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Trexquant Investment Portfolio holdings
AUM
$17B
1-Year Est. Return
39.66%
This Fund
S&P 500
This Quarter
Est. Return
+6.93%
1 Year Est. Return
+39.66%
3 Year Est. Return
+112.15%
5 Year Est. Return
+98.93%
10 Year Est. Return
+403.68%
AUM
$632M
AUM Growth
+$184M
(+41%)
Cap. Flow
+$164M
Cap. Flow
% of AUM
25.91%
Top 10 Holdings %
Top 10 Hldgs %
5.62%
Holding
1,288
New
588
Increased
199
Reduced
125
Closed
374
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Abbott
ABT
|
+$3.55M |
| 2 |
AutoZone
AZO
|
+$3.48M |
| 3 |
Cooper Companies
COO
|
+$3.43M |
| 4 |
S&P Global
SPGI
|
+$3.39M |
| 5 |
Freeport-McMoran
FCX
|
+$3.08M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Marathon Petroleum
MPC
|
+$2.85M |
| 2 |
Valero Energy
VLO
|
+$2.59M |
| 3 |
Darden Restaurants
DRI
|
+$2.51M |
| 4 |
Chord Energy
CHRD
|
+$2.51M |
| 5 |
Alaska Air
ALK
|
+$2.4M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 17.53% |
| 2 | Industrials | 15.72% |
| 3 | Consumer Discretionary | 15.08% |
| 4 | Technology | 13.06% |
| 5 | Healthcare | 12.3% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
926
Allegiant Air
ALGT
$2.08B
| – | – |
-3,230
| Closed | -$427K |
|
|
927
Alaska Air
ALK
$4.55B
| – | – |
-36,498
| Closed | -$2.4M |
|
928
Ally Financial
ALLY
$12.9B
| – | – |
-50,900
| Closed | -$991K |
|
929
Applied Materials
AMAT
$375B
| – | – |
-22,500
| Closed | -$678K |
|
930
AMC Global Media
AMCX
$498M
| – | – |
-19,100
| Closed | -$991K |
|
931
Amkor Technology
AMKR
$12.6B
| – | – |
-37,207
| Closed | -$362K |
|
932
AMN Healthcare
AMN
$1.31B
| – | – |
-28,372
| Closed | -$904K |
|
933
AutoNation
AN
$6.92B
| – | – |
-10,771
| Closed | -$525K |
|
934
AngioDynamics
ANGO
$629M
| – | – |
-10,158
| Closed | -$178K |
|
935
Artivion
AORT
$1.23B
| – | – |
-11,717
| Closed | -$206K |
|
936
Artisan Partners
APAM
$2.92B
| – | – |
-12,000
| Closed | -$326K |
|
937
Accuray
ARAY
$31.3M
| – | – |
-23,767
| Closed | -$151K |
|
938
Ardmore Shipping
ASC
$735M
| – | – |
-16,300
| Closed | -$115K |
|
939
Autohome
ATHM
$2.51B
| – | – |
-8,963
| Closed | -$217K |
|
940
ATI
ATI
$28.2B
| – | – |
-15,900
| Closed | -$287K |
|
941
AptarGroup
ATR
$7.91B
| – | – |
-5,200
| Closed | -$403K |
|
942
Armstrong World Industries
AWI
$7.2B
| – | – |
-7,000
| Closed | -$289K |
|
943
American Water Works
AWK
$27.9B
| – | – |
-5,500
| Closed | -$412K |
|
944
AXIS Capital
AXS
$7.2B
| – | – |
-4,800
| Closed | -$261K |
|
945
Axalta
AXTA
$7.6B
| – | – |
-10,746
| Closed | -$304K |
|
946
AZZ Inc
AZZ
$4.19B
| – | – |
-7,314
| Closed | -$477K |
|
947
Boeing
BA
$167B
| – | – |
-13,500
| Closed | -$1.78M |
|
948
Alibaba
BABA
$280B
| – | – |
-3,600
| Closed | -$381K |
|
949
Banc of California
BANC
$2.95B
| – | – |
-23,100
| Closed | -$403K |
|
950
Bath & Body Works
BBWI
$3.81B
| – | – |
-13,483
| Closed | -$771K |
|
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Trexquant Investment's Q4 2016 Portfolio in Review
As of Q4 2016, Trexquant Investment held 1,288 positions worth $632M, up 41% from $448M the previous quarter. Its ten largest holdings account for 5.6% of the portfolio.
Trexquant Investment deployed $164M of net new capital in Q4 2016, opening 588 new positions and adding to 199 existing holdings. Its largest new stake was Abbott: 89,600 shares worth $3.44M.
By sector, the portfolio is most concentrated in Financials at 18% of assets, up from 13% a quarter earlier, followed by Industrials and Consumer Discretionary.
On the sell side, the largest reduction was Marathon Petroleum, an estimated $2.85M trimmed.
- Trexquant Investment's largest Q4 2016 buy was Abbott: 89,600 shares worth $3.44M.
- Trexquant Investment added most to Lowe's Companies in Q4 2016, an estimated $2.54M increase.
- Trexquant Investment's biggest Q4 2016 reduction was Marathon Petroleum, cutting an estimated $2.85M.
- Trexquant Investment fully exited Darden Restaurants in Q4 2016, selling an estimated $2.51M.
- Trexquant Investment's ten largest holdings make up 5.6% of its $632M portfolio in Q4 2016.
- Trexquant Investment opened 588 new positions and closed 374 in Q4 2016.
- Trexquant Investment's portfolio value rose 41% quarter-over-quarter to $632M.
Based on Trexquant Investment's 13F filing for Q4 2016, filed 10 Feb 2017.