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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
YELL
1201
DELISTED
Yellow Corporation Common Stock
YELL
– –
-15,678
Closed -$138K
AAWW
1202
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
– –
-17,600
Closed -$729K
WLL
1203
DELISTED
Whiting Petroleum Corporation
WLL
– –
-1,347
Closed -$3.74M
GRA
1204
DELISTED
W.R. Grace & Co.
GRA
– –
-20,900
Closed -$1.53M
MTSC
1205
DELISTED
MTS Systems Corp
MTSC
– –
-5,213
Closed -$229K
NAVG
1206
DELISTED
Navigators Group Inc
NAVG
– –
-8,986
Closed -$413K
GG
1207
DELISTED
Goldcorp Inc
GG
– –
-134,171
Closed -$2.57M
BOBE
1208
DELISTED
Bob Evans Farms, Inc.
BOBE
– –
-13,554
Closed -$514K
DGI
1209
DELISTED
DigitalGlobe Inc.
DGI
– –
-14,900
Closed -$319K
WWAV
1210
DELISTED
The WhiteWave Foods Company
WWAV
– –
-6,400
Closed -$300K
GAS
1211
DELISTED
AGL Resources Inc
GAS
– –
-5,188
Closed -$342K
EE
1212
DELISTED
El Paso Electric Company
EE
– –
-13,800
Closed -$652K
GOLD
1213
DELISTED
Randgold Resources Ltd
GOLD
– –
-6,500
Closed -$728K
RHT
1214
DELISTED
Red Hat Inc
RHT
– –
-47,200
Closed -$3.43M
AMCC
1215
DELISTED
Applied Micro Circuits Corporation New
AMCC
– –
-76,586
Closed -$492K
SPN
1216
DELISTED
Superior Energy Services, Inc.
SPN
– –
-6,535
Closed -$1.2M
TCF
1217
DELISTED
TCF Financial Corporation
TCF
– –
-38,100
Closed -$482K
AAN.A
1218
DELISTED
The Aaron's Company Inc Class A
AAN.A
– –
-30,900
Closed -$676K
HRG
1219
DELISTED
HRG Group, Inc.
HRG
– –
-18,600
Closed -$255K
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.