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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 | |
|---|---|---|---|---|---|---|
726
AeroVironment
AVAV
$7.57B
| – | – |
-24,090
| Closed | -$670K |
|
727
Avanos Medical
AVNS
$1.17B
| – | – |
-16,728
| Closed | -$544K |
|
728
Braskem
BAK
$980M
| – | – |
-19,049
| Closed | -$226K |
|
729
Banner Corp
BANR
$2.39B
| – | – |
-7,378
| Closed | -$314K |
|
730
Barrett Business Services
BBSI
$976M
| – | – |
-60,200
| Closed | -$622K |
|
731
Brink's
BCO
$5.02B
| – | – |
-30,743
| Closed | -$876K |
|
732
Becton Dickinson
BDX
$43.1B
| – | – |
-2,870
| Closed | -$475K |
|
733
Bread Financial
BFH
$4.21B
| – | – |
-4,887
| Closed | -$764K |
|
|
BGFV
734
DELISTED
Big 5 Sporting Goods
BGFV
| – | – |
-12,079
| Closed | -$112K |
|
735
Bio-Rad Laboratories Class A
BIO
$8.42B
| – | – |
-4,321
| Closed | -$618K |
|
736
Black Hills Corp
BKH
$5.73B
| – | – |
-4,700
| Closed | -$296K |
|
737
Bankunited
BKU
$3.38B
| – | – |
-14,514
| Closed | -$446K |
|
738
Builders FirstSource
BLDR
$7.84B
| – | – |
-15,300
| Closed | -$172K |
|
739
BioMarin Pharmaceuticals
BMRN
$11.5B
| – | – |
-3,700
| Closed | -$288K |
|
740
Bank of Hawaii
BOH
$3.33B
| – | – |
-4,908
| Closed | -$338K |
|
|
BRFS
741
DELISTED
BRF SA
BRFS
| – | – |
-14,567
| Closed | -$203K |
|
742
Bruker
BRKR
$9.2B
| – | – |
-38,200
| Closed | -$869K |
|
743
Baytex Energy
BTE
$3.08B
| – | – |
-27,835
| Closed | -$161K |
|
744
Babcock & Wilcox
BW
$1.43B
| – | – |
-6,662
| Closed | -$979K |
|
745
Cheesecake Factory
CAKE
$4.21B
| – | – |
-23,400
| Closed | -$1.13M |
|
746
Caleres
CAL
$396M
| – | – |
-8,974
| Closed | -$217K |
|
747
Cato Corp
CATO
$65.9M
| – | – |
-8,157
| Closed | -$308K |
|
748
Cathay General Bancorp
CATY
$4.2B
| – | – |
-14,850
| Closed | -$419K |
|
749
Cabot Corp
CBT
$4.65B
| – | – |
-7,500
| Closed | -$342K |
|
750
Cameco
CCJ
$38.3B
| – | – |
-69,600
| Closed | -$764K |
|
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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.