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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 | |
|---|---|---|---|---|---|---|
401
OraSure Technologies
OSUR
$234M
| $364K | 0.08% |
+45,635
| New | +$339K |
|
|
SPPI
402
DELISTED
Spectrum Pharmaceuticals Inc
SPPI
| $364K | 0.08% |
77,927
+32,350
| +71% | +$192K |
|
403
TETRA Technologies
TTI
$1.06B
| $363K | 0.08% |
+59,342
| New | +$361K |
|
404
Amkor Technology
AMKR
$12.6B
| $362K | 0.08% |
+37,207
| New | +$298K |
|
|
WFT
405
DELISTED
Weatherford International plc
WFT
| $362K | 0.08% |
+64,438
| New | +$366K |
|
|
RAI
406
DELISTED
Reynolds American Inc
RAI
| $359K | 0.08% |
+7,611
| New | +$382K |
|
|
FLOW
407
DELISTED
SPX FLOW, Inc.
FLOW
| $358K | 0.08% |
11,568
+1,968
| +21% | +$54.9K |
|
408
Acuity Brands
AYI
$9.74B
| $357K | 0.08% |
1,349
-4,851
| -78% | -$1.29M |
|
|
LVLT
409
DELISTED
Level 3 Communications Inc
LVLT
| $357K | 0.08% |
+7,700
| New | +$390K |
|
|
MLNX
410
DELISTED
Mellanox Technologies, Ltd.
MLNX
| $355K | 0.08% |
+8,200
| New | +$363K |
|
411
Enbridge
ENB
$110B
| $354K | 0.08% |
8,000
-6,300
| -44% | -$264K |
|
412
Smith & Wesson
SWBI
$593M
| $354K | 0.08% |
+17,303
| New | +$379K |
|
|
BID
413
DELISTED
Sotheby's
BID
| $353K | 0.08% |
+9,294
| New | +$329K |
|
414
3M
MMM
$86.4B
| $352K | 0.08% |
+2,392
| New | +$357K |
|
415
Zimmer Biomet
ZBH
$18B
| $351K | 0.08% |
+2,781
| New | +$344K |
|
|
DPLO
416
DELISTED
DIPLOMAT PHARMACY, INC.
DPLO
| $350K | 0.08% |
+12,509
| New | +$420K |
|
|
FRAN
417
DELISTED
Francesca's Holdings Corporation
FRAN
| $349K | 0.08% |
+1,883
| New | +$308K |
|
418
Crown Holdings
CCK
$12.3B
| $348K | 0.08% |
6,100
+1,700
| +39% | +$91.1K |
|
419
Diageo
DEO
$48.4B
| $348K | 0.08% |
+3,000
| New | +$343K |
|
|
UNT
420
DELISTED
UNIT Corporation
UNT
| $346K | 0.08% |
18,579
-28,121
| -60% | -$434K |
|
421
Fair Isaac
FICO
$20.2B
| $342K | 0.08% |
+2,741
| New | +$342K |
|
422
Harley-Davidson
HOG
$2.83B
| $342K | 0.08% |
+6,500
| New | +$336K |
|
423
TransUnion
TRU
$14.9B
| $342K | 0.08% |
9,916
-4,124
| -29% | -$138K |
|
424
InterDigital
IDCC
$8.8B
| $341K | 0.08% |
+4,300
| New | +$287K |
|
|
PF
425
DELISTED
Pinnacle Foods, Inc.
PF
| $341K | 0.08% |
+6,800
| New | +$337K |
|
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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.