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
(-41%)
Cap. Flow
-$337M
Cap. Flow
% of AUM
-75.2%
Top 10 Holdings %
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 |
Marathon Petroleum
MPC
|
+$2.8M |
| 3 |
Hain Celestial
HAIN
|
+$2.74M |
| 4 |
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 Financial
VOYA
|
+$4.51M |
| 3 |
Home Depot
HD
|
+$4.5M |
| 4 |
PXD
Pioneer Natural Resource Co.
PXD
|
+$4.48M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
551
Atlantic Union Bankshares
AUB
$5.99B
| $250K | 0.06% |
9,321
-112
| -1% | -$3K |
|
|
RDC
552
DELISTED
Rowan Companies Plc
RDC
| $250K | 0.06% |
+16,500
| New | +$242K |
|
|
CELG
553
DELISTED
Celgene Corp
CELG
| $249K | 0.06% |
2,379
-17,821
| -88% | -$1.93M |
|
|
BCR
554
DELISTED
CR Bard Inc.
BCR
| $247K | 0.06% |
+1,100
| New | +$248K |
|
555
WEC Energy
WEC
$37.7B
| $246K | 0.05% |
4,100
-25,400
| -86% | -$1.59M |
|
|
TWNK
556
DELISTED
Hostess Brands, Inc. Class A Common Stock
TWNK
| $246K | 0.05% |
+22,778
| New | +$242K |
|
|
INVN
557
DELISTED
Invensense Inc
INVN
| $245K | 0.05% |
33,000
+22,287
| +208% | +$158K |
|
558
Canadian Pacific Kansas City
CP
$82B
| $244K | 0.05% |
+8,000
| New | +$235K |
|
559
Lumen
LUMN
$6.53B
| $244K | 0.05% |
8,900
-50,820
| -85% | -$1.48M |
|
560
Jacobs Solutions
J
$15.9B
| $243K | 0.05% |
5,682
+24
| +0.4% | +$1.04K |
|
|
TGNA
561
DELISTED
TEGNA Inc
TGNA
| $243K | 0.05% |
+17,344
| New | +$244K |
|
562
Sunrun
RUN
$2.37B
| $242K | 0.05% |
+38,380
| New | +$215K |
|
563
Bloomin' Brands
BLMN
$680M
| $241K | 0.05% |
14,000
-3,185
| -19% | -$59.1K |
|
564
Bio-Techne
TECH
$11.2B
| $241K | 0.05% |
+8,800
| New | +$242K |
|
|
BGG
565
DELISTED
Briggs & Stratton Corp.
BGG
| $241K | 0.05% |
+12,902
| New | +$266K |
|
566
Cirrus Logic
CRUS
$6.74B
| $239K | 0.05% |
4,489
-11,311
| -72% | -$544K |
|
567
Hyster-Yale Materials Handling
HY
$593M
| $239K | 0.05% |
+3,981
| New | +$225K |
|
568
Korea Electric Power
KEP
$15.5B
| $239K | 0.05% |
9,800
-18,100
| -65% | -$478K |
|
569
Silicon Motion
SIMO
$9.19B
| $238K | 0.05% |
+4,600
| New | +$240K |
|
570
Telkom Indonesia
TLK
$14.2B
| $238K | 0.05% |
+7,200
| New | +$230K |
|
571
Evercore
EVR
$13.1B
| $237K | 0.05% |
4,600
-21,500
| -82% | -$1.08M |
|
572
Open Text
OTEX
$5.43B
| $236K | 0.05% |
7,274
-16,042
| -69% | -$501K |
|
573
Veeco
VECO
$3.15B
| $236K | 0.05% |
+12,016
| New | +$226K |
|
|
WAGE
574
DELISTED
WageWorks, Inc.
WAGE
| $236K | 0.05% |
+3,870
| New | +$237K |
|
575
Vail Resorts
MTN
$5.19B
| $235K | 0.05% |
1,500
-5,476
| -78% | -$835K |
|
Similar funds
SAM
CM
X
WHG
PSCM
BIP
SA
FGP
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.