We are live on ! Find out more
TI

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
Cap. Flow
+$164M
Cap. Flow %
25.91%
Top 10 Hldgs %
5.62%
Holding
1,288
New
588
Increased
199
Reduced
125
Closed
374

Top Buys

Rank Stock Value
1
ABT icon
Abbott
ABT
+$3.55M
2
AZO icon
AutoZone
AZO
+$3.48M
3
COO icon
Cooper Companies
COO
+$3.43M
4
SPGI icon
S&P Global
SPGI
+$3.39M
5
FCX icon
Freeport-McMoran
FCX
+$3.08M

Top Sells

Rank Stock Value
1
MPC icon
Marathon Petroleum
MPC
+$2.85M
2
VLO icon
Valero Energy
VLO
+$2.59M
3
DRI icon
Darden Restaurants
DRI
+$2.51M
4
CHRD icon
Chord Energy
CHRD
+$2.51M
5
ALK icon
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
MMSI icon
1076
Merit Medical Systems
MMSI
$5.22B
– –
-11,000
Closed -$267K
CALY
1077
Callaway Golf Company
CALY
$2.78B
– –
-20,125
Closed -$234K
MSGS icon
1078
Madison Square Garden
MSGS
$9.41B
– –
-1,823
Closed -$220K
MSI icon
1079
Motorola Solutions
MSI
$76.6B
– –
-10,700
Closed -$816K
MTB icon
1080
M&T Bank
MTB
$34.4B
– –
-3,567
Closed -$414K
MTN icon
1081
Vail Resorts
MTN
$4.74B
– –
-1,500
Closed -$235K
NBR icon
1082
Nabors Industries
NBR
$1.4B
– –
-1,631
Closed -$992K
NCLH icon
1083
Norwegian Cruise Line
NCLH
$7.07B
– –
-8,600
Closed -$324K
NEM icon
1084
Newmont
NEM
$134B
– –
-32,400
Closed -$1.27M
NJR icon
1085
New Jersey Resources
NJR
$5.48B
– –
-6,236
Closed -$205K
NKE icon
1086
Nike
NKE
$56.5B
– –
-42,573
Closed -$2.24M
NOMD icon
1087
Nomad Foods
NOMD
$1.6B
– –
-13,423
Closed -$159K
NTAP icon
1088
NetApp
NTAP
$37.1B
– –
-64,700
Closed -$2.32M
NTCT icon
1089
NETSCOUT
NTCT
$2.69B
– –
-9,382
Closed -$274K
NTES icon
1090
NetEase
NTES
$76.5B
– –
-27,500
Closed -$1.32M
NTRA icon
1091
Natera
NTRA
$46.7B
– –
-30,453
Closed -$338K
NVO
1092
Novo Nordisk
NVO
$200B
– –
-33,600
Closed -$699K
ON icon
1093
ON Semiconductor
ON
$27.7B
– –
-51,500
Closed -$634K
ORCL icon
1094
Oracle
ORCL
$468B
– –
-25,000
Closed -$982K
ORI icon
1095
Old Republic International
ORI
$9.84B
– –
-35,100
Closed -$618K
ORLY icon
1096
O'Reilly Automotive
ORLY
$69.5B
– –
-42,195
Closed -$788K
OTEX icon
1097
Open Text
OTEX
$5.66B
– –
-7,274
Closed -$236K
OZK icon
1098
Bank OZK
OZK
$5.37B
– –
-7,957
Closed -$306K
PACB icon
1099
Pacific Biosciences
PACB
$410M
– –
-37,342
Closed -$335K
PATK icon
1100
Patrick Industries
PATK
$2.58B
– –
-10,274
Closed -$283K
42 43
44
45 46

Similar funds

AT
AMF Tjänstepension Stockholm, Sweden $16.9B AUM 36.16% 1-Year Est. Return
FCAS
First Command Advisory Services Fort Worth, Texas $16.8B AUM 23.38% 1-Year Est. Return
RFC
Regions Financial Corp Birmingham, Alabama $16.8B AUM 26.68% 1-Year Est. Return
EH
Equitable Holdings New York $16.7B AUM 24.23% 1-Year Est. Return
VRS
Virginia Retirement Systems Richmond, Virginia $16.7B AUM 42.81% 1-Year Est. Return
OAC
OMERS Administration Corp Toronto, Ontario, Canada $16.7B AUM 35.96% 1-Year Est. Return
WA
Waverly Advisors Birmingham, Alabama $17.2B AUM 24.89% 1-Year Est. Return
DCM
Driehaus Capital Management Chicago, Illinois $17.3B AUM 211.34% 1-Year Est. Return

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.