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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
BNY
1
Bank of New York Mellon
BNY
$108B
$2.8M 0.63%
+70,200
New +$2.8M
MPC icon
2
Marathon Petroleum
MPC
$90.3B
$2.8M 0.62%
+68,900
New +$2.8M
TJX icon
3
TJX Companies
TJX
$170B
$2.78M 0.62%
74,376
+7,576
+11% +$296K
HBAN icon
4
Huntington Bancshares
HBAN
$35.1B
$2.63M 0.59%
266,600
-111,900
-30% -$1.07M
GEN icon
5
Gen Digital
GEN
$15.6B
$2.6M 0.58%
+103,500
New +$2.35M
VLO icon
6
Valero Energy
VLO
$89.8B
$2.6M 0.58%
49,027
+37,392
+321% +$1.99M
DRI icon
7
Darden Restaurants
DRI
$22.5B
$2.51M 0.56%
41,000
-22,200
-35% -$1.38M
CHRD icon
8
Chord Energy
CHRD
$7.79B
$2.51M 0.56%
218,800
+205,389
+1,531% +$1.88M
BSX icon
9
Boston Scientific
BSX
$65.8B
$2.44M 0.55%
102,600
+11,100
+12% +$265K
TECK icon
10
Teck Resources
TECK
$29.5B
$2.42M 0.54%
134,200
+30,100
+29% +$480K
WBA
11
DELISTED
Walgreens Boots Alliance
WBA
$2.42M 0.54%
30,000
+6,400
+27% +$522K
ALK icon
12
Alaska Air
ALK
$5.15B
$2.4M 0.54%
36,498
-40,428
-53% -$2.66M
MON
13
DELISTED
Monsanto Co
MON
$2.39M 0.53%
23,400
-2,609
-10% -$274K
RICE
14
DELISTED
Rice Energy Inc.
RICE
$2.38M 0.53%
91,200
+62,694
+220% +$1.56M
DHI icon
15
D.R. Horton
DHI
$41B
$2.35M 0.52%
77,800
+49,400
+174% +$1.59M
TXN icon
16
Texas Instruments
TXN
$255B
$2.34M 0.52%
+33,300
New +$2.27M
NTAP icon
17
NetApp
NTAP
$32.9B
$2.32M 0.52%
64,700
+37,928
+142% +$1.16M
HSY icon
18
Hershey
HSY
$35.4B
$2.31M 0.52%
+24,134
New +$2.55M
PPG icon
19
PPG Industries
PPG
$25.9B
$2.29M 0.51%
+22,200
New +$2.33M
SCHW
20
Charles Schwab
SCHW
$177B
$2.28M 0.51%
72,246
-92,154
-56% -$2.7M
EBAY icon
21
eBay
EBAY
$48.6B
$2.28M 0.51%
69,300
-88,500
-56% -$2.67M
LYB icon
22
LyondellBasell Industries
LYB
$19.5B
$2.27M 0.51%
+28,200
New +$2.18M
MU icon
23
Micron Technology
MU
$1.04T
$2.26M 0.5%
127,100
+80,359
+172% +$1.23M
NKE icon
24
Nike
NKE
$61.9B
$2.24M 0.5%
42,573
+21,473
+102% +$1.21M
GAP
25
The Gap Inc
GAP
$6.84B
$2.23M 0.5%
+100,400
New +$2.42M
1
2 3 4 5

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CM
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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.