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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
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 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
ISBC
276
DELISTED
Investors Bancorp, Inc.
ISBC
$750K 0.12%
53,788
+37,888
+238% +$495K
BDC icon
277
Belden
BDC
$4B
$748K 0.12%
+10,008
New +$713K
VRA icon
278
Vera Bradley
VRA
$105M
$747K 0.12%
63,721
+26,921
+73% +$371K
FOR icon
279
Forestar Group
FOR
$1.44B
$745K 0.12%
56,003
+29,256
+109% +$358K
IBKR icon
280
Interactive Brokers
IBKR
$40.9B
$745K 0.12%
81,600
+48,800
+149% +$444K
KMB icon
281
Kimberly-Clark
KMB
$36.4B
$742K 0.12%
+6,500
New +$754K
CONN
282
DELISTED
Conn's Inc.
CONN
$742K 0.12%
+58,617
New +$647K
AKS
283
DELISTED
AK Steel Holding Corp
AKS
$740K 0.12%
+72,520
New +$552K
ORA icon
284
Ormat Technologies
ORA
$6.11B
$739K 0.12%
+13,773
New +$669K
CDW icon
285
CDW
CDW
$17.1B
$734K 0.12%
+14,094
New +$687K
BGC icon
286
BGC Group
BGC
$5.58B
$733K 0.12%
111,494
+85,103
+322% +$516K
URBN icon
287
Urban Outfitters
URBN
$5.99B
$732K 0.12%
25,718
-16,682
-39% -$563K
VRNS icon
288
Varonis Systems
VRNS
$5.25B
$732K 0.12%
81,954
+54,066
+194% +$514K
GBCI icon
289
Glacier Bancorp
GBCI
$6.55B
$731K 0.12%
+20,183
New +$649K
TECH icon
290
Bio-Techne
TECH
$11.2B
$730K 0.12%
28,400
+19,600
+223% +$515K
HURN icon
291
Huron Consulting
HURN
$1.82B
$725K 0.11%
14,309
+10,009
+233% +$534K
UL icon
292
Unilever
UL
$131B
$725K 0.11%
+15,833
New +$738K
BFAM icon
293
Bright Horizons
BFAM
$3.99B
$724K 0.11%
+10,346
New +$704K
PHH
294
DELISTED
PHH Corporation
PHH
$723K 0.11%
47,682
+25,851
+118% +$382K
ALTO icon
295
Alto Ingredients
ALTO
$360M
$720K 0.11%
75,839
+37,260
+97% +$299K
VOYA icon
296
Voya Financial
VOYA
$8.94B
$716K 0.11%
+18,250
New +$643K
CRL icon
297
Charles River Laboratories
CRL
$10.9B
$715K 0.11%
+9,381
New +$712K
COTY icon
298
Coty
COTY
$2.33B
$714K 0.11%
+39,000
New +$806K
SFM icon
299
Sprouts Farmers Market
SFM
$7.04B
$704K 0.11%
+37,200
New +$782K
ASTE icon
300
Astec Industries
ASTE
$1.3B
$702K 0.11%
+10,400
New +$650K
10 11
12
13 14

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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.