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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
HPE icon
176
Hewlett Packard
HPE
$74.4B
$792K 0.18%
+59,875
New +$739K
HUBG icon
177
HUB Group
HUBG
$2.21B
$791K 0.18%
38,826
+24,180
+165% +$492K
DPZ icon
178
Domino's
DPZ
$11.1B
$790K 0.18%
+5,200
New +$759K
UNP icon
179
Union Pacific
UNP
$171B
$790K 0.18%
+8,100
New +$758K
ORLY icon
180
O'Reilly Automotive
ORLY
$69.5B
$788K 0.18%
+42,195
New +$791K
AGCO icon
181
AGCO
AGCO
$8.92B
$774K 0.17%
15,700
+4,048
+35% +$194K
MAR icon
182
Marriott International
MAR
$85.7B
$774K 0.17%
11,500
+3,596
+45% +$254K
RIO icon
183
Rio Tinto
RIO
$169B
$773K 0.17%
23,153
-4,847
-17% -$154K
WPX
184
DELISTED
WPX Energy, Inc.
WPX
$772K 0.17%
58,500
-159,137
-73% -$1.77M
BBWI icon
185
Bath & Body Works
BBWI
$3.81B
$771K 0.17%
+13,483
New +$795K
NBIS
186
Nebius Group N.V.
NBIS
$66.3B
$770K 0.17%
36,600
+11,378
+45% +$248K
VEEV icon
187
Veeva Systems
VEEV
$42.9B
$768K 0.17%
18,600
+8,312
+81% +$322K
BURL icon
188
Burlington
BURL
$16B
$762K 0.17%
9,400
-4,588
-33% -$355K
BLK icon
189
Blackrock
BLK
$170B
$761K 0.17%
+2,100
New +$764K
M icon
190
Macy's
M
$5.91B
$756K 0.17%
+20,400
New +$739K
FAST icon
191
Fastenal
FAST
$56.7B
$748K 0.17%
71,600
-39,200
-35% -$417K
YELP icon
192
Yelp
YELP
$1.14B
$745K 0.17%
17,857
-23,743
-57% -$832K
K
193
DELISTED
Kellanova
K
$744K 0.17%
+10,224
New +$782K
EXEL icon
194
Exelixis
EXEL
$14.3B
$738K 0.16%
57,738
-122,800
-68% -$1.33M
BB icon
195
BlackBerry
BB
$4.61B
$735K 0.16%
+92,127
New +$692K
BKD icon
196
Brookdale Senior Living
BKD
$2.89B
$733K 0.16%
42,000
-5,399
-11% -$93.1K
MA icon
197
Mastercard
MA
$500B
$733K 0.16%
7,200
-13,900
-66% -$1.33M
TRGP icon
198
Targa Resources
TRGP
$63.1B
$732K 0.16%
14,900
-69,702
-82% -$3.03M
ARIA
199
DELISTED
Ariad Pharmaceuticals Inc
ARIA
$732K 0.16%
53,500
-62,058
-54% -$623K
ALL icon
200
Allstate
ALL
$64.1B
$726K 0.16%
+10,500
New +$723K
6 7
8
9 10

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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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DCM
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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.