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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 | |
|---|---|---|---|---|---|---|
|
CSGS
776
DELISTED
CSG Systems International
CSGS
| – | – |
-5,510
| Closed | -$222K |
|
777
Caesarstone
CSTE
$72.3M
| – | – |
-7,844
| Closed | -$273K |
|
778
CSX Corp
CSX
$98.6B
| – | – |
-344,100
| Closed | -$2.99M |
|
|
CTRA
779
DELISTED
Coterra Energy
CTRA
| – | – |
-88,356
| Closed | -$2.27M |
|
780
CVR Energy
CVI
$3.36B
| – | – |
-15,599
| Closed | -$242K |
|
781
Crane NXT
CXT
$3.04B
| – | – |
-34,701
| Closed | -$684K |
|
782
Delta Air Lines
DAL
$55.9B
| – | – |
-38,400
| Closed | -$1.4M |
|
783
Deckers Outdoor
DECK
$13.3B
| – | – |
-25,080
| Closed | -$240K |
|
784
Dollar General
DG
$25.9B
| – | – |
-10,700
| Closed | -$1.01M |
|
785
Dine Brands
DIN
$432M
| – | – |
-11,700
| Closed | -$992K |
|
786
Dollar Tree
DLTR
$23.1B
| – | – |
-5,900
| Closed | -$556K |
|
787
Dorman Products
DORM
$4.01B
| – | – |
-5,734
| Closed | -$328K |
|
788
DaVita
DVA
$15.1B
| – | – |
-13,200
| Closed | -$1.02M |
|
789
Eagle Bancorp
EGBN
$867M
| – | – |
-5,468
| Closed | -$263K |
|
790
Elevance Health
ELV
$81.9B
| – | – |
-14,700
| Closed | -$1.93M |
|
791
Emcor
EME
$33.1B
| – | – |
-7,868
| Closed | -$388K |
|
792
Enovis
ENOV
$1.56B
| – | – |
-13,131
| Closed | -$598K |
|
793
EPAM Systems
EPAM
$4.69B
| – | – |
-17,400
| Closed | -$1.12M |
|
|
EMBJ
794
Embraer S.A. ADS
EMBJ
$11.6B
| – | – |
-74,200
| Closed | -$1.61M |
|
795
Eversource Energy
ES
$28.2B
| – | – |
-34,608
| Closed | -$2.07M |
|
796
Essent Group
ESNT
$6.06B
| – | – |
-28,666
| Closed | -$625K |
|
797
Edwards Lifesciences
EW
$47.6B
| – | – |
-97,500
| Closed | -$3.24M |
|
798
East-West Bancorp
EWBC
$17.9B
| – | – |
-41,520
| Closed | -$1.42M |
|
799
Eagle Materials
EXP
$6.6B
| – | – |
-3,500
| Closed | -$270K |
|
800
Expedia Group
EXPE
$31.2B
| – | – |
-27,500
| Closed | -$2.92M |
|
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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.