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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
SSRI
276
DELISTED
Silver Standard Resources
SSRI
$558K 0.12%
+46,300
New +$625K
HBI
277
DELISTED
Hanesbrands
HBI
$553K 0.12%
21,900
-51,800
-70% -$1.36M
EG icon
278
Everest Group
EG
$15.2B
$551K 0.12%
2,900
+1,800
+164% +$338K
EMN icon
279
Eastman Chemical
EMN
$7.8B
$548K 0.12%
+8,104
New +$544K
SYNH
280
DELISTED
Syneos Health, Inc. Class A Common Stock
SYNH
$548K 0.12%
12,300
-9,900
-45% -$429K
ILG
281
DELISTED
ILG, Inc Common Stock
ILG
$547K 0.12%
31,875
-64,625
-67% -$1.12M
MGA icon
282
Magna International
MGA
$17.9B
$544K 0.12%
+12,673
New +$499K
UMPQ
283
DELISTED
Umpqua Holdings Corp
UMPQ
$544K 0.12%
36,154
+8,854
+32% +$138K
BUFF
284
DELISTED
Blue Buffalo Pet Products, Inc
BUFF
$544K 0.12%
22,902
-20,992
-48% -$533K
STMP
285
DELISTED
Stamps.com, Inc.
STMP
$544K 0.12%
+5,752
New +$498K
DAN icon
286
Dana Inc
DAN
$2.91B
$543K 0.12%
34,800
+16,800
+93% +$229K
TEVA icon
287
Teva Pharmaceuticals
TEVA
$35.9B
$543K 0.12%
11,800
-32,600
-73% -$1.7M
DISH
288
DELISTED
DISH Network Corp.
DISH
$542K 0.12%
9,900
-31,300
-76% -$1.62M
XYZ
289
Block Inc
XYZ
$45.9B
$541K 0.12%
+46,427
New +$507K
FNB icon
290
FNB Corp
FNB
$6.78B
$540K 0.12%
+43,933
New +$543K
WOOF
291
DELISTED
VCA Inc.
WOOF
$539K 0.12%
+7,700
New +$538K
AIR icon
292
AAR Corp
AIR
$5.15B
$532K 0.12%
17,000
-20,558
-55% -$523K
AKRX
293
DELISTED
Akorn Inc
AKRX
$532K 0.12%
19,500
-893
-4% -$26.4K
BJRI icon
294
BJ's Restaurants
BJRI
$1.41B
$530K 0.12%
14,900
-2,776
-16% -$112K
ZLTQ
295
DELISTED
ZELTIQ Aesthetics, Inc.
ZLTQ
$530K 0.12%
13,515
-645
-5% -$23K
EPAC icon
296
Enerpac Tool Group
EPAC
$1.77B
$529K 0.12%
+22,751
New +$533K
WNR
297
DELISTED
Western Refining Inc
WNR
$529K 0.12%
+20,005
New +$473K
ROK icon
298
Rockwell Automation
ROK
$51.4B
$526K 0.12%
+4,300
New +$503K
AN icon
299
AutoNation
AN
$6.97B
$525K 0.12%
+10,771
New +$530K
INTC icon
300
Intel
INTC
$466B
$521K 0.12%
+13,800
New +$489K
10 11
12
13 14

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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.