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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
PGEM
676
DELISTED
Ply Gem Holdings, Inc.
PGEM
$135K 0.03%
+10,097
New +$146K
MCRB icon
677
Seres Therapeutics
MCRB
$48.1M
$129K 0.03%
+524
New +$184K
EC icon
678
Ecopetrol
EC
$32.9B
$124K 0.03%
+14,200
New +$125K
SXC icon
679
SunCoke Energy
SXC
$757M
$122K 0.03%
+15,208
New +$107K
CHGG icon
680
Chegg
CHGG
$108M
$121K 0.03%
+16,996
New +$109K
IOVA icon
681
Iovance Biotherapeutics
IOVA
$2.23B
$121K 0.03%
+14,652
New +$124K
AVTA
682
DELISTED
Avantax, Inc. Common Stock
AVTA
$121K 0.03%
+10,800
New +$120K
ENIA
683
DELISTED
Enel Amricas S.A. American Depositary Shares (Each representing 50 shares of Common Stock)
ENIA
$120K 0.03%
14,597
-4,734
-24% -$40.6K
NPKI
684
NPK International
NPKI
$1.21B
$118K 0.03%
+16,044
New +$106K
ASC icon
685
Ardmore Shipping
ASC
$678M
$115K 0.03%
+16,300
New +$119K
SSI
686
DELISTED
Stage Stores Inc
SSI
$115K 0.03%
+20,487
New +$115K
FNBC
687
DELISTED
First NBC Bank Holding Company
FNBC
$113K 0.03%
12,019
-27,905
-70% -$405K
EVC icon
688
Entravision Communication
EVC
$983M
$112K 0.03%
+14,719
New +$110K
CSTM icon
689
Constellium
CSTM
$3.96B
$108K 0.02%
+15,035
New +$90K
ELNK
690
DELISTED
EarthLink Holdings Corp.
ELNK
$106K 0.02%
17,114
+2,441
+17% +$15.8K
BKCC
691
DELISTED
BlackRock Capital Investment Corporation
BKCC
$101K 0.02%
+12,139
New +$102K
KRO icon
692
KRONOS Worldwide
KRO
$761M
$99K 0.02%
+11,915
New +$84.3K
BRCD
693
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
$94K 0.02%
10,225
-48,475
-83% -$452K
ACHN
694
DELISTED
Achillion Pharmaceuticals
ACHN
$93K 0.02%
11,449
-4,992
-30% -$42.4K
TK icon
695
Teekay
TK
$975M
$86K 0.02%
+11,100
New +$77.1K
FSM icon
696
Fortuna Silver Mines
FSM
$2.59B
$85K 0.02%
+11,800
New +$98.3K
VNET
697
VNET Group
VNET
$2.05B
$84K 0.02%
+10,533
New +$97.2K
CXRX
698
DELISTED
Concordia International Corp. Common Stock
CXRX
$83K 0.02%
+18,612
New +$233K
SGMO
699
DELISTED
SANGAMO THERAPEUTICS INC
SGMO
$74K 0.02%
+15,952
New +$81.1K
A icon
700
Agilent Technologies
A
$39.1B
– –
-33,747
Closed -$1.5M
26 27
28
29 30

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CM
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X
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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.