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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
VOYA icon
1026
Voya Financial
VOYA
$8.94B
– –
-182,000
Closed -$4.51M
VRNT
1027
DELISTED
Verint Systems
VRNT
– –
-26,304
Closed -$444K
VTRS icon
1028
Viatris
VTRS
$20.1B
– –
-31,100
Closed -$1.34M
WAB icon
1029
Wabtec
WAB
$51.1B
– –
-33,000
Closed -$2.32M
WAL icon
1030
Western Alliance Bancorporation
WAL
$9.07B
– –
-19,041
Closed -$622K
WB icon
1031
Weibo
WB
$1.9B
– –
-12,376
Closed -$352K
WBS icon
1032
Webster Financial
WBS
$12.3B
– –
-13,400
Closed -$455K
WCC
1033
WESCO International
WCC
$16.2B
– –
-12,324
Closed -$635K
WDC icon
1034
Western Digital
WDC
$179B
– –
-13,098
Closed -$468K
WGO icon
1035
Winnebago Industries
WGO
$870M
– –
-34,289
Closed -$786K
WHR icon
1036
Whirlpool
WHR
$2.42B
– –
-2,400
Closed -$400K
WKC icon
1037
World Kinect Corp
WKC
$1.96B
– –
-12,195
Closed -$579K
WOR icon
1038
Worthington Enterprises
WOR
$2.76B
– –
-36,021
Closed -$939K
WTM icon
1039
White Mountains Insurance
WTM
$5.47B
– –
-420
Closed -$354K
WTRG icon
1040
Essential Utilities
WTRG
$11.2B
– –
-16,753
Closed -$597K
ZION icon
1041
Zions Bancorporation
ZION
$10.1B
– –
-37,600
Closed -$945K
ZTS icon
1042
Zoetis
ZTS
$31.6B
– –
-23,200
Closed -$1.1M
CPAY icon
1043
Corpay
CPAY
$24.2B
– –
-7,500
Closed -$1.07M
VRN
1044
DELISTED
Veren
VRN
– –
-24,200
Closed -$382K
UCB
1045
United Community Banks
UCB
$4.22B
– –
-24,106
Closed -$441K
INVX
1046
Innovex International
INVX
$1.87B
– –
-13,874
Closed -$811K
AAMI
1047
Acadian Asset Management
AAMI
$2.88B
– –
-82,132
Closed -$1.1M
TVRD
1048
Tvardi Therapeutics
TVRD
$23.5M
– –
-443
Closed -$77K
BECN
1049
DELISTED
Beacon Roofing Supply, Inc.
BECN
– –
-11,585
Closed -$527K
CMRX
1050
DELISTED
Chimerix, Inc.
CMRX
– –
-85,613
Closed -$336K
40 41
42
43 44

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CM
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X
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WHG
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PSCM
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BIP
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SA
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FGP
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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.