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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 | |
|---|---|---|---|---|---|---|
901
NextEra Energy
NEE
$187B
| – | – |
-9,600
| Closed | -$313K |
|
902
NeoGenomics
NEO
$1.81B
| – | – |
-20,696
| Closed | -$166K |
|
903
National Fuel Gas
NFG
$7.84B
| – | – |
-10,091
| Closed | -$574K |
|
904
Netflix
NFLX
$292B
| – | – |
-101,000
| Closed | -$924K |
|
905
Nice
NICE
$5.29B
| – | – |
-6,944
| Closed | -$443K |
|
906
New Mountain Finance
NMFC
$646M
| – | – |
-20,900
| Closed | -$270K |
|
|
NOAH
907
Noah Holdings
NOAH
$588M
| – | – |
-11,653
| Closed | -$281K |
|
908
ServiceNow
NOW
$102B
| – | – |
-115,345
| Closed | -$1.53M |
|
909
Enpro
NPO
$7.05B
| – | – |
-8,639
| Closed | -$383K |
|
910
Insight Enterprises
NSIT
$3.55B
| – | – |
-15,725
| Closed | -$409K |
|
911
NETGEAR
NTGR
$669M
| – | – |
-13,996
| Closed | -$665K |
|
912
Nucor
NUE
$56.4B
| – | – |
-8,700
| Closed | -$430K |
|
913
Navigator Holdings
NVGS
$1.34B
| – | – |
-67,100
| Closed | -$772K |
|
914
Enviri
NVRI
$621M
| – | – |
-78,682
| Closed | -$522K |
|
915
Newell Brands
NWL
$2.16B
| – | – |
-14,240
| Closed | -$692K |
|
916
News Corp Class A
NWSA
$14.5B
| – | – |
-12,700
| Closed | -$144K |
|
917
Quanex
NX
$854M
| – | – |
-27,322
| Closed | -$508K |
|
918
NXP Semiconductors
NXPI
$68B
| – | – |
-15,000
| Closed | -$1.18M |
|
919
Nexstar Media Group
NXST
$5.6B
| – | – |
-4,778
| Closed | -$227K |
|
920
Orthofix Medical
OFIX
$455M
| – | – |
-10,718
| Closed | -$454K |
|
921
Oceaneering
OII
$5.25B
| – | – |
-47,654
| Closed | -$1.42M |
|
922
Oneok
OKE
$58.7B
| – | – |
-18,500
| Closed | -$878K |
|
|
ACH
923
Accendra Health
ACH
$240M
| – | – |
-31,024
| Closed | -$1.16M |
|
924
Ormat Technologies
ORA
$6.11B
| – | – |
-7,459
| Closed | -$326K |
|
925
Pan American Silver
PAAS
$18.6B
| – | – |
-52,700
| Closed | -$867K |
|
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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.