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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
SYY icon
476
Sysco
SYY
$39.7B
$304K 0.07%
6,200
-28,400
-82% -$1.46M
SBGI icon
477
Sinclair Inc
SBGI
$974M
$303K 0.07%
10,500
+2,058
+24% +$59.6K
VYX icon
478
NCR Voyix
VYX
$1.06B
$303K 0.07%
+15,322
New +$301K
BFX
479
DELISTED
BowFlex Inc.
BFX
$303K 0.07%
13,333
-23,312
-64% -$497K
F icon
480
Ford
F
$57.3B
$299K 0.07%
24,800
-25,200
-50% -$318K
CZR icon
481
Caesars Entertainment
CZR
$6.1B
$298K 0.07%
+21,200
New +$305K
TFCFA
482
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
$298K 0.07%
12,300
-27,700
-69% -$708K
TRS icon
483
TriMas Corp
TRS
$1.43B
$296K 0.07%
+15,929
New +$295K
NEWR
484
DELISTED
New Relic, Inc.
NEWR
$296K 0.07%
+7,719
New +$271K
FRME icon
485
First Merchants
FRME
$2.72B
$295K 0.07%
+11,012
New +$291K
PTEN icon
486
Patterson-UTI
PTEN
$3.87B
$295K 0.07%
13,200
-41,500
-76% -$833K
MFIC icon
487
MidCap Financial Investment
MFIC
$784M
$294K 0.07%
16,905
-2,902
-15% -$50.9K
MWA icon
488
Mueller Water Products
MWA
$3.92B
$294K 0.07%
23,400
-22,719
-49% -$272K
XPO icon
489
XPO
XPO
$25B
$293K 0.07%
+23,131
New +$262K
SPTN
490
DELISTED
SpartanNash
SPTN
$292K 0.07%
+10,100
New +$311K
R icon
491
Ryder
R
$10.3B
$291K 0.07%
4,408
-6,892
-61% -$451K
DDS icon
492
Dillards
DDS
$8.87B
$290K 0.06%
4,600
-4,587
-50% -$287K
IX icon
493
ORIX
IX
$44B
$290K 0.06%
19,555
-1,185
-6% -$16.7K
ERF
494
DELISTED
Enerplus Corporation
ERF
$290K 0.06%
45,195
-72,391
-62% -$474K
AWI icon
495
Armstrong World Industries
AWI
$6.86B
$289K 0.06%
+7,000
New +$293K
IBKR icon
496
Interactive Brokers
IBKR
$40.9B
$289K 0.06%
32,800
-10,400
-24% -$92.1K
TSE
497
DELISTED
Trinseo
TSE
$288K 0.06%
+5,100
New +$270K
ATI icon
498
ATI
ATI
$27B
$287K 0.06%
+15,900
New +$264K
TRVN
499
DELISTED
Trevena, Inc.
TRVN
$287K 0.06%
68
-6
-8% -$25.7K
USPH icon
500
US Physical Therapy
USPH
$1.14B
$286K 0.06%
+4,566
New +$282K
18 19
20
21 22

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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.