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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 | |
|---|---|---|---|---|---|---|
851
Ironwood Pharmaceuticals
IRWD
$611M
| – | – |
-58,984
| Closed | -$646K |
|
852
Intuitive Surgical
ISRG
$121B
| – | – |
-11,700
| Closed | -$860K |
|
853
Integer Holdings
ITGR
$3.35B
| – | – |
-10,312
| Closed | -$319K |
|
854
Itaú Unibanco
ITUB
$91.3B
| – | – |
-349,378
| Closed | -$1.45M |
|
855
Illinois Tool Works
ITW
$81.4B
| – | – |
-3,700
| Closed | -$385K |
|
856
Jack in the Box
JACK
$278M
| – | – |
-32,599
| Closed | -$2.8M |
|
857
JB Hunt Transport Services
JBHT
$27.1B
| – | – |
-9,700
| Closed | -$785K |
|
858
Jones Lang LaSalle
JLL
$15.1B
| – | – |
-13,164
| Closed | -$1.28M |
|
|
JWN
859
DELISTED
Nordstrom
JWN
| – | – |
-9,200
| Closed | -$350K |
|
860
Kforce
KFRC
$983M
| – | – |
-21,348
| Closed | -$361K |
|
861
Korn Ferry
KFY
$3.98B
| – | – |
-66,377
| Closed | -$1.37M |
|
|
TBHC
862
DELISTED
The Brand House Collective
TBHC
| – | – |
-11,270
| Closed | -$165K |
|
863
Kearny Financial
KRNY
$592M
| – | – |
-17,035
| Closed | -$214K |
|
864
KT
KT
$8.84B
| – | – |
-16,000
| Closed | -$228K |
|
|
KW
865
DELISTED
Kennedy-Wilson Holdings
KW
| – | – |
-41,600
| Closed | -$789K |
|
866
Lithia Motors
LAD
$7.78B
| – | – |
-13,900
| Closed | -$988K |
|
867
Liberty Global Class A
LBTYA
$3.31B
| – | – |
-76,800
| Closed | -$2.23M |
|
868
Lands' End
LE
$361M
| – | – |
-13,663
| Closed | -$224K |
|
869
Lear
LEA
$7.19B
| – | – |
-26,300
| Closed | -$2.68M |
|
870
Labcorp
LH
$24.3B
| – | – |
-30,846
| Closed | -$3.45M |
|
871
Lindsay Corp
LNN
$1.16B
| – | – |
-3,100
| Closed | -$210K |
|
872
LG Display
LPL
$3.17B
| – | – |
-12,202
| Closed | -$141K |
|
873
Dorian LPG
LPG
$1.94B
| – | – |
-57,748
| Closed | -$407K |
|
874
Lesaka Technologies
LSAK
$388M
| – | – |
-21,479
| Closed | -$215K |
|
875
Southwest Airlines
LUV
$22.1B
| – | – |
-17,700
| Closed | -$694K |
|
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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.