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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 | |
|---|---|---|---|---|---|---|
1026
HCA Healthcare
HCA
$87B
| – | – |
-17,700
| Closed | -$1.34M |
|
1027
Hecla Mining
HL
$13.7B
| – | – |
-168,769
| Closed | -$962K |
|
|
HOLX
1028
DELISTED
Hologic
HOLX
| – | – |
-12,700
| Closed | -$493K |
|
1029
Herc Holdings
HRI
$4.89B
| – | – |
-19,214
| Closed | -$648K |
|
1030
Hershey
HSY
$34.8B
| – | – |
-24,134
| Closed | -$2.31M |
|
1031
Heartland Express
HTLD
$953M
| – | – |
-10,917
| Closed | -$206K |
|
1032
HUB Group
HUBG
$2.21B
| – | – |
-38,826
| Closed | -$791K |
|
1033
Hyster-Yale Materials Handling
HY
$640M
| – | – |
-3,981
| Closed | -$239K |
|
1034
Icon
ICLR
$12.2B
| – | – |
-3,948
| Closed | -$305K |
|
1035
InterDigital
IDCC
$8.8B
| – | – |
-4,300
| Closed | -$341K |
|
1036
IDEX
IEX
$16.6B
| – | – |
-6,409
| Closed | -$600K |
|
1037
Infosys
INFY
$45.1B
| – | – |
-74,600
| Closed | -$589K |
|
1038
Ingredion
INGR
$6.35B
| – | – |
-3,794
| Closed | -$505K |
|
1039
Intel
INTC
$552B
| – | – |
-13,800
| Closed | -$521K |
|
1040
Iovance Biotherapeutics
IOVA
$3.94B
| – | – |
-14,652
| Closed | -$121K |
|
1041
International Paper
IP
$19.3B
| – | – |
-5,702
| Closed | -$259K |
|
1042
Interparfums
IPAR
$3.62B
| – | – |
-11,598
| Closed | -$374K |
|
|
IPG
1043
DELISTED
Interpublic Group of Companies
IPG
| – | – |
-62,100
| Closed | -$1.39M |
|
1044
ORIX
IX
$40.8B
| – | – |
-19,555
| Closed | -$290K |
|
1045
Jazz Pharmaceuticals
JAZZ
$15.6B
| – | – |
-2,300
| Closed | -$279K |
|
1046
Jabil
JBL
$32.7B
| – | – |
-51,113
| Closed | -$1.11M |
|
1047
John B. Sanfilippo & Son
JBSS
$828M
| – | – |
-4,000
| Closed | -$205K |
|
1048
Johnson Controls International
JCI
$88.7B
| – | – |
-32,388
| Closed | -$1.51M |
|
1049
JD.com
JD
$37.4B
| – | – |
-25,000
| Closed | -$652K |
|
1050
Johnson & Johnson
JNJ
$649B
| – | – |
-8,200
| Closed | -$969K |
|
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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.