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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
PDCO
1051
DELISTED
Patterson Companies, Inc.
PDCO
– –
-13,100
Closed -$627K
ITCI
1052
DELISTED
Intra-Cellular Therapies Inc.
ITCI
– –
-8,581
Closed -$333K
INFN
1053
DELISTED
Infinera Corporation Common Stock
INFN
– –
-120,288
Closed -$1.36M
CNSL
1054
DELISTED
Consolidated Communications Holdings, Inc.
CNSL
– –
-10,568
Closed -$288K
SWN
1055
DELISTED
Southwestern Energy Company
SWN
– –
-24,300
Closed -$306K
BIG
1056
DELISTED
Big Lots, Inc.
BIG
– –
-28,100
Closed -$1.41M
SLCA
1057
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
– –
-12,576
Closed -$433K
CAMP
1058
DELISTED
CalAmp Corp.
CAMP
– –
-1,026
Closed -$350K
PXD
1059
DELISTED
Pioneer Natural Resource Co.
PXD
– –
-29,600
Closed -$4.48M
CBD
1060
DELISTED
Companhia Brasileira de Distribuicao
CBD
– –
-25,385
Closed -$369K
CPE
1061
DELISTED
Callon Petroleum Company
CPE
– –
-8,310
Closed -$933K
EXPR
1062
DELISTED
Express, Inc.
EXPR
– –
-1,492
Closed -$433K
IMGN
1063
DELISTED
Immunogen Inc
IMGN
– –
-57,444
Closed -$177K
AAIC
1064
DELISTED
Arlington Asset Investment Corp.
AAIC
– –
-49,001
Closed -$638K
SGEN
1065
DELISTED
Seagen Inc. Common Stock
SGEN
– –
-15,469
Closed -$625K
GHL
1066
DELISTED
Greenhill & Co., Inc.
GHL
– –
-14,305
Closed -$230K
ARGO
1067
DELISTED
Argo Group International Holdings, Ltd.
ARGO
– –
-12,594
Closed -$568K
FRGI
1068
DELISTED
Fiesta Restaurant Group, Inc.
FRGI
– –
-47,263
Closed -$1.03M
LTRPA
1069
DELISTED
Liberty TripAdvisor Holdings, Inc. Series A
LTRPA
– –
-11,181
Closed -$245K
RAD
1070
DELISTED
Rite Aid Corporation
RAD
– –
-1,111
Closed -$166K
KDNY
1071
DELISTED
Chinook Therapeutics, Inc. Common Stock
KDNY
– –
-9,579
Closed -$542K
PDCE
1072
DELISTED
PDC Energy, Inc.
PDCE
– –
-11,787
Closed -$679K
AJRD
1073
DELISTED
Aerojet Rocketdyne Holdings
AJRD
– –
-20,200
Closed -$369K
DBD
1074
DELISTED
Diebold Nixdorf Incorporated
DBD
– –
-15,900
Closed -$395K
SJR
1075
DELISTED
Shaw Communications Inc.
SJR
– –
-30,133
Closed -$579K
41 42
43
44 45

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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.