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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
BRSS
1126
DELISTED
Global Brass & Copper Hldgs, Inc
BRSS
– –
-13,751
Closed -$375K
FTD
1127
DELISTED
FTD Companies, Inc. Common Stock
FTD
– –
-19,491
Closed -$486K
TVPT
1128
DELISTED
Travelport Worldwide Limited
TVPT
– –
-53,676
Closed -$692K
USG
1129
DELISTED
Usg
USG
– –
-7,672
Closed -$207K
IDTI
1130
DELISTED
Integrated Device Technology I
IDTI
– –
-19,314
Closed -$389K
TFCF
1131
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
– –
-8,800
Closed -$240K
NTRI
1132
DELISTED
NutriSystem, Inc.
NTRI
– –
-10,700
Closed -$271K
BNCL
1133
DELISTED
Beneficial Bancorp, Inc.
BNCL
– –
-24,438
Closed -$311K
TAHO
1134
DELISTED
Tahoe Resources Inc
TAHO
– –
-27,799
Closed -$416K
AHL
1135
DELISTED
ASPEN Insurance Holding Limited
AHL
– –
-4,600
Closed -$213K
P
1136
DELISTED
Pandora Media Inc
P
– –
-16,300
Closed -$203K
VVC
1137
DELISTED
Vectren Corporation
VVC
– –
-7,695
Closed -$405K
ESND
1138
DELISTED
Essendant Inc.
ESND
– –
-7,189
Closed -$220K
BOJA
1139
DELISTED
Bojangles', Inc. Common Stock
BOJA
– –
-14,122
Closed -$239K
IMPV
1140
DELISTED
Imperva, Inc.
IMPV
– –
-5,239
Closed -$225K
FBR
1141
DELISTED
Fibria Celulose Sa
FBR
– –
-71,897
Closed -$486K
FCB
1142
DELISTED
FCB Financial Holdings, Inc.
FCB
– –
-15,300
Closed -$520K
KERX
1143
DELISTED
Keryx Biopharmaceuticals Inc
KERX
– –
-17,353
Closed -$115K
COL
1144
DELISTED
Rockwell Collins
COL
– –
-41,000
Closed -$3.49M
SVU
1145
DELISTED
SUPERVALU Inc.
SVU
– –
-18,086
Closed -$598K
WEB
1146
DELISTED
Web.com Group, Inc.
WEB
– –
-22,117
Closed -$402K
SHLM
1147
DELISTED
Schulman (A.) Inc
SHLM
– –
-33,102
Closed -$808K
RSPP
1148
DELISTED
RSP Permian, Inc.
RSPP
– –
-20,700
Closed -$722K
VR
1149
DELISTED
Validus Hold Ltd
VR
– –
-4,114
Closed -$200K
KND
1150
DELISTED
Kindred Healthcare
KND
– –
-13,811
Closed -$156K
44 45
46
47 48

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CM
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X
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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.