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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
TEAM icon
1001
Atlassian
TEAM
$44.7B
– –
-9,080
Closed -$235K
TEL icon
1002
TE Connectivity
TEL
$59.3B
– –
-7,900
Closed -$451K
TFSL icon
1003
TFS Financial
TFSL
$4.88B
– –
-15,912
Closed -$274K
TGTX icon
1004
TG Therapeutics
TGTX
$8.53B
– –
-43,609
Closed -$264K
THG icon
1005
Hanover Insurance
THG
$7.82B
– –
-10,509
Closed -$889K
THO icon
1006
Thor Industries
THO
$3.86B
– –
-8,189
Closed -$530K
THR
1007
DELISTED
Thermon Group Holdings
THR
– –
-16,627
Closed -$319K
TM icon
1008
Toyota
TM
$227B
– –
-2,900
Closed -$290K
TMHC
1009
DELISTED
Taylor Morrison
TMHC
– –
-10,642
Closed -$158K
TMO icon
1010
Thermo Fisher Scientific
TMO
$223B
– –
-24,400
Closed -$3.6M
TNET icon
1011
TriNet
TNET
$3.03B
– –
-16,885
Closed -$351K
TOL icon
1012
Toll Brothers
TOL
$12.6B
– –
-102,500
Closed -$2.76M
TPH
1013
DELISTED
Tri Pointe Homes
TPH
– –
-46,334
Closed -$548K
TT icon
1014
Trane Technologies
TT
$98.1B
– –
-13,200
Closed -$841K
TTWO icon
1015
Take-Two Interactive
TTWO
$39.9B
– –
-37,200
Closed -$1.41M
UHAL icon
1016
U-Haul Holding Co
UHAL
$12.4B
– –
-11,110
Closed -$416K
UNF icon
1017
Unifirst Corp
UNF
$4.99B
– –
-8,545
Closed -$989K
UNFI icon
1018
United Natural Foods
UNFI
$2.72B
– –
-27,400
Closed -$1.28M
UNH icon
1019
UnitedHealth
UNH
$360B
– –
-17,800
Closed -$2.51M
UNM icon
1020
Unum
UNM
$14.9B
– –
-113,569
Closed -$3.61M
USNA icon
1021
Usana Health Sciences
USNA
$281M
– –
-5,364
Closed -$299K
V icon
1022
Visa
V
$688B
– –
-46,900
Closed -$3.48M
VIPS icon
1023
Vipshop
VIPS
$6.2B
– –
-135,873
Closed -$1.52M
VIV icon
1024
Telefônica Brasil
VIV
$18.9B
– –
-25,706
Closed -$350K
VNCE icon
1025
Vince Holding Corp
VNCE
$83.6M
– –
-1,221
Closed -$67K
39 40
41
42 43

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FCAS
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RFC
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EH
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VRS
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OAC
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WA
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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.