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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 | |
|---|---|---|---|---|---|---|
751
Compañía de Cervecerías Unidas
CCU
$2.12B
| – | – |
-12,295
| Closed | -$287K |
|
752
Coeur Mining
CDE
$15.6B
| – | – |
-34,238
| Closed | -$365K |
|
753
CDW
CDW
$17.1B
| – | – |
-17,503
| Closed | -$702K |
|
754
Celanese
CE
$5.09B
| – | – |
-13,200
| Closed | -$864K |
|
755
City Holding Co
CHCO
$1.97B
| – | – |
-4,959
| Closed | -$225K |
|
756
Church & Dwight Co
CHD
$23.1B
| – | – |
-17,200
| Closed | -$885K |
|
757
Chemed
CHE
$6.78B
| – | – |
-4,400
| Closed | -$600K |
|
758
Chunghwa Telecom
CHT
$33.2B
| – | – |
-23,000
| Closed | -$835K |
|
759
Ciena
CIEN
$55.3B
| – | – |
-101,800
| Closed | -$1.91M |
|
760
Clearwater Paper
CLW
$271M
| – | – |
-4,963
| Closed | -$324K |
|
761
Canadian Imperial Bank of Commerce
CM
$107B
| – | – |
-15,988
| Closed | -$600K |
|
|
CMA
762
DELISTED
Comerica
CMA
| – | – |
-6,952
| Closed | -$286K |
|
763
Comcast
CMCSA
$79.1B
| – | – |
-26,000
| Closed | -$847K |
|
764
CNA Financial
CNA
$14.5B
| – | – |
-10,361
| Closed | -$326K |
|
765
Canadian National Railway
CNI
$78.3B
| – | – |
-15,700
| Closed | -$927K |
|
766
Cinemark Holdings
CNK
$3.82B
| – | – |
-15,700
| Closed | -$572K |
|
767
Capital One
COF
$124B
| – | – |
-34,800
| Closed | -$2.21M |
|
|
VISN
768
Vistance Networks Inc
VISN
$2.66B
| – | – |
-28,117
| Closed | -$872K |
|
769
Cooper Companies
COO
$13.7B
| – | – |
-17,200
| Closed | -$738K |
|
770
ConocoPhillips
COP
$147B
| – | – |
-66,700
| Closed | -$2.91M |
|
771
Cencora
COR
$60.3B
| – | – |
-21,000
| Closed | -$1.67M |
|
772
Campbell Soup
CPB
$6.51B
| – | – |
-15,700
| Closed | -$1.04M |
|
773
Central Pacific Financial
CPF
$997M
| – | – |
-11,549
| Closed | -$273K |
|
|
774
Capri Holdings
CPRI
$1.77B
| – | – |
-84,600
| Closed | -$4.19M |
|
775
Criteo
CRTO
$1.03B
| – | – |
-14,300
| Closed | -$657K |
|
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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.