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TI

Trexquant Investment Portfolio holdings

AUM $17B
1-Year Est. Return 39.66%
This Fund
S&P 500
This Quarter Est. Return
+9.76%
1 Year Est. Return
+39.66%
3 Year Est. Return
+112.15%
5 Year Est. Return
+98.93%
10 Year Est. Return
+403.68%
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 15.77%
2 Industrials 14.41%
3 Technology 13.99%
4 Financials 12.55%
5 Healthcare 12.5%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
HAIN icon
26
Hain Celestial
HAIN
$61.5M
$2.22M 0.5%
+62,400
New +$2.74M
LEN icon
27
Lennar Class A
LEN
$19.4B
$2.21M 0.49%
54,734
+38,692
+241% +$1.71M
LKQ icon
28
LKQ Corp
LKQ
$6.3B
$2.2M 0.49%
+62,064
New +$2.15M
BBY icon
29
Best Buy
BBY
$18.8B
$2.14M 0.48%
56,000
-11,900
-18% -$418K
AA icon
30
Alcoa
AA
$13.7B
$2.1M 0.47%
86,267
+7,671
+10% +$187K
ESV
31
DELISTED
Ensco Rowan plc
ESV
$2.1M 0.47%
61,675
+14,425
+31% +$491K
AXP icon
32
American Express
AXP
$220B
$2.09M 0.47%
32,700
-600
-2% -$38.5K
PEG icon
33
Public Service Enterprise Group
PEG
$37B
$2.01M 0.45%
47,900
+24,700
+106% +$1.09M
CTAS icon
34
Cintas
CTAS
$80.2B
$1.99M 0.44%
+70,800
New +$1.94M
DKS icon
35
Dick's Sporting Goods
DKS
$11.8B
$1.99M 0.44%
+35,100
New +$1.93M
CAG icon
36
Conagra Brands
CAG
$7.33B
$1.96M 0.44%
53,456
-67,334
-56% -$2.42M
DFS
37
DELISTED
Discover Financial Services
DFS
$1.95M 0.43%
+34,400
New +$1.97M
BEN icon
38
Franklin Templeton
BEN
$17.6B
$1.9M 0.42%
53,376
+24,976
+88% +$883K
WYNN icon
39
Wynn Resorts
WYNN
$9.5B
$1.86M 0.42%
19,100
-7,600
-28% -$742K
LMT icon
40
Lockheed Martin
LMT
$124B
$1.82M 0.41%
+7,600
New +$1.9M
XLNX
41
DELISTED
Xilinx Inc
XLNX
$1.81M 0.4%
33,300
+16,100
+94% +$827K
BA icon
42
Boeing
BA
$167B
$1.78M 0.4%
+13,500
New +$1.78M
MS icon
43
Morgan Stanley
MS
$340B
$1.77M 0.39%
+55,100
New +$1.64M
FDX icon
44
FedEx
FDX
$74.3B
$1.76M 0.39%
10,100
-19,700
-66% -$3.23M
PNRA
45
DELISTED
Panera Bread Co
PNRA
$1.69M 0.38%
8,700
+3,800
+78% +$803K
JBLU icon
46
JetBlue
JBLU
$1.71B
$1.66M 0.37%
+96,500
New +$1.65M
BHP icon
47
BHP
BHP
$234B
$1.63M 0.36%
+52,832
New +$1.45M
MXIM
48
DELISTED
Maxim Integrated Products
MXIM
$1.63M 0.36%
40,700
+31,159
+327% +$1.23M
WMT icon
49
Walmart Inc
WMT
$841B
$1.62M 0.36%
67,500
-61,500
-48% -$1.49M
STZ icon
50
Constellation Brands
STZ
$20.7B
$1.61M 0.36%
9,700
+7,500
+341% +$1.24M
1
2
3 4 5

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RFC
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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 16% 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.