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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
SEE
976
DELISTED
Sealed Air
SEE
– –
-21,000
Closed -$965K
SEM
977
DELISTED
Select Medical
SEM
– –
-58,464
Closed -$342K
SGRY icon
978
Surgery Partners
SGRY
$2.06B
– –
-21,177
Closed -$379K
SHG icon
979
Shinhan Financial Group
SHG
$33.6B
– –
-8,424
Closed -$276K
SHOO icon
980
Steven Madden
SHOO
$3.12B
– –
-20,250
Closed -$461K
SHW icon
981
Sherwin-Williams
SHW
$78.3B
– –
-5,400
Closed -$529K
SJM icon
982
J.M. Smucker
SJM
$12.6B
– –
-15,100
Closed -$2.3M
SKM icon
983
SK Telecom
SKM
$13.7B
– –
-5,850
Closed -$202K
SKX
984
DELISTED
Skechers
SKX
– –
-36,000
Closed -$1.07M
SMTC icon
985
Semtech
SMTC
$11.7B
– –
-18,900
Closed -$451K
SNCR
986
DELISTED
Synchronoss Technologies
SNCR
– –
-1,850
Closed -$531K
SNX icon
987
TD Synnex
SNX
$19.4B
– –
-6,400
Closed -$303K
SO icon
988
Southern Company
SO
$110B
– –
-21,322
Closed -$1.14M
SONY icon
989
Sony
SONY
$123B
– –
-149,500
Closed -$878K
SPWH icon
990
Sportsman's Warehouse
SPWH
$43.7M
– –
-10,511
Closed -$85K
SSB icon
991
SouthState Bank Corp
SSB
$10.3B
– –
-11,006
Closed -$749K
SSNC icon
992
SS&C Technologies
SSNC
$17.8B
– –
-41,144
Closed -$1.16M
SSTK icon
993
Shutterstock
SSTK
$205M
– –
-6,900
Closed -$316K
SSYS icon
994
Stratasys
SSYS
$697M
– –
-22,496
Closed -$515K
STE icon
995
Steris
STE
$20.9B
– –
-17,778
Closed -$1.22M
STNG icon
996
Scorpio Tankers
STNG
$3.96B
– –
-12,780
Closed -$537K
STT icon
997
State Street
STT
$50.9B
– –
-44,639
Closed -$2.41M
SUP
998
DELISTED
Superior Industries International
SUP
– –
-12,140
Closed -$325K
SWKS icon
999
Skyworks Solutions
SWKS
$9.06B
– –
-27,300
Closed -$1.73M
TAP icon
1000
Molson Coors Class B
TAP
$7.68B
– –
-40,900
Closed -$4.14M
38 39
40
41 42

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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.