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Trexquant Investment Portfolio holdings
AUM
$13.9B
1-Year Est. Return
31.98%
This Fund
S&P 500
This Quarter
Est. Return
+9.76%
1 Year Est. Return
+31.98%
3 Year Est. Return
+90.18%
5 Year Est. Return
+73.02%
10 Year Est. Return
+326.84%
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 | 15.15% |
| 2 | Industrials | 14.43% |
| 3 | Technology | 12.95% |
| 4 | Financials | 12.11% |
| 5 | Healthcare | 11.39% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
376
NiSource
NI
$22.4B
| $393K | 0.09% |
+16,282
| New | +$408K |
|
|
TWX
377
DELISTED
Time Warner Inc
TWX
| $390K | 0.09% |
4,900
-25,600
| -84% | -$2M |
|
378
Hasbro
HAS
$12.6B
| $389K | 0.09% |
4,900
-48,000
| -91% | -$3.9M |
|
379
Advance Auto Parts
AAP
$3.37B
| $388K | 0.09% |
+2,600
| New | +$415K |
|
|
ALJ
380
DELISTED
Alon USA Energy Inc
ALJ
| $387K | 0.09% |
+48,006
| New | +$356K |
|
|
EGL
381
DELISTED
Engility Holdings, Inc.
EGL
| $387K | 0.09% |
12,297
+207
| +2% | +$6.08K |
|
|
WNS
382
DELISTED
WNS Holdings
WNS
| $386K | 0.09% |
+12,892
| New | +$371K |
|
|
KATE
383
DELISTED
Kate Spade & Company
KATE
| $386K | 0.09% |
22,507
-19,277
| -46% | -$374K |
|
384
Virtu Financial
VIRT
$5.2B
| $383K | 0.09% |
+25,602
| New | +$431K |
|
385
Alibaba
BABA
$269B
| $381K | 0.09% |
+3,600
| New | +$334K |
|
|
JASO
386
DELISTED
JA Solar Holdings, Co., Ltd
JASO
| $380K | 0.08% |
+63,305
| New | +$446K |
|
|
PACW
387
DELISTED
PacWest Bancorp
PACW
| $378K | 0.08% |
+8,800
| New | +$367K |
|
|
CZZ
388
DELISTED
Cosan Limited
CZZ
| $378K | 0.08% |
+52,927
| New | +$357K |
|
|
TXNM
389
TXNM Energy Inc
TXNM
$6.47B
| $376K | 0.08% |
11,500
-5,274
| -31% | -$176K |
|
390
Westlake Corp
WLK
$9.46B
| $375K | 0.08% |
7,000
-18,127
| -72% | -$874K |
|
391
Interparfums
IPAR
$3.92B
| $374K | 0.08% |
+11,598
| New | +$371K |
|
|
CYOU
392
DELISTED
Changyou.com Limited American Depositary Share
CYOU
| $374K | 0.08% |
+13,723
| New | +$318K |
|
|
ANDV
393
DELISTED
Andeavor
ANDV
| $374K | 0.08% |
+4,700
| New | +$362K |
|
|
NPTN
394
DELISTED
NEOPHOTONICS CORP
NPTN
| $373K | 0.08% |
+22,800
| New | +$321K |
|
395
Delek US
DK
$3.87B
| $367K | 0.08% |
+21,200
| New | +$325K |
|
396
Flex
FLEX
$43.4B
| $365K | 0.08% |
35,564
-88,112
| -71% | -$855K |
|
|
SNP
397
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
| $365K | 0.08% |
+4,942
| New | +$355K |
|
|
BKS
398
DELISTED
Barnes & Noble
BKS
| $365K | 0.08% |
32,322
-31,858
| -50% | -$384K |
|
399
Booz Allen Hamilton
BAH
$8.7B
| $364K | 0.08% |
11,500
-9,800
| -46% | -$299K |
|
400
MakeMyTrip
MMYT
$4.67B
| $364K | 0.08% |
+15,438
| New | +$293K |
|
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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 15% 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.