We are live on ! Find out more
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
RES icon
326
RPC Inc
RES
$1.24B
$478K 0.11%
+28,454
New +$432K
AZZ icon
327
AZZ Inc
AZZ
$4.5B
$477K 0.11%
7,314
-3,112
-30% -$199K
EOCC
328
DELISTED
Enel Generacion Chile S.A.
EOCC
$466K 0.1%
23,480
+9,461
+67% +$231K
ALGN icon
329
Align Technology
ALGN
$12B
$464K 0.1%
+4,945
New +$447K
MTRN icon
330
Materion
MTRN
$5.01B
$461K 0.1%
15,001
+615
+4% +$17.3K
SBAC icon
331
SBA Communications
SBAC
$18.4B
$460K 0.1%
4,100
-2,233
-35% -$252K
SMG icon
332
ScottsMiracle-Gro
SMG
$4.03B
$460K 0.1%
+5,527
New +$436K
TMH
333
DELISTED
Team Health Holdings Inc
TMH
$459K 0.1%
+14,100
New +$520K
HP icon
334
Helmerich & Payne
HP
$3.53B
$458K 0.1%
6,800
-18,100
-73% -$1.14M
ECHO
335
DELISTED
Echo Global Logistics, Inc.
ECHO
$458K 0.1%
19,872
+1,849
+10% +$45.2K
AEPI
336
DELISTED
AEP Industries Inc
AEPI
$457K 0.1%
+4,180
New +$392K
ETSY icon
337
Etsy
ETSY
$7.65B
$455K 0.1%
+31,843
New +$403K
GNRC icon
338
Generac Holdings
GNRC
$11.9B
$454K 0.1%
+12,500
New +$452K
KLIC icon
339
Kulicke & Soffa
KLIC
$5.3B
$454K 0.1%
+35,100
New +$440K
ST icon
340
Sensata Technologies
ST
$6.65B
$452K 0.1%
11,659
+1,014
+10% +$38.3K
BYD icon
341
Boyd Gaming
BYD
$6.47B
$445K 0.1%
22,500
-15,500
-41% -$298K
KS
342
DELISTED
KapStone Paper and Pack Corp.
KS
$443K 0.1%
23,400
-26,454
-53% -$425K
MMI icon
343
Marcus & Millichap
MMI
$1.15B
$442K 0.1%
16,910
+260
+2% +$6.88K
OIS icon
344
Oil States International
OIS
$522M
$441K 0.1%
13,984
-20,550
-60% -$632K
ABG icon
345
Asbury Automotive
ABG
$4.19B
$440K 0.1%
7,900
+1,030
+15% +$57.4K
GPRE icon
346
Green Plains
GPRE
$1.19B
$440K 0.1%
16,800
-2,447
-13% -$57.1K
SWX icon
347
Southwest Gas
SWX
$6.74B
$439K 0.1%
6,290
+2,320
+58% +$171K
FISV
348
Fiserv Inc
FISV
$27.2B
$438K 0.1%
+8,800
New +$462K
MG icon
349
Mistras Group
MG
$492M
$438K 0.1%
+18,672
New +$457K
ETR icon
350
Entergy
ETR
$54.1B
$437K 0.1%
+11,400
New +$454K
12 13
14
15 16

Similar funds

SAM
Silvercrest Asset Management New York $13.8B AUM 28.39% 1-Year Est. Return
CM
Capula Management Grand Cayman, Cayman Islands $14.1B AUM 19.14% 1-Year Est. Return
X
Xponance Philadelphia, Pennsylvania $14.1B AUM 30.11% 1-Year Est. Return
WHG
Westwood Holdings Group Dallas, Texas $13.7B AUM 21.48% 1-Year Est. Return
PSCM
Pershing Square Capital Management New York $13.7B AUM 13.45% 1-Year Est. Return
BIP
Brandes Investment Partners La Jolla, California $14.1B AUM 25.52% 1-Year Est. Return
SA
Situational Awareness San Francisco, California $13.7B AUM 334.5% 1-Year Est. Return
FGP
Freestone Grove Partners San Francisco, California $14.2B AUM 24.58% 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 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.