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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
RPXC
1151
DELISTED
RPX Corporation
RPXC
– –
-38,031
Closed -$349K
FINL
1152
DELISTED
Finish Line
FINL
– –
-42,100
Closed -$850K
OA
1153
DELISTED
Orbital ATK, Inc.
OA
– –
-4,700
Closed -$400K
GXP
1154
DELISTED
Great Plains Energy Incorporated
GXP
– –
-27,507
Closed -$836K
CBI
1155
DELISTED
Chicago Bridge & Iron Nv
CBI
– –
-28,900
Closed -$1M
IPXL
1156
DELISTED
Impax Laboratories, Inc.
IPXL
– –
-32,300
Closed -$931K
DYN
1157
DELISTED
Dynegy, Inc.
DYN
– –
-75,175
Closed -$1.3M
CALD
1158
DELISTED
Callidus Software, Inc.
CALD
– –
-19,008
Closed -$380K
BBG
1159
DELISTED
Bill Barrett Corp
BBG
– –
-54,818
Closed -$350K
CPN
1160
DELISTED
Calpine Corporation
CPN
– –
-79,500
Closed -$1.17M
SCMP
1161
DELISTED
Sucampo Pharmaceuticals, Inc.
SCMP
– –
-52,626
Closed -$577K
RXDX
1162
DELISTED
Ignyta, Inc.
RXDX
– –
-100,774
Closed -$546K
SSNI
1163
DELISTED
Silver Spring Networks, Inc.
SSNI
– –
-50,295
Closed -$611K
HSNI
1164
DELISTED
HSN, Inc.
HSNI
– –
-6,600
Closed -$323K
POT
1165
DELISTED
Potash Corp Of Saskatchewan
POT
– –
-38,235
Closed -$621K
PMC
1166
DELISTED
PharMerica Corporation
PMC
– –
-19,188
Closed -$473K
RATE
1167
DELISTED
Bankrate Inc
RATE
– –
-39,088
Closed -$292K
CEMP
1168
DELISTED
Cempra, Inc.
CEMP
– –
-31,905
Closed -$526K
TERP
1169
DELISTED
TerraForm Power, Inc
TERP
– –
-70,646
Closed -$770K
ALR
1170
DELISTED
Alere Inc
ALR
– –
-48,900
Closed -$2.04M
PRXL
1171
DELISTED
Parexel International Corp
PRXL
– –
-13,005
Closed -$818K
CAB
1172
DELISTED
Cabela's Inc
CAB
– –
-11,273
Closed -$564K
MYCC
1173
DELISTED
ClubCorp Holdings, Inc.
MYCC
– –
-34,497
Closed -$448K
MACK
1174
DELISTED
Merrimack Pharmaceuticals, Inc.
MACK
– –
-6,860
Closed -$291K
NSR
1175
DELISTED
Neustar Inc
NSR
– –
-21,596
Closed -$508K
45 46
47
48 49

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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.