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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 | |
|---|---|---|---|---|---|---|
826
Haemonetics
HAE
$4.68B
| – | – |
-12,445
| Closed | -$361K |
|
827
Halozyme
HALO
$12.3B
| – | – |
-25,345
| Closed | -$219K |
|
|
828
Home Depot
HD
$313B
| – | – |
-35,200
| Closed | -$4.5M |
|
829
HDFC Bank
HDB
$116B
| – | – |
-32,400
| Closed | -$537K |
|
830
Hawaiian Electric Industries
HE
$1.88B
| – | – |
-20,206
| Closed | -$663K |
|
831
Hartford Financial Services
HIG
$36.7B
| – | – |
-32,700
| Closed | -$1.45M |
|
|
HIMX
832
Himax Technologies
HIMX
$2.46B
| – | – |
-72,831
| Closed | -$602K |
|
833
Hilton Worldwide
HLT
$68.5B
| – | – |
-3,334
| Closed | -$225K |
|
834
Honda
HMC
$40.3B
| – | – |
-39,885
| Closed | -$1.01M |
|
|
MCHB
835
Mechanics Bancorp
MCHB
$3.44B
| – | – |
-14,779
| Closed | -$294K |
|
836
Hope Bancorp
HOPE
$1.79B
| – | – |
-20,600
| Closed | -$307K |
|
837
H&R Block
HRB
$5.66B
| – | – |
-146,100
| Closed | -$3.36M |
|
838
Heritage Insurance Holdings
HRTG
$1.02B
| – | – |
-10,110
| Closed | -$121K |
|
839
Henry Schein
HSIC
$9.9B
| – | – |
-23,205
| Closed | -$1.61M |
|
840
Hubbell
HUBB
$24.6B
| – | – |
-2,852
| Closed | -$301K |
|
841
Huntsman Corp
HUN
$1.72B
| – | – |
-82,700
| Closed | -$1.11M |
|
842
Hexcel
HXL
$6.9B
| – | – |
-10,819
| Closed | -$451K |
|
|
PPLI
843
People Inc
PPLI
$2.86B
| – | – |
-94,562
| Closed | -$951K |
|
844
Installed Building Products
IBP
$6.06B
| – | – |
-6,201
| Closed | -$225K |
|
|
BRSL
845
Brightstar Lottery PLC
BRSL
$2.03B
| – | – |
-27,492
| Closed | -$515K |
|
846
IMAX
IMAX
$2.89B
| – | – |
-27,400
| Closed | -$808K |
|
847
Incyte
INCY
$25.2B
| – | – |
-26,334
| Closed | -$2.11M |
|
848
Intuit
INTU
$87.2B
| – | – |
-3,600
| Closed | -$402K |
|
849
Innospec
IOSP
$2.3B
| – | – |
-4,682
| Closed | -$215K |
|
850
IPG Photonics
IPGP
$3.38B
| – | – |
-7,454
| Closed | -$596K |
|
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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.