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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 | |
|---|---|---|---|---|---|---|
951
Ferrari
RACE
$71.3B
| – | – |
-14,800
| Closed | -$606K |
|
952
FreightCar America
RAIL
$241M
| – | – |
-15,851
| Closed | -$223K |
|
953
Rogers Communications
RCI
$19.9B
| – | – |
-9,204
| Closed | -$372K |
|
954
Radian Group
RDN
$4.77B
| – | – |
-153,918
| Closed | -$1.6M |
|
955
Radware
RDWR
$1.18B
| – | – |
-18,430
| Closed | -$208K |
|
956
Dr. Reddy's Laboratories
RDY
$9.9B
| – | – |
-64,000
| Closed | -$656K |
|
957
Regeneron Pharmaceuticals
REGN
$83.4B
| – | – |
-6,000
| Closed | -$2.1M |
|
958
Regions Financial
RF
$25.6B
| – | – |
-410,015
| Closed | -$3.49M |
|
959
Reinsurance Group of America
RGA
$16.1B
| – | – |
-7,802
| Closed | -$757K |
|
960
Robert Half
RHI
$4.01B
| – | – |
-27,814
| Closed | -$1.06M |
|
961
RingCentral
RNG
$5.86B
| – | – |
-43,964
| Closed | -$867K |
|
962
Renasant Corp
RNST
$3.73B
| – | – |
-22,422
| Closed | -$725K |
|
963
Gibraltar Industries
ROCK
$1.41B
| – | – |
-14,883
| Closed | -$470K |
|
964
Rogers Corp
ROG
$2.31B
| – | – |
-5,044
| Closed | -$308K |
|
965
Range Resources
RRC
$9.79B
| – | – |
-79,899
| Closed | -$3.45M |
|
966
Red Robin
RRGB
$159M
| – | – |
-10,504
| Closed | -$498K |
|
967
Republic Services
RSG
$67.9B
| – | – |
-11,600
| Closed | -$595K |
|
968
Revvity
RVTY
$14.2B
| – | – |
-5,950
| Closed | -$312K |
|
969
Sabre
SABR
$912M
| – | – |
-12,400
| Closed | -$332K |
|
970
Saic
SAIC
$5.34B
| – | – |
-5,100
| Closed | -$298K |
|
971
Sanmina
SANM
$11B
| – | – |
-11,491
| Closed | -$308K |
|
972
Sabesp
SBS
$18.5B
| – | – |
-330,414
| Closed | -$574K |
|
973
Service Corp International
SCI
$11B
| – | – |
-18,965
| Closed | -$513K |
|
974
Comscore
SCOR
$74.9M
| – | – |
-1,980
| Closed | -$946K |
|
975
Scansource
SCSC
$1.17B
| – | – |
-5,627
| Closed | -$209K |
|
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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.