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
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
ZAGG
1101
DELISTED
ZAGG Inc Common Stock (Delaware)
ZAGG
– –
-104,937
Closed -$551K
FIT
1102
DELISTED
Fitbit, Inc. Class A common stock
FIT
– –
-200,100
Closed -$2.44M
HDS
1103
DELISTED
HD Supply Holdings, Inc.
HDS
– –
-39,737
Closed -$1.38M
DNKN
1104
DELISTED
Dunkin' Brands Group, Inc.
DNKN
– –
-34,528
Closed -$1.51M
GPOR
1105
DELISTED
Gulfport Energy Corp.
GPOR
– –
-75,438
Closed -$2.36M
NBL
1106
DELISTED
Noble Energy, Inc.
NBL
– –
-78,100
Closed -$2.8M
ETFC
1107
DELISTED
E*Trade Financial Corporation
ETFC
– –
-71,700
Closed -$1.68M
ENT
1108
DELISTED
Global Eagle Entertainment Inc.
ENT
– –
-963
Closed -$160K
NE
1109
DELISTED
Noble Corporation
NE
– –
-111,724
Closed -$921K
LM
1110
DELISTED
Legg Mason, Inc.
LM
– –
-49,176
Closed -$1.45M
AXE
1111
DELISTED
Anixter International Inc
AXE
– –
-7,732
Closed -$412K
WBC
1112
DELISTED
WABCO HOLDINGS INC.
WBC
– –
-12,600
Closed -$1.15M
JMEI
1113
DELISTED
Jumei International Holding Limited American depositary shares, each representing ten Class A ordina
JMEI
– –
-1,864
Closed -$77K
AYR
1114
DELISTED
Aircastle Ltd
AYR
– –
-35,745
Closed -$699K
PEGI
1115
DELISTED
Pattern Energy Group Inc. Class A
PEGI
– –
-38,600
Closed -$887K
CBPX
1116
DELISTED
CONTINENTAL BUILDING PRODUCTS, INC.
CBPX
– –
-10,900
Closed -$242K
WCG
1117
DELISTED
Wellcare Health Plans, Inc.
WCG
– –
-2,041
Closed -$219K
CRZO
1118
DELISTED
Carrizo Oil & Gas Inc
CRZO
– –
-10,900
Closed -$391K
ONCE
1119
DELISTED
Spark Therapeutics, Inc. Common Stock
ONCE
– –
-10,893
Closed -$557K
MCRN
1120
DELISTED
Milacron Holdings Corp.
MCRN
– –
-20,727
Closed -$301K
RTEC
1121
DELISTED
Rudolph Technologies Inc
RTEC
– –
-15,931
Closed -$247K
NCI
1122
DELISTED
Navigant Consulting, Inc.
NCI
– –
-20,845
Closed -$337K
FRED
1123
DELISTED
Fred's Inc
FRED
– –
-10,428
Closed -$168K
DATA
1124
DELISTED
Tableau Software, Inc.
DATA
– –
-27,081
Closed -$1.32M
PETX
1125
DELISTED
Aratana Therapeutics, Inc.
PETX
– –
-29,776
Closed -$188K
43 44
45
46 47

Similar funds

SAM
Silvercrest Asset Management New York $13.8B AUM 28.39% 1-Year Est. Return
CM
Capula Management Grand Cayman, Cayman Islands $14.1B AUM 19.14% 1-Year Est. Return
X
Xponance Philadelphia, Pennsylvania $14.1B AUM 30.11% 1-Year Est. Return
WHG
Westwood Holdings Group Dallas, Texas $13.7B AUM 21.48% 1-Year Est. Return
PSCM
Pershing Square Capital Management New York $13.7B AUM 13.45% 1-Year Est. Return
BIP
Brandes Investment Partners La Jolla, California $14.1B AUM 25.52% 1-Year Est. Return
SA
Situational Awareness San Francisco, California $13.7B AUM 334.5% 1-Year Est. Return
FGP
Freestone Grove Partners San Francisco, California $14.2B AUM 24.58% 1-Year Est. Return

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.