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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
JCP
301
DELISTED
J.C. Penney Company, Inc.
JCP
$519K 0.12%
+56,276
New +$536K
MRSH
302
Marsh
MRSH
$86.3B
$518K 0.12%
+7,702
New +$516K
CSII
303
DELISTED
Cardiovascular Systems, Inc.
CSII
$517K 0.12%
+21,762
New +$476K
CADE
304
DELISTED
Cadence Bank
CADE
$516K 0.12%
+22,256
New +$529K
NSP icon
305
Insperity
NSP
$1.85B
$516K 0.12%
+14,200
New +$509K
GNC
306
DELISTED
GNC Holdings, Inc.
GNC
$515K 0.12%
+25,200
New +$552K
AFSI
307
DELISTED
AmTrust Financial Services, Inc.
AFSI
$515K 0.12%
19,200
-19,700
-51% -$506K
KMT icon
308
Kennametal
KMT
$2.68B
$514K 0.11%
+17,700
New +$468K
RBA icon
309
RB Global
RBA
$20.8B
$512K 0.11%
+14,596
New +$476K
RS icon
310
Reliance Steel & Aluminium
RS
$20.8B
$511K 0.11%
+7,100
New +$533K
ACGL icon
311
Arch Capital
ACGL
$36.1B
$507K 0.11%
19,200
-2,400
-11% -$61.1K
PLAY icon
312
Dave & Buster's
PLAY
$343M
$507K 0.11%
12,936
+5,182
+67% +$229K
UPBD icon
313
Upbound Group
UPBD
$1.19B
$507K 0.11%
40,100
+21,051
+111% +$263K
INGR icon
314
Ingredion
INGR
$6.38B
$505K 0.11%
+3,794
New +$507K
E icon
315
ENI
E
$76B
$500K 0.11%
17,331
+7,400
+75% +$225K
GLNG icon
316
Golar LNG
GLNG
$4.95B
$498K 0.11%
+23,500
New +$449K
CYH icon
317
Community Health Systems
CYH
$385M
$496K 0.11%
+43,007
New +$496K
HOLX
318
DELISTED
Hologic
HOLX
$493K 0.11%
12,700
-13,282
-51% -$501K
CEB
319
DELISTED
CEB Inc.
CEB
$491K 0.11%
+9,017
New +$539K
PTR
320
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
$487K 0.11%
+7,289
New +$491K
VOD icon
321
Vodafone
VOD
$34.9B
$484K 0.11%
+16,600
New +$506K
CLB icon
322
Core Laboratories
CLB
$538M
$483K 0.11%
4,300
-19,192
-82% -$2.21M
RARE icon
323
Ultragenyx Pharmaceutical
RARE
$2.65B
$482K 0.11%
6,800
-27,465
-80% -$1.75M
CB icon
324
Chubb
CB
$140B
$479K 0.11%
+3,810
New +$483K
BWLD
325
DELISTED
Buffalo Wild Wings, Inc.
BWLD
$479K 0.11%
3,400
-8,700
-72% -$1.35M
11 12
13
14 15

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CM
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X
Xponance Philadelphia, Pennsylvania $14.1B AUM 30.11% 1-Year Est. Return
WHG
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PSCM
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BIP
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SA
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FGP
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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.