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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 | |
|---|---|---|---|---|---|---|
|
PBCT
401
DELISTED
People's United Financial Inc
PBCT
| $537K | 0.08% |
+27,729
| New | +$490K |
|
|
DO
402
DELISTED
Diamond Offshore Drilling
DO
| $535K | 0.08% |
+30,200
| New | +$532K |
|
403
Performance Food Group
PFGC
$17.5B
| $532K | 0.08% |
+22,175
| New | +$527K |
|
404
Mativ Holdings
MATV
$448M
| $531K | 0.08% |
+11,661
| New | +$473K |
|
405
UBS Group
UBS
$170B
| $531K | 0.08% |
+33,900
| New | +$511K |
|
406
Flotek Industries
FTK
$935M
| $530K | 0.08% |
9,406
+6,973
| +287% | +$509K |
|
|
SEE
407
DELISTED
Sealed Air
SEE
| $530K | 0.08% |
+11,700
| New | +$537K |
|
408
Central Pacific Financial
CPF
$997M
| $528K | 0.08% |
+16,807
| New | +$475K |
|
409
Dana Inc
DAN
$2.91B
| $528K | 0.08% |
27,800
-7,000
| -20% | -$117K |
|
|
AAMI
410
Acadian Asset Management
AAMI
$2.88B
| $528K | 0.08% |
+36,385
| New | +$516K |
|
|
FFWM
411
DELISTED
First Foundation Inc
FFWM
| $526K | 0.08% |
+36,946
| New | +$492K |
|
412
Southern Company
SO
$110B
| $526K | 0.08% |
+10,700
| New | +$526K |
|
|
DD
413
DELISTED
Du Pont De Nemours E I
DD
| $524K | 0.08% |
+7,144
| New | +$507K |
|
|
BNFT
414
DELISTED
Benefitfocus, Inc.
BNFT
| $523K | 0.08% |
+17,621
| New | +$562K |
|
415
Archrock
AROC
$6.33B
| $522K | 0.08% |
+39,528
| New | +$510K |
|
416
Fossil Group
FOSL
$239M
| $522K | 0.08% |
+20,202
| New | +$608K |
|
417
RPM International
RPM
$13.7B
| $522K | 0.08% |
+9,700
| New | +$497K |
|
418
Curtiss-Wright
CW
$27.7B
| $521K | 0.08% |
+5,300
| New | +$504K |
|
|
GWR
419
DELISTED
Genesee & Wyoming Inc.
GWR
| $521K | 0.08% |
+7,500
| New | +$535K |
|
|
ERF
420
DELISTED
Enerplus Corporation
ERF
| $518K | 0.08% |
54,600
+9,405
| +21% | +$74.6K |
|
421
Capitol Federal Financial
CFFN
$1.08B
| $517K | 0.08% |
+31,400
| New | +$483K |
|
422
Fabrinet
FN
$17.1B
| $517K | 0.08% |
+12,838
| New | +$535K |
|
423
MarketAxess Holdings
MKTX
$4.15B
| $514K | 0.08% |
+3,500
| New | +$556K |
|
424
UMB Financial
UMBF
$10.7B
| $514K | 0.08% |
+6,666
| New | +$463K |
|
425
Willis Towers Watson
WTW
$27.9B
| $514K | 0.08% |
+4,200
| New | +$524K |
|
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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.