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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
CLVS
151
DELISTED
Clovis Oncology, Inc.
CLVS
$871K 0.19%
+24,159
New +$518K
ASNA
152
DELISTED
Ascena Retail Group, Inc.
ASNA
$866K 0.19%
+7,745
New +$1.17M
GPK icon
153
Graphic Packaging
GPK
$3.26B
$859K 0.19%
61,371
+18,719
+44% +$257K
KHC icon
154
Kraft Heinz
KHC
$30.4B
$859K 0.19%
9,600
-1,671
-15% -$148K
MANH icon
155
Manhattan Associates
MANH
$8.97B
$853K 0.19%
14,800
+7,400
+100% +$446K
EXAS
156
DELISTED
Exact Sciences
EXAS
$851K 0.19%
+45,800
New +$807K
KEY icon
157
KeyCorp
KEY
$24.3B
$846K 0.19%
69,494
-97,066
-58% -$1.16M
JNPR
158
DELISTED
Juniper Networks
JNPR
$841K 0.19%
+34,964
New +$810K
FIS icon
159
Fidelity National Information Services
FIS
$21.5B
$840K 0.19%
+10,900
New +$852K
MAS icon
160
Masco
MAS
$16B
$837K 0.19%
+24,400
New +$844K
ESRX
161
DELISTED
Express Scripts Holding Company
ESRX
$832K 0.19%
11,800
-11,100
-48% -$830K
RTN
162
DELISTED
Raytheon Company
RTN
$830K 0.19%
+6,100
New +$848K
LYV icon
163
Live Nation Entertainment
LYV
$41.2B
$829K 0.19%
+30,173
New +$787K
ITRI icon
164
Itron
ITRI
$3.73B
$825K 0.18%
14,801
+8,263
+126% +$396K
CHS
165
DELISTED
Chicos FAS, Inc.
CHS
$824K 0.18%
+69,236
New +$819K
SAGE
166
DELISTED
Sage Therapeutics
SAGE
$820K 0.18%
+17,800
New +$725K
SLB icon
167
SLB Ltd
SLB
$77.8B
$818K 0.18%
+10,400
New +$826K
MSI icon
168
Motorola Solutions
MSI
$69.4B
$816K 0.18%
10,700
-900
-8% -$65.7K
CNO icon
169
CNO Financial Group
CNO
$4.97B
$813K 0.18%
53,216
+7,181
+16% +$117K
MNK
170
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
$809K 0.18%
11,600
-10,353
-47% -$749K
TFC icon
171
Truist Financial
TFC
$63.2B
$804K 0.18%
+21,309
New +$794K
NVRO
172
DELISTED
NEVRO CORP.
NVRO
$804K 0.18%
+7,700
New +$695K
JNS
173
DELISTED
Janus Capital Group Inc
JNS
$799K 0.18%
+57,000
New +$825K
TLRD
174
DELISTED
Tailored Brands, Inc.
TLRD
$796K 0.18%
+50,724
New +$738K
HAWK
175
DELISTED
Blackhawk Network Holdings, Inc. Common Stock
HAWK
$793K 0.18%
26,272
+4,902
+23% +$162K
5 6
7
8 9

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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.