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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 | |
|---|---|---|---|---|---|---|
876
La-Z-Boy
LZB
$1.59B
| – | – |
-19,465
| Closed | -$542K |
|
877
Moelis & Co
MC
$4.98B
| – | – |
-16,667
| Closed | -$375K |
|
878
Mondelez International
MDLZ
$77.7B
| – | – |
-23,516
| Closed | -$1.07M |
|
879
MDU Resources
MDU
$4.44B
| – | – |
-112,625
| Closed | -$1.03M |
|
880
Methanex
MEOH
$4.32B
| – | – |
-9,900
| Closed | -$288K |
|
881
Meta Platforms (Facebook)
META
$1.51T
| – | – |
-13,900
| Closed | -$1.59M |
|
882
MGM Resorts International
MGM
$11.7B
| – | – |
-71,100
| Closed | -$1.61M |
|
|
KG
883
Kestrel Group
KG
$71.3M
| – | – |
-607
| Closed | -$149K |
|
884
Melco Resorts & Entertainment
MLCO
$2.1B
| – | – |
-22,006
| Closed | -$277K |
|
885
MillerKnoll
MLKN
$1.5B
| – | – |
-11,926
| Closed | -$356K |
|
886
Martin Marietta Materials
MLM
$33.6B
| – | – |
-7,800
| Closed | -$1.5M |
|
887
Molina Healthcare
MOH
$10.3B
| – | – |
-9,352
| Closed | -$467K |
|
888
Motorcar Parts of America
MPAA
$261M
| – | – |
-26,222
| Closed | -$713K |
|
889
Merck
MRK
$324B
| – | – |
-41,082
| Closed | -$2.26M |
|
890
Marvell Technology
MRVL
$174B
| – | – |
-79,100
| Closed | -$754K |
|
891
MSC Industrial Direct
MSM
$7.02B
| – | – |
-6,749
| Closed | -$476K |
|
892
Strategy Inc
MSTR
$33.5B
| – | – |
-57,600
| Closed | -$1.01M |
|
893
Matador Resources
MTDR
$6.31B
| – | – |
-49,729
| Closed | -$985K |
|
894
Manitowoc
MTW
$516M
| – | – |
-23,700
| Closed | -$517K |
|
895
Murphy Oil
MUR
$5.58B
| – | – |
-26,700
| Closed | -$848K |
|
896
Murphy USA
MUSA
$11.3B
| – | – |
-3,629
| Closed | -$269K |
|
897
MaxLinear
MXL
$6.49B
| – | – |
-20,194
| Closed | -$363K |
|
898
Myriad Genetics
MYGN
$530M
| – | – |
-51,305
| Closed | -$1.57M |
|
899
Navient
NAVI
$774M
| – | – |
-11,700
| Closed | -$140K |
|
900
Nordson
NDSN
$16.5B
| – | – |
-14,630
| Closed | -$1.22M |
|
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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.