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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 | |
|---|---|---|---|---|---|---|
501
SLR Investment Corp
SLRC
$706M
| $437K | 0.07% |
+21,000
| New | +$429K |
|
502
Provident Financial Services
PFS
$3.11B
| $436K | 0.07% |
+15,421
| New | +$384K |
|
|
GNBC
503
DELISTED
Green Bancorp, Inc
GNBC
| $436K | 0.07% |
+28,663
| New | +$352K |
|
504
Cerus
CERS
$587M
| $434K | 0.07% |
+99,714
| New | +$519K |
|
505
HSBC
HSBC
$355B
| $434K | 0.07% |
11,956
+5,868
| +96% | +$208K |
|
|
SHOE
506
Shoe Station Group
SHOE
$395M
| $433K | 0.07% |
+32,106
| New | +$440K |
|
507
Allison Transmission
ALSN
$10.1B
| $431K | 0.07% |
+12,800
| New | +$398K |
|
508
Customers Bancorp
CUBI
$2.59B
| $429K | 0.07% |
+11,966
| New | +$353K |
|
509
National CineMedia
NCMI
$354M
| $427K | 0.07% |
+2,899
| New | +$427K |
|
510
Plains GP Holdings
PAGP
$5.23B
| $427K | 0.07% |
12,300
+6,367
| +107% | +$218K |
|
511
PTC Therapeutics
PTCT
$6.37B
| $427K | 0.07% |
+39,181
| New | +$411K |
|
512
Amgen
AMGN
$203B
| $424K | 0.07% |
2,900
-3,263
| -53% | -$491K |
|
513
Intuit
INTU
$81.1B
| $419K | 0.07% |
+3,659
| New | +$410K |
|
|
PE
514
DELISTED
PARSLEY ENERGY INC
PE
| $419K | 0.07% |
11,900
-19,800
| -62% | -$701K |
|
|
CTRL
515
DELISTED
Control4 Corporation
CTRL
| $418K | 0.07% |
+40,941
| New | +$467K |
|
516
Popular Inc
BPOP
$11B
| $416K | 0.07% |
9,500
+662
| +7% | +$26.8K |
|
|
PAY
517
DELISTED
Verifone Systems Inc
PAY
| $415K | 0.07% |
+23,381
| New | +$388K |
|
518
Cencora
COR
$60.3B
| $414K | 0.07% |
+5,300
| New | +$414K |
|
519
First Bancorp
FBP
$4.4B
| $414K | 0.07% |
+62,613
| New | +$369K |
|
520
Delta Air Lines
DAL
$55.9B
| $413K | 0.07% |
+8,400
| New | +$383K |
|
521
FerroAtlántica
GSM
$628M
| $412K | 0.07% |
+38,022
| New | +$393K |
|
522
RingCentral
RNG
$4.05B
| $412K | 0.07% |
+19,984
| New | +$437K |
|
523
ITT
ITT
$17.5B
| $409K | 0.06% |
+10,600
| New | +$399K |
|
524
Suncor Energy
SU
$77.7B
| $409K | 0.06% |
12,500
+1,321
| +12% | +$40.5K |
|
|
SRCL
525
DELISTED
Stericycle Inc
SRCL
| $409K | 0.06% |
+5,312
| New | +$401K |
|
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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.