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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 | |
|---|---|---|---|---|---|---|
476
Citizens Financial Group
CFG
$30.4B
| $463K | 0.07% |
12,992
-27,308
| -68% | -$827K |
|
477
Pilgrim's Pride
PPC
$6.82B
| $463K | 0.07% |
24,400
-2,000
| -8% | -$39K |
|
478
Ryder
R
$10.3B
| $462K | 0.07% |
6,200
+1,792
| +41% | +$132K |
|
|
CBPO
479
DELISTED
China Biologic Products Holdings, Inc.
CBPO
| $462K | 0.07% |
+4,300
| New | +$503K |
|
|
ILG
480
DELISTED
ILG, Inc Common Stock
ILG
| $461K | 0.07% |
25,349
-6,526
| -20% | -$114K |
|
481
Comtech Telecommunications
CMTL
$51.8M
| $460K | 0.07% |
38,803
+20,560
| +113% | +$230K |
|
482
Granite Construction
GVA
$5.45B
| $460K | 0.07% |
+8,357
| New | +$444K |
|
483
Omnicom Group
OMC
$22.7B
| $460K | 0.07% |
+5,400
| New | +$453K |
|
|
SKX
484
DELISTED
Skechers
SKX
| $460K | 0.07% |
+18,700
| New | +$431K |
|
485
Powell Industries
POWL
$8.46B
| $459K | 0.07% |
+35,301
| New | +$466K |
|
486
Boot Barn
BOOT
$4.55B
| $456K | 0.07% |
+36,401
| New | +$490K |
|
487
Old Dominion Freight Line
ODFL
$48.5B
| $455K | 0.07% |
+15,900
| New | +$426K |
|
488
Cincinnati Financial
CINF
$28.3B
| $454K | 0.07% |
6,000
-1,600
| -21% | -$119K |
|
|
TECD
489
DELISTED
Tech Data Corp
TECD
| $449K | 0.07% |
5,300
-2,538
| -32% | -$211K |
|
490
MarineMax
HZO
$800M
| $447K | 0.07% |
+23,077
| New | +$446K |
|
491
Applied Industrial Technologies
AIT
$12.8B
| $445K | 0.07% |
+7,494
| New | +$407K |
|
492
Jack Henry & Associates
JKHY
$10.7B
| $444K | 0.07% |
5,000
-1,700
| -25% | -$145K |
|
|
AFSI
493
DELISTED
AmTrust Financial Services, Inc.
AFSI
| $444K | 0.07% |
16,200
-3,000
| -16% | -$79.8K |
|
494
Allegion
ALLE
$13B
| $442K | 0.07% |
+6,900
| New | +$457K |
|
|
NCI
495
DELISTED
Navigant Consulting, Inc.
NCI
| $441K | 0.07% |
+16,839
| New | +$399K |
|
|
TSS
496
DELISTED
Total System Services, Inc.
TSS
| $441K | 0.07% |
9,000
-4,700
| -34% | -$231K |
|
497
Alpha and Omega Semiconductor
AOSL
$923M
| $440K | 0.07% |
20,666
+9,871
| +91% | +$213K |
|
498
Acco Brands
ACCO
$369M
| $439K | 0.07% |
33,627
+19,464
| +137% | +$228K |
|
499
NN Inc
NNBR
$272M
| $439K | 0.07% |
+23,042
| New | +$408K |
|
500
Insperity
NSP
$1.85B
| $439K | 0.07% |
12,372
-1,828
| -13% | -$66K |
|
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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.