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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 | |
|---|---|---|---|---|---|---|
|
CHL
626
DELISTED
China Mobile Limited
CHL
| $209K | 0.05% |
3,400
-3,600
| -51% | -$221K |
|
627
Broadridge
BR
$17.2B
| $208K | 0.05% |
+3,073
| New | +$210K |
|
628
HSBC
HSBC
$355B
| $207K | 0.05% |
+6,088
| New | +$191K |
|
629
Matthews International
MATW
$864M
| $207K | 0.05% |
+3,400
| New | +$204K |
|
|
PNNT
630
Pennant Park Investment Corp
PNNT
$215M
| $207K | 0.05% |
27,572
-23,345
| -46% | -$176K |
|
|
DERM
631
DELISTED
Dermira, Inc.
DERM
| $207K | 0.05% |
+6,127
| New | +$197K |
|
632
Artivion
AORT
$1.23B
| $206K | 0.05% |
+11,717
| New | +$177K |
|
|
BLD
633
DELISTED
TopBuild
BLD
| $206K | 0.05% |
+6,200
| New | +$218K |
|
634
Heartland Express
HTLD
$1.11B
| $206K | 0.05% |
+10,917
| New | +$205K |
|
635
John B. Sanfilippo & Son
JBSS
$949M
| $205K | 0.05% |
+4,000
| New | +$192K |
|
636
New Jersey Resources
NJR
$6.06B
| $205K | 0.05% |
6,236
+674
| +12% | +$23.9K |
|
637
Plains GP Holdings
PAGP
$5.23B
| $204K | 0.05% |
5,933
-33,491
| -85% | -$1.01M |
|
|
CVA
638
DELISTED
Covanta Holding Corporation
CVA
| $204K | 0.05% |
13,261
+570
| +4% | +$8.86K |
|
|
HABT
639
DELISTED
The Habit Restaurants, Inc. - Class A
HABT
| $204K | 0.05% |
+14,571
| New | +$224K |
|
|
ULTI
640
DELISTED
Ultimate Software Group Inc
ULTI
| $204K | 0.05% |
+1,000
| New | +$211K |
|
641
Quad
QUAD
$430M
| $203K | 0.05% |
7,600
-7,700
| -50% | -$204K |
|
|
UNVR
642
DELISTED
Univar Solutions Inc.
UNVR
| $203K | 0.05% |
+9,292
| New | +$182K |
|
643
CACI
CACI
$10.8B
| $202K | 0.05% |
+2,000
| New | +$193K |
|
|
MASI
644
DELISTED
Masimo
MASI
| $202K | 0.05% |
3,400
-7,475
| -69% | -$422K |
|
|
CSFL
645
DELISTED
CenterState Bank Corporation Common Stock
CSFL
| $201K | 0.04% |
+11,324
| New | +$194K |
|
|
CAA
646
DELISTED
CalAtlantic Group, Inc.
CAA
| $201K | 0.04% |
+6,000
| New | +$220K |
|
|
VASC
647
DELISTED
Vascular Solutions Inc
VASC
| $200K | 0.04% |
+4,137
| New | +$193K |
|
648
Xerox
XRX
$337M
| $198K | 0.04% |
7,400
-18,205
| -71% | -$470K |
|
|
ISBC
649
DELISTED
Investors Bancorp, Inc.
ISBC
| $191K | 0.04% |
15,900
-23,884
| -60% | -$277K |
|
650
OneSpan
OSPN
$562M
| $190K | 0.04% |
+10,792
| New | +$190K |
|
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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.