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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 | |
|---|---|---|---|---|---|---|
526
Acadia Healthcare
ACHC
$3.17B
| $407K | 0.06% |
12,311
-589
| -5% | -$22.9K |
|
527
BlackBerry
BB
$5.01B
| $407K | 0.06% |
59,128
-32,999
| -36% | -$245K |
|
528
Skywest
SKYW
$4.11B
| $405K | 0.06% |
+11,100
| New | +$372K |
|
529
Spectrum Brands
SPB
$2.04B
| $404K | 0.06% |
+3,300
| New | +$421K |
|
530
Titan Machinery
TITN
$466M
| $403K | 0.06% |
+27,635
| New | +$330K |
|
531
Entegris
ENTG
$19.7B
| $402K | 0.06% |
22,466
+7,966
| +55% | +$138K |
|
532
ScottsMiracle-Gro
SMG
$4.03B
| $401K | 0.06% |
4,200
-1,327
| -24% | -$119K |
|
533
Pegasystems
PEGA
$4.41B
| $400K | 0.06% |
+22,244
| New | +$372K |
|
534
Valmont Industries
VMI
$9.44B
| $400K | 0.06% |
+2,839
| New | +$394K |
|
|
AERI
535
DELISTED
Aerie Pharmaceuticals
AERI
| $400K | 0.06% |
10,566
+3,821
| +57% | +$144K |
|
|
CIVI
536
DELISTED
Civitas Solutions, Inc.
CIVI
| $398K | 0.06% |
+20,001
| New | +$362K |
|
537
Ralph Lauren
RL
$22.2B
| $397K | 0.06% |
4,400
-9,300
| -68% | -$945K |
|
|
DOOR
538
DELISTED
MASONITE INTERNATIONAL CORP
DOOR
| $395K | 0.06% |
5,998
+778
| +15% | +$48.8K |
|
|
GAP
539
The Gap Inc
GAP
$6.84B
| $393K | 0.06% |
17,500
-82,900
| -83% | -$2.13M |
|
|
IDTI
540
DELISTED
Integrated Device Technology I
IDTI
| $393K | 0.06% |
+16,700
| New | +$385K |
|
541
Hope Bancorp
HOPE
$1.72B
| $392K | 0.06% |
+17,900
| New | +$338K |
|
|
AUTO
542
DELISTED
AutoWeb, Inc. Common Stock
AUTO
| $391K | 0.06% |
+29,077
| New | +$433K |
|
543
El Pollo Loco
LOCO
$485M
| $388K | 0.06% |
+31,533
| New | +$390K |
|
|
MBFI
544
DELISTED
MB Financial Corp
MBFI
| $387K | 0.06% |
8,200
-400
| -5% | -$16.6K |
|
|
ASNA
545
DELISTED
Ascena Retail Group, Inc.
ASNA
| $386K | 0.06% |
3,116
-4,629
| -60% | -$560K |
|
|
CUDA
546
DELISTED
Barracuda Networks, Inc.
CUDA
| $385K | 0.06% |
+17,975
| New | +$420K |
|
547
Beazer Homes USA
BZH
$907M
| $384K | 0.06% |
+28,900
| New | +$357K |
|
|
HK
548
DELISTED
Halcon Resources Corporation
HK
| $384K | 0.06% |
+41,149
| New | +$387K |
|
549
Crocs
CROX
$6.69B
| $380K | 0.06% |
+55,347
| New | +$429K |
|
550
Tenet Healthcare
THC
$20.1B
| $380K | 0.06% |
25,614
-603
| -2% | -$10.8K |
|
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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.