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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
CPRT icon
251
Copart
CPRT
$25.9B
$600K 0.13%
+89,600
New +$572K
IEX icon
252
IDEX
IEX
$16.5B
$600K 0.13%
+6,409
New +$579K
THC icon
253
Tenet Healthcare
THC
$20.1B
$594K 0.13%
+26,217
New +$682K
PX
254
DELISTED
Praxair Inc
PX
$592K 0.13%
+4,900
New +$580K
CMC icon
255
Commercial Metals
CMC
$7.63B
$589K 0.13%
+36,400
New +$591K
INFY icon
256
Infosys
INFY
$45B
$589K 0.13%
74,600
-97,000
-57% -$799K
ALXN
257
DELISTED
Alexion Pharmaceuticals
ALXN
$588K 0.13%
4,800
-14,700
-75% -$1.89M
RYAAY icon
258
Ryanair
RYAAY
$29.5B
$585K 0.13%
+19,500
New +$566K
PRMW
259
DELISTED
Primo Water Corporation
PRMW
$584K 0.13%
41,000
+17,065
+71% +$262K
ZD icon
260
Ziff Davis
ZD
$1.9B
$583K 0.13%
10,073
-11,153
-53% -$649K
VTLE
261
DELISTED
Vital Energy
VTLE
$579K 0.13%
+2,245
New +$512K
ININ
262
DELISTED
Interactive Intelligence Group, inc.
ININ
$578K 0.13%
9,613
-1,188
-11% -$64.2K
FNSR
263
DELISTED
Finisar Corp
FNSR
$578K 0.13%
19,400
-72,314
-79% -$1.58M
LNC icon
264
Lincoln National
LNC
$7.91B
$577K 0.13%
12,287
-2,919
-19% -$131K
DUK icon
265
Duke Energy
DUK
$102B
$576K 0.13%
+7,200
New +$596K
SNPS icon
266
Synopsys
SNPS
$71.5B
$576K 0.13%
+9,700
New +$551K
KBR icon
267
KBR
KBR
$4.68B
$575K 0.13%
37,975
+25,992
+217% +$382K
CHRS icon
268
Coherus Oncology
CHRS
$217M
$574K 0.13%
21,421
+1,382
+7% +$37.7K
CINF icon
269
Cincinnati Financial
CINF
$28.3B
$573K 0.13%
+7,600
New +$575K
JKHY icon
270
Jack Henry & Associates
JKHY
$10.7B
$573K 0.13%
+6,700
New +$587K
SNBR
271
DELISTED
Sleep Number
SNBR
$564K 0.13%
+26,100
New +$643K
PRGS icon
272
Progress Software
PRGS
$1.55B
$563K 0.13%
20,685
+8,185
+65% +$234K
GDDY icon
273
GoDaddy
GDDY
$12.3B
$558K 0.12%
16,172
-6,782
-30% -$216K
PPC icon
274
Pilgrim's Pride
PPC
$6.82B
$558K 0.12%
26,400
+17,000
+181% +$394K
VRA icon
275
Vera Bradley
VRA
$105M
$558K 0.12%
36,800
+21,235
+136% +$319K
9 10
11
12 13

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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.