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
AET
101
DELISTED
Aetna Inc
AET
$1.19M 0.27%
10,300
-200
-2% -$23.4K
AEP icon
102
American Electric Power
AEP
$73.7B
$1.19M 0.27%
+18,500
New +$1.24M
VALE icon
103
Vale
VALE
$62.9B
$1.19M 0.26%
+215,400
New +$1.18M
MBLY
104
DELISTED
Mobileye N.V.
MBLY
$1.18M 0.26%
+27,761
New +$1.28M
HAR
105
DELISTED
Harman International Industries
HAR
$1.17M 0.26%
13,892
+7,186
+107% +$590K
LOW icon
106
Lowe's Companies
LOW
$116B
$1.16M 0.26%
16,100
+6,500
+68% +$506K
ICE icon
107
Intercontinental Exchange
ICE
$82.4B
$1.16M 0.26%
21,500
+4,500
+26% +$246K
CERN
108
DELISTED
Cerner Corp
CERN
$1.15M 0.26%
+18,616
New +$1.18M
SRPT icon
109
Sarepta Therapeutics
SRPT
$1.66B
$1.15M 0.26%
+18,700
New +$565K
YUM icon
110
Yum! Brands
YUM
$41B
$1.14M 0.26%
17,527
-18,917
-52% -$1.21M
DINO icon
111
HF Sinclair
DINO
$15.9B
$1.14M 0.25%
+46,312
New +$1.16M
LHX icon
112
L3Harris
LHX
$55.9B
$1.12M 0.25%
+12,200
New +$1.08M
JBL icon
113
Jabil
JBL
$32.8B
$1.11M 0.25%
+51,113
New +$1.06M
EXC icon
114
Exelon
EXC
$48.6B
$1.11M 0.25%
46,915
+27,337
+140% +$687K
PBYI icon
115
Puma Biotechnology
PBYI
$406M
$1.1M 0.25%
+16,429
New +$831K
BMY icon
116
Bristol-Myers Squibb
BMY
$127B
$1.09M 0.24%
+20,300
New +$1.3M
DVN icon
117
Devon Energy
DVN
$51.9B
$1.09M 0.24%
24,800
-22,000
-47% -$893K
HELE icon
118
Helen of Troy
HELE
$663M
$1.09M 0.24%
12,633
-4,167
-25% -$391K
CTXS
119
DELISTED
Citrix Systems Inc
CTXS
$1.07M 0.24%
15,823
-15,823
-50% -$1.08M
RTX icon
120
RTX Corp
RTX
$287B
$1.07M 0.24%
+16,697
New +$1.11M
WM icon
121
Waste Management
WM
$95.9B
$1.06M 0.24%
+16,699
New +$1.09M
PE
122
DELISTED
PARSLEY ENERGY INC
PE
$1.06M 0.24%
+31,700
New +$992K
WDAY icon
123
Workday
WDAY
$33.4B
$1.05M 0.24%
+11,500
New +$959K
XEL icon
124
Xcel Energy
XEL
$51B
$1.05M 0.24%
+25,600
New +$1.09M
CTSH icon
125
Cognizant
CTSH
$21.5B
$1.05M 0.23%
21,972
-17,728
-45% -$1.01M
3 4
5
6 7

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.