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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
EGN
126
DELISTED
Energen
EGN
$1.05M 0.23%
18,134
-34,084
-65% -$1.78M
ICPT
127
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
$1.04M 0.23%
+6,300
New +$993K
MOMO
128
Hello Group
MOMO
$869M
$1.03M 0.23%
46,000
-8,615
-16% -$153K
AMGN icon
129
Amgen
AMGN
$203B
$1.03M 0.23%
6,163
-4,137
-40% -$700K
CFG icon
130
Citizens Financial Group
CFG
$30.4B
$996K 0.22%
40,300
-58,800
-59% -$1.35M
NBR icon
131
Nabors Industries
NBR
$1.23B
$992K 0.22%
1,631
-1,680
-51% -$828K
ALLY icon
132
Ally Financial
ALLY
$13.1B
$991K 0.22%
+50,900
New +$946K
AMCX icon
133
AMC Global Media
AMCX
$430M
$991K 0.22%
+19,100
New +$1.05M
ORCL icon
134
Oracle
ORCL
$331B
$982K 0.22%
25,000
-41,200
-62% -$1.68M
WRK
135
DELISTED
WestRock Company
WRK
$975K 0.22%
+20,112
New +$898K
NTRS icon
136
Northern Trust
NTRS
$22.2B
$972K 0.22%
14,300
-20,600
-59% -$1.4M
EFX icon
137
Equifax
EFX
$20.3B
$969K 0.22%
+7,199
New +$954K
JNJ icon
138
Johnson & Johnson
JNJ
$635B
$969K 0.22%
+8,200
New +$995K
PH icon
139
Parker-Hannifin
PH
$125B
$967K 0.22%
7,700
-9,184
-54% -$1.09M
HL icon
140
Hecla Mining
HL
$10.2B
$962K 0.21%
+168,769
New +$1.03M
PGR icon
141
Progressive
PGR
$124B
$961K 0.21%
+30,501
New +$993K
TRV icon
142
Travelers Companies
TRV
$80.8B
$951K 0.21%
+8,300
New +$972K
VIAB
143
DELISTED
Viacom Inc. Class B
VIAB
$949K 0.21%
+24,900
New +$1.03M
FANG icon
144
Diamondback Energy
FANG
$57.6B
$946K 0.21%
9,794
-17,506
-64% -$1.61M
SBNY
145
DELISTED
Signature Bank
SBNY
$924K 0.21%
7,800
+3
+0% +$361
AMN icon
146
AMN Healthcare
AMN
$1.28B
$904K 0.2%
+28,372
New +$1.08M
YHOO
147
DELISTED
Yahoo Inc
YHOO
$901K 0.2%
+20,900
New +$857K
DCI icon
148
Donaldson
DCI
$10.8B
$883K 0.2%
23,658
-16,942
-42% -$617K
GS icon
149
Goldman Sachs
GS
$313B
$882K 0.2%
+5,468
New +$889K
BIIB icon
150
Biogen
BIIB
$29.9B
$876K 0.2%
2,800
-4,400
-61% -$1.3M
4 5
6
7 8

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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.