
-25,524
Closed -$358K
BETR
1248
DELISTED
Amplify Snack Brands, Inc.
BETR
– –
-77,700
Closed -$1.11M
TIME
1249
DELISTED
Time Inc.
TIME
– –
-44,971
Closed -$694K
SYT
1250
DELISTED
Syngenta Ag
SYT
– –
-5,382
Closed -$446K
48 49
50
51 52

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.