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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 | |
|---|---|---|---|---|---|---|
576
Alpha and Omega Semiconductor
AOSL
$923M
| $234K | 0.05% |
+10,795
| New | +$194K |
|
577
Comtech Telecommunications
CMTL
$51.8M
| $234K | 0.05% |
+18,243
| New | +$239K |
|
578
DXP Enterprises
DXPE
$2.62B
| $234K | 0.05% |
+8,301
| New | +$191K |
|
|
CALY
579
Callaway Golf Company
CALY
$3.26B
| $234K | 0.05% |
20,125
-20,098
| -50% | -$224K |
|
|
STRZA
580
DELISTED
Starz - Series A
STRZA
| $234K | 0.05% |
+7,500
| New | +$231K |
|
581
Autodesk
ADSK
$44.3B
| $231K | 0.05% |
+3,200
| New | +$202K |
|
582
Landstar System
LSTR
$6.8B
| $231K | 0.05% |
+3,388
| New | +$233K |
|
583
Nasdaq
NDAQ
$51.5B
| $230K | 0.05% |
+10,200
| New | +$236K |
|
|
ECHO
584
EchoStar
ECHO
$25.5B
| $229K | 0.05% |
6,461
-7,413
| -53% | -$235K |
|
|
TIME
585
DELISTED
Time Inc.
TIME
| $229K | 0.05% |
+15,823
| New | +$239K |
|
|
NTT
586
DELISTED
Nippon Telegraph & Telephone
NTT
| $229K | 0.05% |
5,000
-8,956
| -64% | -$418K |
|
587
DHT Holdings
DHT
$2.97B
| $228K | 0.05% |
54,348
-70,052
| -56% | -$326K |
|
|
CEO
588
DELISTED
CNOOC Limited
CEO
| $228K | 0.05% |
1,800
-4,987
| -73% | -$612K |
|
589
Methode Electronics
MEI
$543M
| $227K | 0.05% |
+6,500
| New | +$228K |
|
|
JOBS
590
DELISTED
51job Inc
JOBS
| $227K | 0.05% |
+6,800
| New | +$223K |
|
|
ACAS
591
DELISTED
American Capital Ltd
ACAS
| $227K | 0.05% |
+13,400
| New | +$222K |
|
592
EnerSys
ENS
$6.95B
| $226K | 0.05% |
3,273
-26,714
| -89% | -$1.78M |
|
|
MDCO
593
DELISTED
Medicines Co
MDCO
| $226K | 0.05% |
6,000
-12,887
| -68% | -$486K |
|
|
SCS
594
DELISTED
Steelcase
SCS
| $225K | 0.05% |
+16,200
| New | +$231K |
|
|
RP
595
DELISTED
RealPage, Inc.
RP
| $225K | 0.05% |
8,766
-12,824
| -59% | -$319K |
|
|
PLKI
596
DELISTED
Popeyes Louisiana Kitchen, Inc.
PLKI
| $225K | 0.05% |
+4,260
| New | +$237K |
|
|
OPLN
597
Openlane
OPLN
$4.17B
| $224K | 0.05% |
+13,738
| New | +$219K |
|
598
Insulet
PODD
$11.3B
| $221K | 0.05% |
5,400
-7,592
| -58% | -$300K |
|
599
WSFS Financial
WSFS
$4.1B
| $221K | 0.05% |
+6,043
| New | +$218K |
|
600
Madison Square Garden
MSGS
$9.54B
| $220K | 0.05% |
+1,823
| New | +$232K |
|
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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.