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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
SWK icon
201
Stanley Black & Decker
SWK
$14.2B
$723K 0.16%
+5,879
New +$710K
LII icon
202
Lennox International
LII
$18.8B
$722K 0.16%
+4,600
New +$715K
MCD icon
203
McDonald's
MCD
$188B
$715K 0.16%
+6,200
New +$735K
GNTX icon
204
Gentex
GNTX
$4.88B
$713K 0.16%
+40,600
New +$702K
PCRX icon
205
Pacira BioSciences
PCRX
$1.02B
$712K 0.16%
+20,800
New +$815K
VC icon
206
Visteon
VC
$2.77B
$706K 0.16%
+9,857
New +$689K
DBI icon
207
Designer Brands
DBI
$277M
$705K 0.16%
+34,400
New +$807K
GM icon
208
General Motors
GM
$74.7B
$700K 0.16%
+22,040
New +$688K
NVO
209
Novo Nordisk
NVO
$216B
$699K 0.16%
33,600
+800
+2% +$19.8K
CLR
210
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$698K 0.16%
+13,433
New +$624K
PTLA
211
DELISTED
Portola Pharmaceuticals, Inc.
PTLA
$697K 0.16%
30,682
-20,493
-40% -$481K
DIS icon
212
Walt Disney
DIS
$165B
$696K 0.16%
+7,500
New +$718K
SM icon
213
SM Energy
SM
$7.96B
$691K 0.15%
+17,900
New +$574K
PEP icon
214
PepsiCo
PEP
$186B
$685K 0.15%
6,300
-27,600
-81% -$2.97M
CC icon
215
Chemours
CC
$2.59B
$682K 0.15%
+42,624
New +$487K
USCR
216
DELISTED
U S Concrete, Inc.
USCR
$682K 0.15%
14,800
+11,359
+330% +$640K
SHOR
217
DELISTED
ShoreTel, Inc.
SHOR
$681K 0.15%
+85,073
New +$666K
AMAT icon
218
Applied Materials
AMAT
$426B
$678K 0.15%
22,500
-120,000
-84% -$3.35M
PBR icon
219
Petrobras
PBR
$121B
$677K 0.15%
72,599
-35,401
-33% -$310K
FDC
220
DELISTED
First Data Corporation
FDC
$670K 0.15%
50,900
-90,500
-64% -$1.17M
STX icon
221
Seagate
STX
$193B
$669K 0.15%
+17,346
New +$563K
ZBRA icon
222
Zebra Technologies
ZBRA
$12.4B
$668K 0.15%
+9,600
New +$590K
TECD
223
DELISTED
Tech Data Corp
TECD
$664K 0.15%
7,838
-6,462
-45% -$500K
HAL icon
224
Halliburton
HAL
$27.9B
$660K 0.15%
+14,700
New +$642K
BUD icon
225
AB InBev
BUD
$158B
$657K 0.15%
+5,000
New +$632K
7 8
9
10 11

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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.