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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 | |
|---|---|---|---|---|---|---|
|
AMED
551
DELISTED
Amedisys
AMED
| $379K | 0.06% |
+8,890
| New | +$378K |
|
552
Arcos Dorados Holdings
ARCO
$1.73B
| $378K | 0.06% |
+71,858
| New | +$409K |
|
553
DexCom
DXCM
$27.6B
| $378K | 0.06% |
+25,308
| New | +$448K |
|
554
Sun Life Financial
SLF
$45.6B
| $378K | 0.06% |
+9,847
| New | +$357K |
|
|
WRK
555
DELISTED
WestRock Company
WRK
| $376K | 0.06% |
7,400
-12,712
| -63% | -$625K |
|
556
Casella Waste Systems
CWST
$5.69B
| $375K | 0.06% |
+30,191
| New | +$355K |
|
|
MODV
557
DELISTED
ModivCare
MODV
| $375K | 0.06% |
+9,846
| New | +$399K |
|
558
Metallus
MTUS
$873M
| $375K | 0.06% |
+24,216
| New | +$324K |
|
559
Prothena Corp
PRTA
$458M
| $374K | 0.06% |
7,613
+3,400
| +81% | +$188K |
|
560
DNOW Inc
DNOW
$2.63B
| $373K | 0.06% |
+18,244
| New | +$387K |
|
561
SM Energy
SM
$7.96B
| $369K | 0.06% |
10,700
-7,200
| -40% | -$260K |
|
562
Cadence Design Systems
CDNS
$90B
| $368K | 0.06% |
+14,600
| New | +$375K |
|
563
FIVE9
FIVN
$1.77B
| $364K | 0.06% |
+25,687
| New | +$370K |
|
|
RATE
564
DELISTED
Bankrate Inc
RATE
| $364K | 0.06% |
+32,960
| New | +$312K |
|
|
ARRY
565
DELISTED
Array Biopharma Inc
ARRY
| $363K | 0.06% |
+41,332
| New | +$304K |
|
566
Silicon Laboratories
SLAB
$7.15B
| $362K | 0.06% |
+5,567
| New | +$350K |
|
567
Canadian Solar
CSIQ
$906M
| $361K | 0.06% |
29,626
+7,128
| +32% | +$93.1K |
|
568
Itron
ITRI
$3.73B
| $361K | 0.06% |
5,739
-9,062
| -61% | -$546K |
|
569
Insulet
PODD
$11.3B
| $360K | 0.06% |
9,563
+4,163
| +77% | +$155K |
|
570
Churchill Downs
CHDN
$6.03B
| $359K | 0.06% |
+14,316
| New | +$350K |
|
571
Teradata
TDC
$2.68B
| $359K | 0.06% |
+13,200
| New | +$372K |
|
|
MANT
572
DELISTED
Mantech International Corp
MANT
| $358K | 0.06% |
+8,472
| New | +$348K |
|
573
Enerpac Tool Group
EPAC
$1.77B
| $357K | 0.06% |
13,764
-8,987
| -40% | -$225K |
|
574
Ingles Markets
IMKTA
$1.63B
| $357K | 0.06% |
+7,421
| New | +$331K |
|
|
ATSG
575
DELISTED
Air Transport Services Group
ATSG
| $356K | 0.06% |
+22,300
| New | +$345K |
|
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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.