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 | |
|---|---|---|---|---|---|---|
926
Penske Automotive Group
PAG
$14.3B
| – | – |
-27,564
| Closed | -$867K |
|
927
Palo Alto Networks
PANW
$264B
| – | – |
-66,600
| Closed | -$1.36M |
|
|
PARA
928
DELISTED
Paramount Global Class B
PARA
| – | – |
-15,000
| Closed | -$817K |
|
929
Prosperity Bancshares
PB
$8.77B
| – | – |
-7,300
| Closed | -$372K |
|
930
Pembina Pipeline
PBA
$29.9B
| – | – |
-8,700
| Closed | -$264K |
|
931
PBF Energy
PBF
$7.29B
| – | – |
-23,300
| Closed | -$554K |
|
932
Prestige Consumer Healthcare
PBH
$2.35B
| – | – |
-4,800
| Closed | -$266K |
|
933
Pfizer
PFE
$140B
| – | – |
-45,638
| Closed | -$1.52M |
|
934
Performance Food Group
PFGC
$17.5B
| – | – |
-17,700
| Closed | -$476K |
|
935
PLDT
PHI
$4.25B
| – | – |
-4,734
| Closed | -$211K |
|
|
PINC
936
DELISTED
Premier
PINC
| – | – |
-7,476
| Closed | -$244K |
|
937
POSCO
PKX
$15.8B
| – | – |
-4,854
| Closed | -$216K |
|
938
Photronics
PLAB
$1.79B
| – | – |
-41,319
| Closed | -$368K |
|
939
ePlus
PLUS
$2.33B
| – | – |
-25,976
| Closed | -$531K |
|
940
PNC Financial Services
PNC
$100B
| – | – |
-49,200
| Closed | -$4M |
|
941
Post Holdings
POST
$4.12B
| – | – |
-9,015
| Closed | -$488K |
|
|
PPL
942
PPL Corp
PPL
$27.3B
| – | – |
-94,800
| Closed | -$3.58M |
|
943
Perrigo
PRGO
$1.4B
| – | – |
-7,200
| Closed | -$653K |
|
944
Primoris Services
PRIM
$4.69B
| – | – |
-14,965
| Closed | -$283K |
|
945
Protolabs
PRLB
$1.86B
| – | – |
-8,883
| Closed | -$511K |
|
946
Quanta Services
PWR
$93.9B
| – | – |
-29,226
| Closed | -$676K |
|
947
Qualys
QLYS
$4.84B
| – | – |
-15,800
| Closed | -$471K |
|
948
Restaurant Brands International
QSR
$25.1B
| – | – |
-15,900
| Closed | -$661K |
|
949
Q2 Holdings
QTWO
$3.42B
| – | – |
-17,613
| Closed | -$494K |
|
950
uniQure
QURE
$2.68B
| – | – |
-79,968
| Closed | -$589K |
|
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.