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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 | |
|---|---|---|---|---|---|---|
|
SNV
526
DELISTED
Synovus
SNV
| $265K | 0.06% |
8,143
-17,957
| -69% | -$564K |
|
527
RBC Bearings
RBC
$18.8B
| $264K | 0.06% |
3,446
-5,054
| -59% | -$386K |
|
|
SIOX
528
DELISTED
Sio Gene Therapies Inc. Common Stock
SIOX
| $264K | 0.06% |
+2,354
| New | +$283K |
|
|
SONC
529
DELISTED
Sonic Corp
SONC
| $264K | 0.06% |
+10,100
| New | +$278K |
|
|
CHU
530
DELISTED
China Unicom (HONG KONG) Limited
CHU
| $264K | 0.06% |
21,700
+5,318
| +32% | +$59.1K |
|
|
SODA
531
DELISTED
SodaStream International Ltd
SODA
| $263K | 0.06% |
9,896
+514
| +5% | +$13.5K |
|
532
Huazhu Hotels Group
HTHT
$12.4B
| $262K | 0.06% |
+23,200
| New | +$243K |
|
533
AXIS Capital
AXS
$8.59B
| $261K | 0.06% |
+4,800
| New | +$265K |
|
534
Wintrust Financial
WTFC
$10.7B
| $261K | 0.06% |
+4,700
| New | +$253K |
|
535
Energizer
ENR
$1.44B
| $260K | 0.06% |
5,200
-2,118
| -29% | -$104K |
|
536
Comfort Systems
FIX
$61B
| $260K | 0.06% |
8,868
-2,332
| -21% | -$69.3K |
|
537
ManpowerGroup
MAN
$2.39B
| $260K | 0.06% |
+3,600
| New | +$248K |
|
538
International Paper
IP
$22.3B
| $259K | 0.06% |
+5,702
| New | +$251K |
|
|
DCM
539
DELISTED
NTT DOCOMO, Inc.
DCM
| $259K | 0.06% |
10,174
-372
| -4% | -$9.82K |
|
|
BBT
540
Beacon Financial Corp
BBT
$2.53B
| $258K | 0.06% |
+9,317
| New | +$254K |
|
541
Huron Consulting
HURN
$1.82B
| $257K | 0.06% |
4,300
-5,450
| -56% | -$337K |
|
542
Stellantis
STLA
$16.5B
| $257K | 0.06% |
40,329
-2,258
| -5% | -$14.8K |
|
543
Fortune Brands Innovations
FBIN
$6.12B
| $256K | 0.06% |
+5,148
| New | +$269K |
|
|
RPTP
544
DELISTED
RAPTOR PHARMACEUTICAL CORP COM STK (DE)
RPTP
| $256K | 0.06% |
+28,587
| New | +$203K |
|
545
Baidu
BIDU
$35.8B
| $255K | 0.06% |
1,400
-18,800
| -93% | -$3.25M |
|
546
CBRE Group
CBRE
$40.8B
| $255K | 0.06% |
+9,100
| New | +$260K |
|
|
KAMN
547
DELISTED
Kaman Corp
KAMN
| $255K | 0.06% |
+5,800
| New | +$254K |
|
|
AERI
548
DELISTED
Aerie Pharmaceuticals
AERI
| $255K | 0.06% |
+6,745
| New | +$149K |
|
549
Entegris
ENTG
$19.7B
| $253K | 0.06% |
+14,500
| New | +$238K |
|
550
Prothena Corp
PRTA
$458M
| $253K | 0.06% |
4,213
-16,206
| -79% | -$869K |
|
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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.