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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
+6.93%
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
$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 | 16.94% |
| 2 | Industrials | 15.64% |
| 3 | Consumer Discretionary | 14.45% |
| 4 | Technology | 12.38% |
| 5 | Healthcare | 11.43% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
251
RPC Inc
RES
$1.24B
| $796K | 0.13% |
40,200
+11,746
| +41% | +$220K |
|
|
FLIR
252
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
| $796K | 0.13% |
+22,000
| New | +$740K |
|
253
TD Synnex
SNX
$19.4B
| $793K | 0.13% |
+13,112
| New | +$744K |
|
254
Ciena
CIEN
$55.3B
| $789K | 0.12% |
+32,339
| New | +$706K |
|
|
NTRI
255
DELISTED
NutriSystem, Inc.
NTRI
| $786K | 0.12% |
+22,686
| New | +$767K |
|
256
Helen of Troy
HELE
$663M
| $785K | 0.12% |
9,300
-3,333
| -26% | -$279K |
|
257
NCR Voyix
VYX
$1.06B
| $783K | 0.12% |
31,459
+16,137
| +105% | +$362K |
|
258
Toll Brothers
TOL
$14B
| $781K | 0.12% |
+25,200
| New | +$747K |
|
|
TDAY
259
USA Today Co
TDAY
$1.23B
| $780K | 0.12% |
+48,811
| New | +$754K |
|
260
MDU Resources
MDU
$4.44B
| $780K | 0.12% |
+71,286
| New | +$737K |
|
|
HRC
261
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
| $779K | 0.12% |
+13,871
| New | +$787K |
|
262
Avient
AVNT
$3.45B
| $772K | 0.12% |
+24,100
| New | +$774K |
|
|
BRFS
263
DELISTED
BRF SA
BRFS
| $769K | 0.12% |
+52,075
| New | +$822K |
|
264
Emerson Electric
EMR
$82.9B
| $769K | 0.12% |
+13,800
| New | +$742K |
|
265
Coherent
COHR
$55.2B
| $768K | 0.12% |
+25,900
| New | +$738K |
|
266
Lear
LEA
$7.19B
| $768K | 0.12% |
+5,800
| New | +$730K |
|
267
Perrigo
PRGO
$1.4B
| $766K | 0.12% |
+9,200
| New | +$798K |
|
268
Kohl's
KSS
$2.03B
| $765K | 0.12% |
+15,500
| New | +$767K |
|
269
Phibro Animal Health
PAHC
$1.38B
| $765K | 0.12% |
+26,114
| New | +$713K |
|
270
PG&E
PCG
$47.8B
| $760K | 0.12% |
12,500
+6,973
| +126% | +$418K |
|
271
ServiceNow
NOW
$102B
| $758K | 0.12% |
+51,000
| New | +$823K |
|
272
Affiliated Managers Group
AMG
$9.46B
| $756K | 0.12% |
+5,204
| New | +$756K |
|
273
Carlisle Companies
CSL
$13.6B
| $754K | 0.12% |
+6,833
| New | +$746K |
|
|
MZTI
274
The Marzetti Company
MZTI
$2.94B
| $752K | 0.12% |
+5,317
| New | +$719K |
|
275
Rapid7
RPD
$634M
| $752K | 0.12% |
+61,775
| New | +$837K |
|
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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 17% of assets, up from 12% 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.