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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
SALE
1176
DELISTED
RetailMeNot, Inc. Series 1
SALE
– –
-23,374
Closed -$180K
ISLE
1177
DELISTED
Isle of Capri Casinos Inc
ISLE
– –
-48,464
Closed -$888K
NMBL
1178
DELISTED
Nimble Storage, Inc.
NMBL
– –
-57,243
Closed -$456K
BEAV
1179
DELISTED
B/E Aerospace Inc
BEAV
– –
-7,605
Closed -$351K
JOY
1180
DELISTED
Joy Global Inc
JOY
– –
-112,575
Closed -$2.38M
CSC
1181
DELISTED
Computer Sciences
CSC
– –
-5,900
Closed -$293K
CYNO
1182
DELISTED
Cynosure, Inc. Class A
CYNO
– –
-5,261
Closed -$256K
CLC
1183
DELISTED
Clarcor
CLC
– –
-7,674
Closed -$467K
LGF
1184
DELISTED
Lions Gate Entertainment
LGF
– –
-64,897
Closed -$1.31M
FLTX
1185
DELISTED
Fleetmatics Group PLC
FLTX
– –
-15,305
Closed -$663K
RAX
1186
DELISTED
Rackspace Hosting Inc
RAX
– –
-22,030
Closed -$460K
VTAE
1187
DELISTED
VITAE PHARMACEUTICALS INC COMMON STOCK
VTAE
– –
-11,004
Closed -$119K
FEIC
1188
DELISTED
FEI COMPANY
FEIC
– –
-10,000
Closed -$1.07M
FNFG
1189
DELISTED
FIRST NIAGARA FINANCIAL GROUP INC
FNFG
– –
-35,763
Closed -$348K
FMSA
1190
DELISTED
Fairmount Santrol Holdings Inc.
FMSA
– –
-26,445
Closed -$204K
TACO
1191
DELISTED
Del Taco Restaurants, Inc. Common Stock
TACO
– –
-31,857
Closed -$290K
GTT
1192
DELISTED
GTT Communications, Inc.
GTT
– –
-26,283
Closed -$486K
FLY
1193
DELISTED
Fly Leasing Limited
FLY
– –
-15,704
Closed -$156K
TYC
1194
DELISTED
TYCO INTL PLC COM SHS (IRL)
TYC
– –
-6,112
Closed -$273K
HIBB
1195
DELISTED
Hibbett, Inc. Common Stock
HIBB
– –
-16,671
Closed -$580K
CA
1196
DELISTED
CA, Inc.
CA
– –
-64,000
Closed -$2.1M
SIVB
1197
DELISTED
SVB Financial Group
SIVB
– –
-12,045
Closed -$1.15M
KNL
1198
DELISTED
Knoll, Inc.
KNL
– –
-15,419
Closed -$374K
VSTO
1199
DELISTED
Vista Outdoor Inc.
VSTO
– –
-25,100
Closed -$1.2M
PFSW
1200
DELISTED
PFSweb, Inc.
PFSW
– –
-36,848
Closed -$350K
45 46 47
48
49

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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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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.