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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
AXLL
1276
DELISTED
AXIALL CORP COM STK (DE)
AXLL
– –
-45,230
Closed -$988K
SGNT
1277
DELISTED
SAGENT PHARMACEUTICALS INC COM STK (DE)
SGNT
– –
-74,373
Closed -$905K
HTWR
1278
DELISTED
HEARTWARE INTERNATIONAL INC COM STK (DE)
HTWR
– –
-13,700
Closed -$430K
DWA
1279
DELISTED
DREAMWORKS ANIMATION SKG INC CL-A
DWA
– –
-47,273
Closed -$1.18M
MESG
1280
DELISTED
XURA INC COM (DE)
MESG
– –
-19,530
Closed -$384K
EJ
1281
DELISTED
E HOUSE (CHINA) HOLDINGS LIMITED
EJ
– –
-15,261
Closed -$95K
TE
1282
DELISTED
TECO ENERGY INC
TE
– –
-53,680
Closed -$1.48M
NEWP
1283
DELISTED
NEWPORT CORP
NEWP
– –
-28,155
Closed -$648K
CNL
1284
DELISTED
CLECO CRP (HOLDING CO)
CNL
– –
-19,754
Closed -$1.09M
XL
1285
DELISTED
XL Group Ltd.
XL
– –
-5,585
Closed -$206K
REGI
1286
DELISTED
Renewable Energy Group, Inc.
REGI
– –
-36,601
Closed -$346K
MBT
1287
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
– –
-86,900
Closed -$703K
UFS
1288
DELISTED
DOMTAR CORPORATION (New)
UFS
– –
-7,700
Closed -$312K
TSS
1289
DELISTED
Total System Services, Inc.
TSS
– –
-37,119
Closed -$1.77M
EFII
1290
DELISTED
Electronics for Imaging
EFII
– –
-10,600
Closed -$449K
SHPG
1291
DELISTED
Shire pic
SHPG
– –
-1,600
Closed -$275K
LPNT
1292
DELISTED
LifePoint Health, Inc.
LPNT
– –
-4,582
Closed -$317K
ABAX
1293
DELISTED
Abaxis Inc
ABAX
– –
-4,450
Closed -$202K
SPLS
1294
DELISTED
Staples Inc
SPLS
– –
-160,707
Closed -$1.77M
SSRI
1295
DELISTED
Silver Standard Resources
SSRI
– –
-80,923
Closed -$449K
CFNL
1296
DELISTED
Cardinal Financial Corp
CFNL
– –
-14,444
Closed -$294K
AIRM
1297
DELISTED
Air Methods Corp
AIRM
– –
-24,500
Closed -$887K
ACAS
1298
DELISTED
American Capital Ltd
ACAS
– –
-15,400
Closed -$235K
EDE
1299
DELISTED
Empire District Electric
EDE
– –
-14,418
Closed -$477K
LNKD
1300
DELISTED
LinkedIn Corporation
LNKD
– –
-11,290
Closed -$1.29M
49 50 51
52
53

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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.