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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
QGENF
426
DELISTED
QIAGEN NV
QGENF
$341K 0.08%
+12,440
New +$341K
ABCO
427
DELISTED
Advisory Board Co
ABCO
$340K 0.08%
+7,600
New +$312K
QUOT
428
DELISTED
Quotient Technology Inc
QUOT
$339K 0.08%
+25,476
New +$339K
SWC
429
DELISTED
Stillwater Mining Co
SWC
$339K 0.08%
25,400
+4,211
+20% +$56.5K
AZTA icon
430
Azenta
AZTA
$1.26B
$338K 0.08%
24,843
+5,956
+32% +$74.8K
BPOP icon
431
Popular Inc
BPOP
$11B
$338K 0.08%
+8,838
New +$315K
NTRA icon
432
Natera
NTRA
$37.5B
$338K 0.08%
+30,453
New +$343K
PCG icon
433
PG&E
PCG
$47.8B
$338K 0.08%
5,527
-28,766
-84% -$1.83M
WST icon
434
West Pharmaceutical
WST
$23.1B
$337K 0.08%
4,521
+436
+11% +$34.6K
CYBR
435
DELISTED
CyberArk
CYBR
$336K 0.08%
+6,781
New +$361K
PACB icon
436
Pacific Biosciences
PACB
$422M
$335K 0.07%
+37,342
New +$312K
MBT
437
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
$331K 0.07%
+43,425
New +$367K
NGHC
438
DELISTED
National General Holdings Corp
NGHC
$328K 0.07%
+14,746
New +$321K
ISCA
439
DELISTED
International Speedway Corp
ISCA
$328K 0.07%
9,810
+3,610
+58% +$122K
TDS icon
440
Telephone and Data Systems
TDS
$3.91B
$327K 0.07%
+12,020
New +$350K
MBFI
441
DELISTED
MB Financial Corp
MBFI
$327K 0.07%
8,600
-2,606
-23% -$99.7K
APAM icon
442
Artisan Partners
APAM
$2.79B
$326K 0.07%
+12,000
New +$328K
CMD
443
DELISTED
Cantel Medical Corporation
CMD
$326K 0.07%
4,181
-1,514
-27% -$110K
MRC
444
DELISTED
MRC Global
MRC
$325K 0.07%
+19,774
New +$283K
DOOR
445
DELISTED
MASONITE INTERNATIONAL CORP
DOOR
$325K 0.07%
5,220
-4,880
-48% -$327K
NCLH icon
446
Norwegian Cruise Line
NCLH
$8.89B
$324K 0.07%
8,600
-54,318
-86% -$2.11M
BEAT
447
DELISTED
BioTelemetry, Inc.
BEAT
$323K 0.07%
17,397
+2,057
+13% +$38.8K
BRC icon
448
Brady Corp
BRC
$4.45B
$322K 0.07%
9,300
-5,060
-35% -$167K
CVGW
449
DELISTED
Calavo Growers
CVGW
$322K 0.07%
+4,928
New +$320K
PFPT
450
DELISTED
Proofpoint, Inc.
PFPT
$322K 0.07%
+4,300
New +$317K
16 17
18
19 20

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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.