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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 | |
|---|---|---|---|---|---|---|
451
CMS Energy
CMS
$21.6B
| $320K | 0.07% |
+7,622
| New | +$333K |
|
452
Kaiser Aluminum
KALU
$2.74B
| $319K | 0.07% |
+3,690
| New | +$317K |
|
453
First American
FAF
$7.29B
| $318K | 0.07% |
8,100
-7,700
| -49% | -$319K |
|
454
Magnite
MGNI
$3.4B
| $316K | 0.07% |
38,193
-11,203
| -23% | -$119K |
|
455
United Parks & Resorts
PRKS
$1.85B
| $316K | 0.07% |
+23,424
| New | +$321K |
|
|
OME
456
DELISTED
Omega Protein
OME
| $316K | 0.07% |
13,504
+2,860
| +27% | +$67.2K |
|
|
PHH
457
DELISTED
PHH Corporation
PHH
| $315K | 0.07% |
+21,831
| New | +$320K |
|
458
Forestar Group
FOR
$1.38B
| $313K | 0.07% |
26,747
+16,192
| +153% | +$196K |
|
459
Pool Corp
POOL
$6.44B
| $312K | 0.07% |
+3,300
| New | +$324K |
|
460
Suncor Energy
SU
$79.4B
| $311K | 0.07% |
+11,179
| New | +$305K |
|
461
American Financial Group
AFG
$11.7B
| $310K | 0.07% |
+4,135
| New | +$305K |
|
462
Gogo Inc
GOGO
$373M
| $310K | 0.07% |
+28,062
| New | +$298K |
|
463
Herbalife
HLF
$1.3B
| $310K | 0.07% |
10,000
-59,000
| -86% | -$1.86M |
|
464
TTM Technologies
TTMI
$13.6B
| $310K | 0.07% |
+27,100
| New | +$268K |
|
|
MGLN
465
DELISTED
Magellan Health Services, Inc.
MGLN
| $310K | 0.07% |
+5,775
| New | +$348K |
|
466
Canadian Solar
CSIQ
$942M
| $309K | 0.07% |
+22,498
| New | +$310K |
|
467
Encompass Health
EHC
$11.9B
| $309K | 0.07% |
+9,583
| New | +$310K |
|
|
EIGI
468
DELISTED
Endurance International Group Holdings, Inc.
EIGI
| $309K | 0.07% |
+35,300
| New | +$294K |
|
|
ESPR
469
DELISTED
Esperion Therapeutics
ESPR
| $308K | 0.07% |
+22,272
| New | +$252K |
|
470
UGI
UGI
$8.21B
| $307K | 0.07% |
+6,800
| New | +$310K |
|
|
LTM
471
DELISTED
LATAM Airlines Group S.A American Depositary Shares (Each representing 1 Common Share)
LTM
| $307K | 0.07% |
+37,800
| New | +$311K |
|
472
Bank OZK
OZK
$5.37B
| $306K | 0.07% |
7,957
-17,043
| -68% | -$646K |
|
473
Icon
ICLR
$12.2B
| $305K | 0.07% |
3,948
+879
| +29% | +$66.1K |
|
|
SPR
474
DELISTED
Spirit AeroSystems
SPR
| $305K | 0.07% |
6,841
-45,247
| -87% | -$2M |
|
475
Axalta
AXTA
$7.6B
| $304K | 0.07% |
+10,746
| New | +$301K |
|
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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.