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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 | |
|---|---|---|---|---|---|---|
76
VeriSign
VRSN
$25.3B
| $1.36M | 0.3% |
+17,400
| New | +$1.4M |
|
77
PACCAR
PCAR
$69.6B
| $1.36M | 0.3% |
+34,650
| New | +$1.32M |
|
78
T. Rowe Price
TROW
$25B
| $1.36M | 0.3% |
+20,400
| New | +$1.42M |
|
79
Deere & Co
DE
$170B
| $1.35M | 0.3% |
+15,800
| New | +$1.29M |
|
|
KSU
80
DELISTED
Kansas City Southern
KSU
| $1.34M | 0.3% |
14,400
-9,271
| -39% | -$878K |
|
81
HCA Healthcare
HCA
$84.8B
| $1.34M | 0.3% |
+17,700
| New | +$1.36M |
|
82
Kroger
KR
$34.8B
| $1.34M | 0.3% |
45,100
-77,600
| -63% | -$2.58M |
|
|
ENDP
83
DELISTED
Endo International plc
ENDP
| $1.34M | 0.3% |
66,400
-23,300
| -26% | -$463K |
|
84
NetEase
NTES
$76.5B
| $1.32M | 0.3% |
+27,500
| New | +$1.17M |
|
85
Royal Bank of Canada
RY
$291B
| $1.32M | 0.3% |
21,340
-52,360
| -71% | -$3.22M |
|
86
ResMed
RMD
$28.3B
| $1.31M | 0.29% |
+20,300
| New | +$1.35M |
|
87
Ametek
AME
$55.5B
| $1.31M | 0.29% |
27,400
-13,500
| -33% | -$643K |
|
88
Cisco
CSCO
$450B
| $1.3M | 0.29% |
+40,900
| New | +$1.26M |
|
89
Global Payments
GPN
$22.1B
| $1.29M | 0.29% |
+16,800
| New | +$1.27M |
|
90
Verizon
VZ
$194B
| $1.28M | 0.29% |
+24,589
| New | +$1.32M |
|
91
Newmont
NEM
$98.2B
| $1.27M | 0.28% |
+32,400
| New | +$1.34M |
|
92
United Parcel Service
UPS
$97.6B
| $1.27M | 0.28% |
+11,612
| New | +$1.27M |
|
93
TSMC
TSM
$2.09T
| $1.27M | 0.28% |
41,400
+11,104
| +37% | +$317K |
|
94
Bunge Global
BG
$23.6B
| $1.26M | 0.28% |
21,300
-27,900
| -57% | -$1.73M |
|
95
T-Mobile US
TMUS
$193B
| $1.24M | 0.28% |
+26,600
| New | +$1.22M |
|
96
Estee Lauder
EL
$29B
| $1.23M | 0.27% |
13,900
-15,102
| -52% | -$1.38M |
|
97
CenterPoint Energy
CNP
$29.1B
| $1.21M | 0.27% |
52,000
-54,900
| -51% | -$1.28M |
|
98
Microchip Technology
MCHP
$42.8B
| $1.21M | 0.27% |
38,800
+28,400
| +273% | +$826K |
|
99
Clorox
CLX
$11.6B
| $1.2M | 0.27% |
+9,600
| New | +$1.26M |
|
100
American Eagle Outfitters
AEO
$2.85B
| $1.2M | 0.27% |
67,200
+9,700
| +17% | +$174K |
|
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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.