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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 | |
|---|---|---|---|---|---|---|
801
Ezcorp Inc
EZPW
$1.82B
| – | – |
-12,084
| Closed | -$91K |
|
|
FARO
802
DELISTED
Faro Technologies
FARO
| – | – |
-15,974
| Closed | -$540K |
|
|
DMC
803
Del Monte Corp
DMC
$1.35B
| – | – |
-6,125
| Closed | -$333K |
|
804
Factset
FDS
$9.05B
| – | – |
-3,305
| Closed | -$533K |
|
805
F5
FFIV
$22.1B
| – | – |
-4,800
| Closed | -$546K |
|
806
Federated Hermes
FHI
$4.4B
| – | – |
-36,400
| Closed | -$1.05M |
|
807
First Horizon
FHN
$12.1B
| – | – |
-13,691
| Closed | -$189K |
|
808
FIVE9
FIVN
$1.77B
| – | – |
-11,665
| Closed | -$139K |
|
|
FL
809
DELISTED
Foot Locker
FL
| – | – |
-73,500
| Closed | -$4.03M |
|
810
Fluor
FLR
$7.29B
| – | – |
-8,078
| Closed | -$398K |
|
811
1-800-Flowers.com
FLWS
$245M
| – | – |
-37,380
| Closed | -$337K |
|
812
Franco-Nevada
FNV
$41.4B
| – | – |
-25,324
| Closed | -$1.93M |
|
813
Fossil Group
FOSL
$239M
| – | – |
-12,800
| Closed | -$365K |
|
814
TechnipFMC
FTI
$30.6B
| – | – |
-69,414
| Closed | -$1.38M |
|
815
H.B. Fuller
FUL
$3B
| – | – |
-6,138
| Closed | -$270K |
|
816
GATX Corp
GATX
$6.55B
| – | – |
-4,647
| Closed | -$204K |
|
817
General Dynamics
GD
$105B
| – | – |
-10,500
| Closed | -$1.46M |
|
818
Greif
GEF
$4.47B
| – | – |
-16,059
| Closed | -$599K |
|
819
G-III Apparel Group
GIII
$1.47B
| – | – |
-7,067
| Closed | -$323K |
|
820
Gilead Sciences
GILD
$161B
| – | – |
-27,100
| Closed | -$2.26M |
|
821
Glaukos
GKOS
$9.02B
| – | – |
-27,335
| Closed | -$797K |
|
822
GameStop
GME
$9.5B
| – | – |
-152,572
| Closed | -$1.01M |
|
|
B
823
Barrick Mining
B
$62.2B
| – | – |
-213,500
| Closed | -$4.56M |
|
824
Group 1 Automotive
GPI
$3.94B
| – | – |
-14,888
| Closed | -$735K |
|
825
Gray Television
GTN
$407M
| – | – |
-47,100
| Closed | -$511K |
|
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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.