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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 | |
|---|---|---|---|---|---|---|
651
Vanda Pharmaceuticals
VNDA
$312M
| $185K | 0.04% |
+11,100
| New | +$149K |
|
|
DCOM
652
DELISTED
Dime Community Bancshares
DCOM
| $183K | 0.04% |
+10,938
| New | +$190K |
|
|
GCI
653
DELISTED
Gannett Co., Inc
GCI
| $182K | 0.04% |
15,614
-14,586
| -48% | -$182K |
|
654
AngioDynamics
ANGO
$562M
| $178K | 0.04% |
+10,158
| New | +$165K |
|
655
Equinor
EQNR
$95.9B
| $175K | 0.04% |
10,400
-41,804
| -80% | -$679K |
|
656
Tower Semiconductor
TSEM
$26.4B
| $175K | 0.04% |
+11,500
| New | +$166K |
|
|
HDP
657
DELISTED
Hortonworks, Inc.
HDP
| $170K | 0.04% |
20,335
+3,102
| +18% | +$29.4K |
|
|
TAST
658
DELISTED
Carrols Restaurant Group, Inc.
TAST
| $168K | 0.04% |
12,724
+231
| +2% | +$2.98K |
|
659
PENN Entertainment
PENN
$2.74B
| $161K | 0.04% |
11,900
-46,379
| -80% | -$653K |
|
|
TA
660
DELISTED
TravelCenters of America LLC
TA
| $161K | 0.04% |
4,491
-255
| -5% | -$9.59K |
|
|
XXIA
661
DELISTED
Ixia
XXIA
| $160K | 0.04% |
12,806
-14,208
| -53% | -$163K |
|
662
Nomad Foods
NOMD
$1.64B
| $159K | 0.04% |
+13,423
| New | +$135K |
|
663
Box
BOX
$4.02B
| $158K | 0.04% |
+10,000
| New | +$127K |
|
664
Regis Corp
RGS
$69.9M
| $157K | 0.04% |
+625
| New | +$164K |
|
|
VG
665
DELISTED
Vonage Holdings Corporation
VG
| $156K | 0.03% |
+23,535
| New | +$141K |
|
|
CARB
666
DELISTED
Carbonite Inc
CARB
| $154K | 0.03% |
+10,020
| New | +$127K |
|
|
TSL
667
DELISTED
Trina Solar Limited
TSL
| $152K | 0.03% |
+14,868
| New | +$146K |
|
668
Accuray
ARAY
$28.4M
| $151K | 0.03% |
23,767
+2,777
| +13% | +$15.1K |
|
669
BGC Group
BGC
$5.58B
| $149K | 0.03% |
+26,391
| New | +$151K |
|
670
New York Times
NYT
$11.6B
| $146K | 0.03% |
+12,179
| New | +$154K |
|
|
RUTH
671
DELISTED
Ruth's Hospitality Group, Inc.
RUTH
| $145K | 0.03% |
+10,254
| New | +$157K |
|
|
MRTX
672
DELISTED
Mirati Therapeutics, Inc. Common Stock
MRTX
| $144K | 0.03% |
21,833
-26,345
| -55% | -$140K |
|
|
DENN
673
DELISTED
Denny's
DENN
| $141K | 0.03% |
13,215
+2,998
| +29% | +$32.5K |
|
674
Acco Brands
ACCO
$369M
| $137K | 0.03% |
14,163
-2,580
| -15% | -$26.5K |
|
675
Kosmos Energy
KOS
$1.56B
| $137K | 0.03% |
+21,400
| New | +$125K |
|
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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.