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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
TD icon
51
Toronto Dominion Bank
TD
$198B
$1.58M 0.35%
35,600
-9,900
-22% -$434K
ECL icon
52
Ecolab
ECL
$75.6B
$1.57M 0.35%
12,900
+7,900
+158% +$954K
SINA
53
DELISTED
Sina Corp
SINA
$1.56M 0.35%
21,100
+8,900
+73% +$589K
WFC icon
54
Wells Fargo
WFC
$261B
$1.55M 0.35%
+35,100
New +$1.68M
ACN icon
55
Accenture
ACN
$89.9B
$1.55M 0.35%
12,700
-27,200
-68% -$3.1M
TSN icon
56
Tyson Foods
TSN
$20.2B
$1.52M 0.34%
+20,400
New +$1.5M
KMX icon
57
CarMax
KMX
$8.27B
$1.52M 0.34%
28,417
-25,163
-47% -$1.43M
JCI icon
58
Johnson Controls International
JCI
$87.5B
$1.51M 0.34%
+32,388
New +$1.5M
ETN icon
59
Eaton
ETN
$157B
$1.49M 0.33%
22,657
-13,043
-37% -$843K
VFC icon
60
VF Corp
VFC
$6.68B
$1.49M 0.33%
+28,143
New +$1.63M
LDOS icon
61
Leidos
LDOS
$14.1B
$1.48M 0.33%
34,100
+12,400
+57% +$563K
BAC icon
62
Bank of America
BAC
$435B
$1.47M 0.33%
+93,994
New +$1.4M
URBN icon
63
Urban Outfitters
URBN
$5.99B
$1.46M 0.33%
+42,400
New +$1.39M
KMI icon
64
Kinder Morgan
KMI
$73.1B
$1.46M 0.33%
63,200
-130,500
-67% -$2.76M
EOG icon
65
EOG Resources
EOG
$78B
$1.46M 0.33%
+15,100
New +$1.33M
HUM icon
66
Humana
HUM
$46.7B
$1.43M 0.32%
8,100
-10,700
-57% -$1.86M
URI icon
67
United Rentals
URI
$71.1B
$1.41M 0.31%
17,900
-24,600
-58% -$1.89M
WMB icon
68
Williams Companies
WMB
$90.5B
$1.4M 0.31%
+45,700
New +$1.21M
HZNP
69
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
$1.4M 0.31%
77,100
+15,733
+26% +$307K
ABBV icon
70
AbbVie
ABBV
$458B
$1.39M 0.31%
+22,000
New +$1.42M
IPG
71
DELISTED
Interpublic Group of Companies
IPG
$1.39M 0.31%
62,100
+31,400
+102% +$722K
RL icon
72
Ralph Lauren
RL
$22.2B
$1.39M 0.31%
+13,700
New +$1.38M
MTG icon
73
MGIC Investment
MTG
$6.27B
$1.38M 0.31%
172,895
-64,594
-27% -$480K
NRG icon
74
NRG Energy
NRG
$29.8B
$1.38M 0.31%
123,076
+68,876
+127% +$898K
KDP icon
75
Keurig Dr Pepper
KDP
$40.4B
$1.36M 0.3%
+14,951
New +$1.42M
1 2
3
4 5

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CM
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WHG
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PSCM
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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.