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Trexquant Investment Portfolio holdings
AUM
$17B
1-Year Est. Return
39.66%
This Fund
S&P 500
This Quarter
Est. Return
+9.76%
1 Year Est. Return
+39.66%
3 Year Est. Return
+112.15%
5 Year Est. Return
+98.93%
10 Year Est. Return
+403.68%
AUM
$448M
AUM Growth
-$313M
(-41%)
Cap. Flow
-$337M
Cap. Flow
% of AUM
-75.2%
Top 10 Holdings %
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 |
Marathon Petroleum
MPC
|
+$2.8M |
| 3 |
Hain Celestial
HAIN
|
+$2.74M |
| 4 |
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 Financial
VOYA
|
+$4.51M |
| 3 |
Home Depot
HD
|
+$4.5M |
| 4 |
PXD
Pioneer Natural Resource Co.
PXD
|
+$4.48M |
| 5 |
Capri Holdings
CPRI
|
+$4.19M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 15.77% |
| 2 | Industrials | 14.41% |
| 3 | Technology | 13.99% |
| 4 | Financials | 12.55% |
| 5 | Healthcare | 12.5% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
WCN
226
Waste Connections
WCN
$41B
| $657K | 0.15% |
13,200
-10,130
| -43% | -$511K |
|
227
BorgWarner
BWA
$13.5B
| $652K | 0.15% |
21,066
+5,015
| +31% | +$148K |
|
228
JD.com
JD
$37.4B
| $652K | 0.15% |
+25,000
| New | +$603K |
|
229
Danaher
DHR
$144B
| $651K | 0.15% |
+9,362
| New | +$664K |
|
230
Herc Holdings
HRI
$4.89B
| $648K | 0.14% |
+19,214
| New | +$645K |
|
|
TSS
231
DELISTED
Total System Services, Inc.
TSS
| $646K | 0.14% |
+13,700
| New | +$688K |
|
|
DST
232
DELISTED
DST Systems Inc.
DST
| $643K | 0.14% |
10,908
+3,958
| +57% | +$240K |
|
233
Goodyear
GT
$1.68B
| $640K | 0.14% |
+19,800
| New | +$576K |
|
234
Texas Roadhouse
TXRH
$12B
| $640K | 0.14% |
+16,400
| New | +$733K |
|
235
Acadia Healthcare
ACHC
$2.56B
| $639K | 0.14% |
+12,900
| New | +$672K |
|
236
Cenovus Energy
CVE
$61.2B
| $639K | 0.14% |
44,500
+31,966
| +255% | +$456K |
|
237
ON Semiconductor
ON
$27.7B
| $634K | 0.14% |
51,500
-92,585
| -64% | -$958K |
|
|
MIC
238
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
| $633K | 0.14% |
+7,600
| New | +$603K |
|
|
ISEE
239
DELISTED
IVERIC bio, Inc. Common Stock
ISEE
| $631K | 0.14% |
13,680
-16,056
| -54% | -$905K |
|
240
Textron
TXT
$13.7B
| $628K | 0.14% |
15,800
-9,828
| -38% | -$387K |
|
241
PVH
PVH
$3.29B
| $627K | 0.14% |
+5,678
| New | +$587K |
|
242
Louisiana-Pacific
LPX
$4.69B
| $625K | 0.14% |
+33,206
| New | +$643K |
|
|
JOYY
243
JOYY Inc
JOYY
$3.64B
| $623K | 0.14% |
+11,693
| New | +$534K |
|
244
Old Republic International
ORI
$9.84B
| $618K | 0.14% |
35,100
+15,500
| +79% | +$295K |
|
245
Dentsply Sirona
XRAY
$2.19B
| $617K | 0.14% |
10,381
-19,219
| -65% | -$1.18M |
|
|
LCI
246
DELISTED
Lannett Company, Inc.
LCI
| $617K | 0.14% |
+5,804
| New | +$709K |
|
|
HA
247
DELISTED
Hawaiian Holdings, Inc.
HA
| $609K | 0.14% |
+12,528
| New | +$569K |
|
|
DF
248
DELISTED
Dean Foods Company
DF
| $608K | 0.14% |
37,080
-59,920
| -62% | -$1.05M |
|
249
Amdocs
DOX
$6.26B
| $607K | 0.14% |
+10,500
| New | +$618K |
|
250
LivaNova
LIVN
$4.45B
| $601K | 0.13% |
+10,004
| New | +$575K |
|
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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 16% 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.