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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 | |
|---|---|---|---|---|---|---|
701
ACI Worldwide
ACIW
$5.25B
| – | – |
-33,687
| Closed | -$657K |
|
702
Adeia
ADEA
$3B
| – | – |
-54,258
| Closed | -$440K |
|
703
Analog Devices
ADI
$176B
| – | – |
-19,800
| Closed | -$1.12M |
|
704
Archer Daniels Midland
ADM
$40.7B
| – | – |
-14,700
| Closed | -$630K |
|
705
AerCap
AER
$22.6B
| – | – |
-31,362
| Closed | -$1.05M |
|
706
AES
AES
$10.6B
| – | – |
-83,100
| Closed | -$1.04M |
|
707
Alamos Gold
AGI
$15.3B
| – | – |
-83,914
| Closed | -$722K |
|
708
Assured Guaranty
AGO
$3.21B
| – | – |
-18,734
| Closed | -$475K |
|
709
Assurant
AIZ
$13.9B
| – | – |
-5,000
| Closed | -$432K |
|
710
Arthur J. Gallagher & Co
AJG
$64.5B
| – | – |
-21,100
| Closed | -$1M |
|
711
Akebia Therapeutics
AKBA
$285M
| – | – |
-32,442
| Closed | -$243K |
|
|
AL
712
DELISTED
Air Lease Corp
AL
| – | – |
-26,800
| Closed | -$718K |
|
713
Affiliated Managers Group
AMG
$9.32B
| – | – |
-9,600
| Closed | -$1.35M |
|
714
Ameriprise Financial
AMP
$49.2B
| – | – |
-9,808
| Closed | -$881K |
|
715
Angi Inc
ANGI
$191M
| – | – |
-2,673
| Closed | -$174K |
|
716
APA Corp
APA
$15.3B
| – | – |
-13,500
| Closed | -$752K |
|
717
Apogee Enterprises
APOG
$808M
| – | – |
-11,120
| Closed | -$515K |
|
718
Antero Resources
AR
$12B
| – | – |
-76,100
| Closed | -$1.98M |
|
719
ArcBest
ARCB
$3.09B
| – | – |
-27,492
| Closed | -$447K |
|
720
Arrow Electronics
ARW
$11.1B
| – | – |
-10,900
| Closed | -$675K |
|
|
ASRT
721
DELISTED
Assertio
ASRT
| – | – |
-560
| Closed | -$659K |
|
722
A10 Networks
ATEN
$1.78B
| – | – |
-48,739
| Closed | -$315K |
|
723
AtriCure
ATRC
$2.73B
| – | – |
-26,975
| Closed | -$381K |
|
724
Astronics
ATRO
$3.27B
| – | – |
-16,411
| Closed | -$344K |
|
725
AngloGold Ashanti
AU
$54.5B
| – | – |
-135,149
| Closed | -$2.44M |
|
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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.