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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 | |
|---|---|---|---|---|---|---|
|
SSRI
276
DELISTED
Silver Standard Resources
SSRI
| $558K | 0.12% |
+46,300
| New | +$625K |
|
|
HBI
277
DELISTED
Hanesbrands
HBI
| $553K | 0.12% |
21,900
-51,800
| -70% | -$1.36M |
|
278
Everest Group
EG
$14.2B
| $551K | 0.12% |
2,900
+1,800
| +164% | +$338K |
|
279
Eastman Chemical
EMN
$8.05B
| $548K | 0.12% |
+8,104
| New | +$544K |
|
|
SYNH
280
DELISTED
Syneos Health, Inc. Class A Common Stock
SYNH
| $548K | 0.12% |
12,300
-9,900
| -45% | -$429K |
|
|
ILG
281
DELISTED
ILG, Inc Common Stock
ILG
| $547K | 0.12% |
31,875
-64,625
| -67% | -$1.12M |
|
282
Magna International
MGA
$17.8B
| $544K | 0.12% |
+12,673
| New | +$499K |
|
|
UMPQ
283
DELISTED
Umpqua Holdings Corp
UMPQ
| $544K | 0.12% |
36,154
+8,854
| +32% | +$138K |
|
|
BUFF
284
DELISTED
Blue Buffalo Pet Products, Inc
BUFF
| $544K | 0.12% |
22,902
-20,992
| -48% | -$533K |
|
|
STMP
285
DELISTED
Stamps.com, Inc.
STMP
| $544K | 0.12% |
+5,752
| New | +$498K |
|
286
Dana Inc
DAN
$3.37B
| $543K | 0.12% |
34,800
+16,800
| +93% | +$229K |
|
287
Teva Pharmaceuticals
TEVA
$42.8B
| $543K | 0.12% |
11,800
-32,600
| -73% | -$1.7M |
|
|
DISH
288
DELISTED
DISH Network Corp.
DISH
| $542K | 0.12% |
9,900
-31,300
| -76% | -$1.62M |
|
|
XYZ
289
Block Inc
XYZ
$48.1B
| $541K | 0.12% |
+46,427
| New | +$507K |
|
290
FNB Corp
FNB
$6.52B
| $540K | 0.12% |
+43,933
| New | +$543K |
|
|
WOOF
291
DELISTED
VCA Inc.
WOOF
| $539K | 0.12% |
+7,700
| New | +$538K |
|
292
AAR Corp
AIR
$5.26B
| $532K | 0.12% |
17,000
-20,558
| -55% | -$523K |
|
|
AKRX
293
DELISTED
Akorn Inc
AKRX
| $532K | 0.12% |
19,500
-893
| -4% | -$26.4K |
|
294
BJ's Restaurants
BJRI
$1.3B
| $530K | 0.12% |
14,900
-2,776
| -16% | -$112K |
|
|
ZLTQ
295
DELISTED
ZELTIQ Aesthetics, Inc.
ZLTQ
| $530K | 0.12% |
13,515
-645
| -5% | -$23K |
|
296
Enerpac Tool Group
EPAC
$1.89B
| $529K | 0.12% |
+22,751
| New | +$533K |
|
|
WNR
297
DELISTED
Western Refining Inc
WNR
| $529K | 0.12% |
+20,005
| New | +$473K |
|
298
Rockwell Automation
ROK
$47.7B
| $526K | 0.12% |
+4,300
| New | +$503K |
|
299
AutoNation
AN
$6.92B
| $525K | 0.12% |
+10,771
| New | +$530K |
|
300
Intel
INTC
$552B
| $521K | 0.12% |
+13,800
| New | +$489K |
|
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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.