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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
CMS icon
451
CMS Energy
CMS
$23.1B
$320K 0.07%
+7,622
New +$333K
KALU icon
452
Kaiser Aluminum
KALU
$2.67B
$319K 0.07%
+3,690
New +$317K
FAF icon
453
First American
FAF
$7.67B
$318K 0.07%
8,100
-7,700
-49% -$319K
MGNI icon
454
Magnite
MGNI
$2.65B
$316K 0.07%
38,193
-11,203
-23% -$119K
PRKS icon
455
United Parks & Resorts
PRKS
$2.11B
$316K 0.07%
+23,424
New +$321K
OME
456
DELISTED
Omega Protein
OME
$316K 0.07%
13,504
+2,860
+27% +$67.2K
PHH
457
DELISTED
PHH Corporation
PHH
$315K 0.07%
+21,831
New +$320K
FOR icon
458
Forestar Group
FOR
$1.44B
$313K 0.07%
26,747
+16,192
+153% +$196K
POOL icon
459
Pool Corp
POOL
$6.7B
$312K 0.07%
+3,300
New +$324K
SU icon
460
Suncor Energy
SU
$77.7B
$311K 0.07%
+11,179
New +$305K
AFG icon
461
American Financial Group
AFG
$11.9B
$310K 0.07%
+4,135
New +$305K
GOGO icon
462
Gogo Inc
GOGO
$515M
$310K 0.07%
+28,062
New +$298K
HLF icon
463
Herbalife
HLF
$1.23B
$310K 0.07%
10,000
-59,000
-86% -$1.86M
TTMI icon
464
TTM Technologies
TTMI
$13.6B
$310K 0.07%
+27,100
New +$268K
MGLN
465
DELISTED
Magellan Health Services, Inc.
MGLN
$310K 0.07%
+5,775
New +$348K
CSIQ icon
466
Canadian Solar
CSIQ
$906M
$309K 0.07%
+22,498
New +$310K
EHC icon
467
Encompass Health
EHC
$11.2B
$309K 0.07%
+9,583
New +$310K
EIGI
468
DELISTED
Endurance International Group Holdings, Inc.
EIGI
$309K 0.07%
+35,300
New +$294K
ESPR
469
DELISTED
Esperion Therapeutics
ESPR
$308K 0.07%
+22,272
New +$252K
UGI icon
470
UGI
UGI
$8B
$307K 0.07%
+6,800
New +$310K
LTM
471
DELISTED
LATAM Airlines Group S.A American Depositary Shares (Each representing 1 Common Share)
LTM
$307K 0.07%
+37,800
New +$311K
OZK icon
472
Bank OZK
OZK
$5.49B
$306K 0.07%
7,957
-17,043
-68% -$646K
ICLR icon
473
Icon
ICLR
$12.8B
$305K 0.07%
3,948
+879
+29% +$66.1K
SPR
474
DELISTED
Spirit AeroSystems
SPR
$305K 0.07%
6,841
-45,247
-87% -$2M
AXTA icon
475
Axalta
AXTA
$7.01B
$304K 0.07%
+10,746
New +$301K
17 18
19
20 21

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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.