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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 | |
|---|---|---|---|---|---|---|
|
FOLD
601
DELISTED
Amicus Therapeutics
FOLD
| $219K | 0.05% |
29,662
-58,824
| -66% | -$397K |
|
602
Shopify
SHOP
$148B
| $218K | 0.05% |
+50,970
| New | +$195K |
|
603
Adtran
ADTN
$798M
| $217K | 0.05% |
11,357
-13,280
| -54% | -$245K |
|
604
Autohome
ATHM
$2.43B
| $217K | 0.05% |
8,963
-24,994
| -74% | -$581K |
|
605
Citigroup
C
$222B
| $217K | 0.05% |
+4,600
| New | +$209K |
|
606
Theravance Biopharma
TBPH
$874M
| $217K | 0.05% |
5,995
-6,061
| -50% | -$169K |
|
607
Forum Energy Technologies
FET
$654M
| $216K | 0.05% |
+545
| New | +$188K |
|
608
LCI Industries
LCII
$2.51B
| $216K | 0.05% |
2,200
-6,243
| -74% | -$593K |
|
609
Synchrony
SYF
$23.7B
| $216K | 0.05% |
+7,700
| New | +$212K |
|
|
NVDQ
610
DELISTED
Novadaq Technologies Inc.
NVDQ
| $216K | 0.05% |
+18,663
| New | +$203K |
|
611
Buckle
BKE
$2.19B
| $215K | 0.05% |
+8,960
| New | +$231K |
|
|
CSOD
612
DELISTED
Cornerstone OnDemand, Inc.
CSOD
| $214K | 0.05% |
4,666
-26,766
| -85% | -$1.17M |
|
613
Covenant Logistics
CVLG
$1.18B
| $213K | 0.05% |
+22,052
| New | +$222K |
|
|
DVAX
614
DELISTED
Dynavax Technologies
DVAX
| $213K | 0.05% |
20,307
-4,705
| -19% | -$67.6K |
|
615
Regal Rexnord
RRX
$14.2B
| $213K | 0.05% |
+3,586
| New | +$215K |
|
616
Flotek Industries
FTK
$935M
| $212K | 0.05% |
+2,433
| New | +$211K |
|
617
Advanced Drainage Systems
WMS
$10.9B
| $212K | 0.05% |
+8,800
| New | +$224K |
|
|
WIRE
618
DELISTED
Encore Wire Corp
WIRE
| $212K | 0.05% |
+5,756
| New | +$220K |
|
619
Celestica
CLS
$35.1B
| $211K | 0.05% |
19,478
-15,367
| -44% | -$162K |
|
|
ONDK
620
DELISTED
On Deck Capital, Inc.
ONDK
| $211K | 0.05% |
+37,060
| New | +$212K |
|
|
CWEI
621
DELISTED
Clayton Williams Energy, Inc.
CWEI
| $211K | 0.05% |
+2,466
| New | +$135K |
|
622
Acacia Research
ACTG
$450M
| $210K | 0.05% |
+32,260
| New | +$186K |
|
|
ENV
623
DELISTED
ENVESTNET, INC.
ENV
| $210K | 0.05% |
5,773
-493
| -8% | -$18.7K |
|
624
Rambus
RMBS
$10.4B
| $209K | 0.05% |
+16,700
| New | +$221K |
|
625
Travel + Leisure Co
TNL
$4.54B
| $209K | 0.05% |
+6,867
| New | +$219K |
|
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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.