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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 | |
|---|---|---|---|---|---|---|
1001
Atlassian
TEAM
$22B
| – | – |
-9,080
| Closed | -$235K |
|
1002
TE Connectivity
TEL
$58.8B
| – | – |
-7,900
| Closed | -$451K |
|
1003
TFS Financial
TFSL
$5.1B
| – | – |
-15,912
| Closed | -$274K |
|
1004
TG Therapeutics
TGTX
$8.58B
| – | – |
-43,609
| Closed | -$264K |
|
1005
Hanover Insurance
THG
$7.63B
| – | – |
-10,509
| Closed | -$889K |
|
1006
Thor Industries
THO
$3.99B
| – | – |
-8,189
| Closed | -$530K |
|
|
THR
1007
DELISTED
Thermon Group Holdings
THR
| – | – |
-16,627
| Closed | -$319K |
|
1008
Toyota
TM
$210B
| – | – |
-2,900
| Closed | -$290K |
|
1009
Taylor Morrison
TMHC
| – | – |
-10,642
| Closed | -$158K |
|
1010
Thermo Fisher Scientific
TMO
$211B
| – | – |
-24,400
| Closed | -$3.6M |
|
1011
TriNet
TNET
$2.84B
| – | – |
-16,885
| Closed | -$351K |
|
1012
Toll Brothers
TOL
$14B
| – | – |
-102,500
| Closed | -$2.76M |
|
|
TPH
1013
DELISTED
Tri Pointe Homes
TPH
| – | – |
-46,334
| Closed | -$548K |
|
1014
Trane Technologies
TT
$106B
| – | – |
-13,200
| Closed | -$841K |
|
1015
Take-Two Interactive
TTWO
$43B
| – | – |
-37,200
| Closed | -$1.41M |
|
1016
U-Haul Holding Co
UHAL
$14B
| – | – |
-11,110
| Closed | -$416K |
|
1017
Unifirst Corp
UNF
$5.32B
| – | – |
-8,545
| Closed | -$989K |
|
1018
United Natural Foods
UNFI
$3.01B
| – | – |
-27,400
| Closed | -$1.28M |
|
1019
UnitedHealth
UNH
$382B
| – | – |
-17,800
| Closed | -$2.51M |
|
1020
Unum
UNM
$13.8B
| – | – |
-113,569
| Closed | -$3.61M |
|
1021
Usana Health Sciences
USNA
$394M
| – | – |
-5,364
| Closed | -$299K |
|
1022
Visa
V
$677B
| – | – |
-46,900
| Closed | -$3.48M |
|
1023
Vipshop
VIPS
$6.84B
| – | – |
-135,873
| Closed | -$1.52M |
|
1024
Telefônica Brasil
VIV
$22.4B
| – | – |
-25,706
| Closed | -$350K |
|
1025
Vince Holding Corp
VNCE
$76.2M
| – | – |
-1,221
| Closed | -$67K |
|
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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.