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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
AIMC
1076
DELISTED
Altra Industrial Motion Corp
AIMC
– –
-15,947
Closed -$430K
LHCG
1077
DELISTED
LHC Group LLC
LHCG
– –
-6,314
Closed -$273K
TTM
1078
DELISTED
Tata Motors Limited
TTM
– –
-10,700
Closed -$371K
ZEN
1079
DELISTED
ZENDESK INC
ZEN
– –
-20,600
Closed -$543K
TEN
1080
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
– –
-24,896
Closed -$1.16M
EPZM
1081
DELISTED
Epizyme, Inc
EPZM
– –
-37,801
Closed -$387K
CNR
1082
DELISTED
Cornerstone Building Brands, Inc.
CNR
– –
-43,873
Closed -$702K
NTUS
1083
DELISTED
Natus Medical Inc
NTUS
– –
-7,996
Closed -$302K
COHR
1084
DELISTED
Coherent Inc
COHR
– –
-4,639
Closed -$426K
TVTY
1085
DELISTED
Tivity Health, Inc. Common Stock
TVTY
– –
-11,907
Closed -$138K
EPAY
1086
DELISTED
Bottomline Technologies Inc
EPAY
– –
-24,700
Closed -$532K
ECOL
1087
DELISTED
US Ecology, Inc.
ECOL
– –
-5,543
Closed -$255K
FOE
1088
DELISTED
Ferro Corporation
FOE
– –
-13,628
Closed -$182K
DISCK
1089
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
– –
-20,400
Closed -$487K
FMBI
1090
DELISTED
First Midwest Bancorp Inc/IL
FMBI
– –
-21,356
Closed -$375K
ADXS
1091
DELISTED
Advaxis Inc
ADXS
– –
-2,039
Closed -$247K
HRC
1092
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
– –
-16,045
Closed -$809K
ADMS
1093
DELISTED
Adamas Pharmaceuticals
ADMS
– –
-36,617
Closed -$554K
XEC
1094
DELISTED
CIMAREX ENERGY CO
XEC
– –
-9,700
Closed -$1.16M
CORE
1095
DELISTED
Core Mark Holding Co., Inc.
CORE
– –
-14,096
Closed -$661K
SYKE
1096
DELISTED
SYKES Enterprises Inc
SYKE
– –
-12,479
Closed -$361K
CTB
1097
DELISTED
Cooper Tire & Rubber Co.
CTB
– –
-15,627
Closed -$466K
TPCO
1098
DELISTED
Tribune Publishing Company Common Stock
TPCO
– –
-19,661
Closed -$272K
FLIR
1099
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
– –
-25,533
Closed -$790K
QEP
1100
DELISTED
QEP RESOURCES, INC.
QEP
– –
-117,500
Closed -$2.07M
42 43
44
45 46

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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.