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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 | |
|---|---|---|---|---|---|---|
|
CELG
376
DELISTED
Celgene Corp
CELG
| $579K | 0.09% |
5,000
+2,621
| +110% | +$292K |
|
377
Crane NXT
CXT
$3.04B
| $577K | 0.09% |
+23,032
| New | +$558K |
|
378
Melco Resorts & Entertainment
MLCO
$2.1B
| $577K | 0.09% |
+36,300
| New | +$623K |
|
|
CBD
379
DELISTED
Companhia Brasileira de Distribuicao
CBD
| $577K | 0.09% |
+34,893
| New | +$580K |
|
|
JCP
380
DELISTED
J.C. Penney Company, Inc.
JCP
| $577K | 0.09% |
69,382
+13,106
| +23% | +$118K |
|
|
SN
381
DELISTED
Sanchez Energy Corporation
SN
| $577K | 0.09% |
+63,950
| New | +$513K |
|
382
Graphic Packaging
GPK
$3.26B
| $573K | 0.09% |
45,900
-15,471
| -25% | -$200K |
|
|
SNV
383
DELISTED
Synovus
SNV
| $571K | 0.09% |
13,900
+5,757
| +71% | +$212K |
|
384
Hyatt Hotels
H
$17.6B
| $563K | 0.09% |
+10,187
| New | +$539K |
|
385
Taylor Morrison
TMHC
| $561K | 0.09% |
+29,133
| New | +$547K |
|
386
Tractor Supply
TSCO
$16.3B
| $561K | 0.09% |
+37,000
| New | +$525K |
|
387
Capri Holdings
CPRI
$1.77B
| $559K | 0.09% |
+13,009
| New | +$618K |
|
388
Advance Auto Parts
AAP
$3.37B
| $558K | 0.09% |
3,300
+700
| +27% | +$110K |
|
389
Power Integrations
POWI
$3.54B
| $556K | 0.09% |
+16,400
| New | +$537K |
|
390
Supernus Pharmaceuticals
SUPN
$2.68B
| $556K | 0.09% |
+22,000
| New | +$492K |
|
391
American Express
AXP
$223B
| $548K | 0.09% |
7,400
-25,300
| -77% | -$1.75M |
|
|
BERY
392
DELISTED
Berry Global Group, Inc.
BERY
| $546K | 0.09% |
+12,197
| New | +$522K |
|
393
Huazhu Hotels Group
HTHT
$12.4B
| $544K | 0.09% |
41,968
+18,768
| +81% | +$221K |
|
|
ALJ
394
DELISTED
Alon USA Energy Inc
ALJ
| $543K | 0.09% |
47,730
-276
| -0.6% | -$2.59K |
|
395
Centene
CNC
$31.3B
| $542K | 0.09% |
+19,200
| New | +$567K |
|
396
TriMas Corp
TRS
$1.43B
| $542K | 0.09% |
23,064
+7,135
| +45% | +$146K |
|
397
FedEx
FDX
$74.5B
| $540K | 0.09% |
2,900
-7,200
| -71% | -$1.32M |
|
|
VAR
398
DELISTED
Varian Medical Systems, Inc.
VAR
| $539K | 0.09% |
+6,842
| New | +$554K |
|
399
Rockwell Automation
ROK
$51.4B
| $538K | 0.09% |
4,000
-300
| -7% | -$38.3K |
|
400
Hasbro
HAS
$12.6B
| $537K | 0.08% |
6,900
+2,000
| +41% | +$165K |
|
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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.