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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 | |
|---|---|---|---|---|---|---|
251
Copart
CPRT
$30.2B
| $600K | 0.13% |
+89,600
| New | +$572K |
|
252
IDEX
IEX
$16.6B
| $600K | 0.13% |
+6,409
| New | +$579K |
|
253
Tenet Healthcare
THC
$20.9B
| $594K | 0.13% |
+26,217
| New | +$682K |
|
|
PX
254
DELISTED
Praxair Inc
PX
| $592K | 0.13% |
+4,900
| New | +$580K |
|
255
Commercial Metals
CMC
$7.83B
| $589K | 0.13% |
+36,400
| New | +$591K |
|
256
Infosys
INFY
$45.1B
| $589K | 0.13% |
74,600
-97,000
| -57% | -$799K |
|
|
ALXN
257
DELISTED
Alexion Pharmaceuticals
ALXN
| $588K | 0.13% |
4,800
-14,700
| -75% | -$1.89M |
|
258
Ryanair
RYAAY
$28.2B
| $585K | 0.13% |
+19,500
| New | +$566K |
|
|
PRMW
259
DELISTED
Primo Water Corporation
PRMW
| $584K | 0.13% |
41,000
+17,065
| +71% | +$262K |
|
260
Ziff Davis
ZD
$1.91B
| $583K | 0.13% |
10,073
-11,153
| -53% | -$649K |
|
|
VTLE
261
DELISTED
Vital Energy
VTLE
| $579K | 0.13% |
+2,245
| New | +$512K |
|
|
ININ
262
DELISTED
Interactive Intelligence Group, inc.
ININ
| $578K | 0.13% |
9,613
-1,188
| -11% | -$64.2K |
|
|
FNSR
263
DELISTED
Finisar Corp
FNSR
| $578K | 0.13% |
19,400
-72,314
| -79% | -$1.58M |
|
264
Lincoln National
LNC
$8.29B
| $577K | 0.13% |
12,287
-2,919
| -19% | -$131K |
|
265
Duke Energy
DUK
$94.5B
| $576K | 0.13% |
+7,200
| New | +$596K |
|
266
Synopsys
SNPS
$75.1B
| $576K | 0.13% |
+9,700
| New | +$551K |
|
267
KBR
KBR
$4.67B
| $575K | 0.13% |
37,975
+25,992
| +217% | +$382K |
|
268
Coherus Oncology
CHRS
$212M
| $574K | 0.13% |
21,421
+1,382
| +7% | +$37.7K |
|
269
Cincinnati Financial
CINF
$26B
| $573K | 0.13% |
+7,600
| New | +$575K |
|
270
Jack Henry & Associates
JKHY
$11.2B
| $573K | 0.13% |
+6,700
| New | +$587K |
|
|
SNBR
271
DELISTED
Sleep Number
SNBR
| $564K | 0.13% |
+26,100
| New | +$643K |
|
272
Progress Software
PRGS
$1.73B
| $563K | 0.13% |
20,685
+8,185
| +65% | +$234K |
|
273
GoDaddy
GDDY
$11.8B
| $558K | 0.12% |
16,172
-6,782
| -30% | -$216K |
|
274
Pilgrim's Pride
PPC
$7.14B
| $558K | 0.12% |
26,400
+17,000
| +181% | +$394K |
|
275
Vera Bradley
VRA
$95.8M
| $558K | 0.12% |
36,800
+21,235
| +136% | +$319K |
|
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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.