We are live on ! Find out more
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
AVAV icon
726
AeroVironment
AVAV
$7.56B
– –
-24,090
Closed -$670K
AVNS
727
DELISTED
Avanos Medical
AVNS
– –
-16,728
Closed -$544K
BAK icon
728
Braskem
BAK
$765M
– –
-19,049
Closed -$226K
BANR icon
729
Banner Corp
BANR
$2.56B
– –
-7,378
Closed -$314K
BBSI icon
730
Barrett Business Services
BBSI
$789M
– –
-60,200
Closed -$622K
BCO icon
731
Brink's
BCO
$4.34B
– –
-30,743
Closed -$876K
BDX icon
732
Becton Dickinson
BDX
$48.8B
– –
-2,870
Closed -$475K
BFH icon
733
Bread Financial
BFH
$4.16B
– –
-4,887
Closed -$764K
BGFV
734
DELISTED
Big 5 Sporting Goods
BGFV
– –
-12,079
Closed -$112K
BIO icon
735
Bio-Rad Laboratories Class A
BIO
$10.2B
– –
-4,321
Closed -$618K
BKH icon
736
Black Hills Corp
BKH
$5.66B
– –
-4,700
Closed -$296K
BKU icon
737
Bankunited
BKU
$3.24B
– –
-14,514
Closed -$446K
BLDR icon
738
Builders FirstSource
BLDR
$6.73B
– –
-15,300
Closed -$172K
BMRN icon
739
BioMarin Pharmaceuticals
BMRN
$12.5B
– –
-3,700
Closed -$288K
BOH icon
740
Bank of Hawaii
BOH
$3.01B
– –
-4,908
Closed -$338K
BRFS
741
DELISTED
BRF SA
BRFS
– –
-14,567
Closed -$203K
BRKR icon
742
Bruker
BRKR
$8.89B
– –
-38,200
Closed -$869K
BTE icon
743
Baytex Energy
BTE
$3.42B
– –
-27,835
Closed -$161K
BW icon
744
Babcock & Wilcox
BW
$1.15B
– –
-6,662
Closed -$979K
CAKE icon
745
Cheesecake Factory
CAKE
$5.33B
– –
-23,400
Closed -$1.13M
CAL icon
746
Caleres
CAL
$404M
– –
-8,974
Closed -$217K
CATO icon
747
Cato Corp
CATO
$50.6M
– –
-8,157
Closed -$308K
CATY icon
748
Cathay General Bancorp
CATY
$4.13B
– –
-14,850
Closed -$419K
CBT icon
749
Cabot Corp
CBT
$4.15B
– –
-7,500
Closed -$342K
CCJ icon
750
Cameco
CCJ
$44.4B
– –
-69,600
Closed -$764K
28 29
30
31 32

Similar funds

AT
AMF Tjänstepension Stockholm, Sweden $16.9B AUM 36.16% 1-Year Est. Return
FCAS
First Command Advisory Services Fort Worth, Texas $16.8B AUM 23.38% 1-Year Est. Return
RFC
Regions Financial Corp Birmingham, Alabama $16.8B AUM 26.68% 1-Year Est. Return
EH
Equitable Holdings New York $16.7B AUM 24.23% 1-Year Est. Return
VRS
Virginia Retirement Systems Richmond, Virginia $16.7B AUM 42.81% 1-Year Est. Return
OAC
OMERS Administration Corp Toronto, Ontario, Canada $16.7B AUM 35.96% 1-Year Est. Return
WA
Waverly Advisors Birmingham, Alabama $17.2B AUM 24.89% 1-Year Est. Return
DCM
Driehaus Capital Management Chicago, Illinois $17.3B AUM 211.34% 1-Year Est. Return

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.