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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
PLCM
1301
DELISTED
POLYCOM INC
PLCM
– –
-57,246
Closed -$638K
DRII
1302
DELISTED
DIAMOND RESORTS INTL, INC
DRII
– –
-21,300
Closed -$518K
WIBC
1303
DELISTED
WILSHIRE BANCORP INC
WIBC
– –
-40,552
Closed -$418K
KKD
1304
DELISTED
KRISPY KREME DOUGHNUTS INC
KKD
– –
-52,921
Closed -$825K
RKUS
1305
DELISTED
RUCKUS WIRELESS INC COM STK (DE)
RKUS
– –
-34,300
Closed -$336K
QGENF
1306
DELISTED
QIAGEN NV
QGENF
– –
-88,702
Closed -$1.98M
STMP
1307
DELISTED
Stamps.com, Inc.
STMP
– –
-15,749
Closed -$1.67M
DO
1308
DELISTED
Diamond Offshore Drilling
DO
– –
-23,206
Closed -$504K
VG
1309
DELISTED
Vonage Holdings Corporation
VG
– –
-434,068
Closed -$1.98M
TIVO
1310
DELISTED
TIVO INC
TIVO
– –
-25,700
Closed -$244K
CIT
1311
DELISTED
CIT Group Inc.
CIT
– –
-59,000
Closed -$1.83M
ARMH
1312
DELISTED
ARM HOLDINGS PLC ADS
ARMH
– –
-28,000
Closed -$1.22M
IMS
1313
DELISTED
IMS HEALTH HLDGS INC COM STK (DE)
IMS
– –
-16,053
Closed -$426K
DNY
1314
DELISTED
DONNELLEY R R & SONS CO
DNY
– –
-149,500
Closed -$2.45M
49 50 51 52
53

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WHG
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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.