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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
AGU
1251
DELISTED
Agrium
AGU
– –
-5,737
Closed -$507K
VWR
1252
DELISTED
VWR Corporation
VWR
– –
-9,600
Closed -$260K
ABCO
1253
DELISTED
Advisory Board Co
ABCO
– –
-23,700
Closed -$764K
LVLT
1254
DELISTED
Level 3 Communications Inc
LVLT
– –
-8,900
Closed -$470K
SCLN
1255
DELISTED
Sciclone Pharmaceuticals Inc
SCLN
– –
-54,537
Closed -$600K
SHOR
1256
DELISTED
ShoreTel, Inc.
SHOR
– –
-58,586
Closed -$436K
NVDQ
1257
DELISTED
Novadaq Technologies Inc.
NVDQ
– –
-23,570
Closed -$261K
WFM
1258
DELISTED
Whole Foods Market Inc
WFM
– –
-86,500
Closed -$2.69M
ENOC
1259
DELISTED
EnerNOC, Inc.
ENOC
– –
-79,239
Closed -$593K
RAI
1260
DELISTED
Reynolds American Inc
RAI
– –
-34,500
Closed -$1.74M
BHI
1261
DELISTED
Baker Hughes
BHI
– –
-36,800
Closed -$1.61M
HW
1262
DELISTED
Headwaters Inc
HW
– –
-33,000
Closed -$655K
CHMT
1263
DELISTED
Chemtura Corporation
CHMT
– –
-27,796
Closed -$734K
MENT
1264
DELISTED
Mentor Graphics Corp
MENT
– –
-157,013
Closed -$3.19M
LLTC
1265
DELISTED
Linear Technology Corp
LLTC
– –
-25,700
Closed -$1.15M
ISIL
1266
DELISTED
Intersil Corp
ISIL
– –
-14,336
Closed -$192K
NILE
1267
DELISTED
Blue Nile, Inc.
NILE
– –
-28,785
Closed -$740K
STJ
1268
DELISTED
St Jude Medical
STJ
– –
-51,700
Closed -$2.84M
CVT
1269
DELISTED
CVENT, INC.
CVT
– –
-23,800
Closed -$509K
SAAS
1270
DELISTED
inContact, Inc.
SAAS
– –
-97,273
Closed -$865K
CPHD
1271
DELISTED
Cepheid Inc
CPHD
– –
-21,694
Closed -$724K
PGND
1272
DELISTED
PRESS GANEY HOLDINGS INC COM STK (DE)
PGND
– –
-20,066
Closed -$604K
DANG
1273
DELISTED
E-COMMERCE CHINA DANGDANG INC SPNSRD ADS REP COM CL A (CYM)
DANG
– –
-95,893
Closed -$684K
MRD
1274
DELISTED
MEMORIAL RESOURCE DEV CORP COM STK (DE)
MRD
– –
-17,933
Closed -$183K
EMC
1275
DELISTED
EMC CORPORATION
EMC
– –
-9,200
Closed -$245K
49 50
51
52 53

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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.