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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 | |
|---|---|---|---|---|---|---|
501
Cohen & Steers
CNS
$4.18B
| $283K | 0.06% |
+6,610
| New | +$280K |
|
502
Patrick Industries
PATK
$2.8B
| $283K | 0.06% |
+10,274
| New | +$289K |
|
503
Teradyne
TER
$54.8B
| $283K | 0.06% |
13,100
-7,000
| -35% | -$144K |
|
|
TOUR
504
Tuniu
TOUR
$55.4M
| $281K | 0.06% |
2,774
+581
| +26% | +$54.5K |
|
505
Duluth Holdings
DLTH
$160M
| $280K | 0.06% |
+10,579
| New | +$289K |
|
506
Varonis Systems
VRNS
$5.25B
| $280K | 0.06% |
27,888
-54,213
| -66% | -$496K |
|
507
Jazz Pharmaceuticals
JAZZ
$15.9B
| $279K | 0.06% |
+2,300
| New | +$310K |
|
|
MITL
508
DELISTED
Mitel Networks Corporation
MITL
| $278K | 0.06% |
37,803
+16,860
| +81% | +$124K |
|
509
Altisource Portfolio Solutions
ASPS
$65.4M
| $277K | 0.06% |
+1,071
| New | +$252K |
|
|
PGTI
510
DELISTED
PGT, Inc.
PGTI
| $277K | 0.06% |
+25,983
| New | +$299K |
|
511
Commault Systems
CVLT
$5.89B
| $276K | 0.06% |
5,200
-800
| -13% | -$40.2K |
|
|
HOUS
512
DELISTED
Anywhere Real Estate
HOUS
| $274K | 0.06% |
10,600
-2,900
| -21% | -$80.4K |
|
513
NETSCOUT
NTCT
$2.86B
| $274K | 0.06% |
9,382
-7,440
| -44% | -$204K |
|
|
DDC
514
DELISTED
Dominion Diamond Corporation
DDC
| $273K | 0.06% |
28,021
+17,868
| +176% | +$160K |
|
515
American International
AIG
$41.9B
| $271K | 0.06% |
+4,571
| New | +$261K |
|
516
Mueller Industries
MLI
$14.1B
| $271K | 0.06% |
+33,412
| New | +$281K |
|
517
FirstEnergy
FE
$28.9B
| $270K | 0.06% |
8,151
-17,149
| -68% | -$583K |
|
518
Polaris
PII
$4.15B
| $270K | 0.06% |
+3,500
| New | +$304K |
|
|
TCF
519
DELISTED
TCF Financial Corporation Common Stock
TCF
| $269K | 0.06% |
+6,100
| New | +$260K |
|
520
Chesapeake Utilities
CPK
$3.26B
| $268K | 0.06% |
+4,382
| New | +$281K |
|
521
Alto Ingredients
ALTO
$360M
| $267K | 0.06% |
+38,579
| New | +$249K |
|
522
Merit Medical Systems
MMSI
$4.43B
| $267K | 0.06% |
11,000
-1,820
| -14% | -$42K |
|
523
Compass Minerals
CMP
$1.24B
| $265K | 0.06% |
+3,590
| New | +$260K |
|
524
Gartner
IT
$9.41B
| $265K | 0.06% |
3,000
-8,118
| -73% | -$761K |
|
525
Sturm, Ruger & Co
RGR
$610M
| $265K | 0.06% |
+4,590
| New | +$291K |
|
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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.