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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
+9.76%
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
$448M
AUM Growth
-$313M
Cap. Flow
-$337M
Cap. Flow %
-75.2%
Top 10 Hldgs %
5.82%
Holding
1,219
New
390
Increased
97
Reduced
212
Closed
520

Top Buys

Rank Stock Value
1
BNY
Bank of New York Mellon
BNY
+$2.8M
2
MPC icon
Marathon Petroleum
MPC
+$2.8M
3
HAIN icon
Hain Celestial
HAIN
+$2.74M
4
HSY icon
Hershey
HSY
+$2.55M
5
GAP
The Gap Inc
GAP
+$2.42M

Top Sells

Rank Stock Value
1
B
Barrick Mining
B
+$4.56M
2
VOYA icon
Voya Financial
VOYA
+$4.51M
3
HD icon
Home Depot
HD
+$4.5M
4
PXD
Pioneer Natural Resource Co.
PXD
+$4.48M
5
CPRI icon
Capri Holdings
CPRI
+$4.19M

Sector Composition

Rank Sector Weight
1 Consumer Discretionary 15.15%
2 Industrials 14.43%
3 Technology 12.95%
4 Financials 12.11%
5 Healthcare 11.39%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
WCN
226
Waste Connections
WCN
$42.8B
$657K 0.15%
13,200
-10,130
-43% -$511K
BWA icon
227
BorgWarner
BWA
$13.2B
$652K 0.15%
21,066
+5,015
+31% +$148K
JD icon
228
JD.com
JD
$40.8B
$652K 0.15%
+25,000
New +$603K
DHR icon
229
Danaher
DHR
$135B
$651K 0.15%
+9,362
New +$664K
HRI icon
230
Herc Holdings
HRI
$5.43B
$648K 0.14%
+19,214
New +$645K
TSS
231
DELISTED
Total System Services, Inc.
TSS
$646K 0.14%
+13,700
New +$688K
DST
232
DELISTED
DST Systems Inc.
DST
$643K 0.14%
10,908
+3,958
+57% +$240K
GT icon
233
Goodyear
GT
$2.07B
$640K 0.14%
+19,800
New +$576K
TXRH icon
234
Texas Roadhouse
TXRH
$12.7B
$640K 0.14%
+16,400
New +$733K
ACHC icon
235
Acadia Healthcare
ACHC
$3.17B
$639K 0.14%
+12,900
New +$672K
CVE icon
236
Cenovus Energy
CVE
$54.6B
$639K 0.14%
44,500
+31,966
+255% +$456K
ON icon
237
ON Semiconductor
ON
$33.8B
$634K 0.14%
51,500
-92,585
-64% -$958K
MIC
238
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
$633K 0.14%
+7,600
New +$603K
ISEE
239
DELISTED
IVERIC bio, Inc. Common Stock
ISEE
$631K 0.14%
13,680
-16,056
-54% -$905K
TXT icon
240
Textron
TXT
$16.6B
$628K 0.14%
15,800
-9,828
-38% -$387K
PVH icon
241
PVH
PVH
$3.71B
$627K 0.14%
+5,678
New +$587K
LPX icon
242
Louisiana-Pacific
LPX
$5.2B
$625K 0.14%
+33,206
New +$643K
JOYY
243
JOYY Inc
JOYY
$3.73B
$623K 0.14%
+11,693
New +$534K
ORI icon
244
Old Republic International
ORI
$10.3B
$618K 0.14%
35,100
+15,500
+79% +$295K
XRAY icon
245
Dentsply Sirona
XRAY
$2.59B
$617K 0.14%
10,381
-19,219
-65% -$1.18M
LCI
246
DELISTED
Lannett Company, Inc.
LCI
$617K 0.14%
+5,804
New +$709K
HA
247
DELISTED
Hawaiian Holdings, Inc.
HA
$609K 0.14%
+12,528
New +$569K
DF
248
DELISTED
Dean Foods Company
DF
$608K 0.14%
37,080
-59,920
-62% -$1.05M
DOX icon
249
Amdocs
DOX
$5.53B
$607K 0.14%
+10,500
New +$618K
LIVN icon
250
LivaNova
LIVN
$4.3B
$601K 0.13%
+10,004
New +$575K
8 9
10
11 12

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CM
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X
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WHG
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PSCM
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Trexquant Investment's Q3 2016 Portfolio in Review

As of Q3 2016, Trexquant Investment held 1,219 positions worth $448M, down 41% from $761M the previous quarter. Its ten largest holdings account for 5.8% of the portfolio.

Trexquant Investment withdrew a net $337M in Q3 2016, closing 520 positions and reducing 212 holdings. Its most notable exit was Barrick Mining, an estimated $4.56M position sold in full.

By sector, the portfolio is most concentrated in Consumer Discretionary at 15% of assets, up from 15% a quarter earlier, followed by Industrials and Technology.

Against the trend, Trexquant Investment opened a new position in Bank of New York Mellon worth $2.8M.

  • Trexquant Investment's largest Q3 2016 buy was Bank of New York Mellon: 70,200 shares worth $2.8M.
  • Trexquant Investment added most to Valero Energy in Q3 2016, an estimated $1.99M increase.
  • Trexquant Investment's biggest Q3 2016 reduction was Hasbro, cutting an estimated $3.9M.
  • Trexquant Investment fully exited Barrick Mining in Q3 2016, selling an estimated $4.56M.
  • Trexquant Investment's ten largest holdings make up 5.8% of its $448M portfolio in Q3 2016.
  • Trexquant Investment opened 390 new positions and closed 520 in Q3 2016.
  • Trexquant Investment's portfolio value fell 41% quarter-over-quarter to $448M.

Based on Trexquant Investment's 13F filing for Q3 2016, filed 10 Nov 2016.