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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 | |
|---|---|---|---|---|---|---|
|
GPOR
576
DELISTED
Gulfport Energy Corp.
GPOR
| $355K | 0.06% |
+16,400
| New | +$421K |
|
577
McGrath RentCorp
MGRC
$2.94B
| $354K | 0.06% |
+9,037
| New | +$315K |
|
578
MakeMyTrip
MMYT
$4.67B
| $354K | 0.06% |
15,928
+490
| +3% | +$12.2K |
|
579
US Bancorp
USB
$99.6B
| $354K | 0.06% |
+6,900
| New | +$328K |
|
580
Heron Therapeutics
HRTX
$86.3M
| $353K | 0.06% |
+26,915
| New | +$422K |
|
581
Rush Enterprises Class A
RUSHA
$5.95B
| $353K | 0.06% |
+24,928
| New | +$308K |
|
582
Bruker
BRKR
$9.2B
| $352K | 0.06% |
+16,603
| New | +$363K |
|
|
ORBK
583
DELISTED
Orbotech Ltd
ORBK
| $352K | 0.06% |
+10,542
| New | +$322K |
|
|
LOXO
584
DELISTED
Loxo Oncology, Inc
LOXO
| $352K | 0.06% |
+10,969
| New | +$281K |
|
|
MIC
585
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
| $351K | 0.06% |
4,300
-3,300
| -43% | -$270K |
|
586
Evolent Health
EVH
$475M
| $350K | 0.06% |
+23,661
| New | +$466K |
|
|
BCOV
587
DELISTED
Brightcove, Inc.
BCOV
| $350K | 0.06% |
+43,418
| New | +$424K |
|
588
Greif
GEF
$4.47B
| $349K | 0.06% |
+6,800
| New | +$346K |
|
589
Workiva
WK
$2.94B
| $348K | 0.06% |
+25,495
| New | +$391K |
|
|
ITG
590
DELISTED
Investment Technology Group Inc
ITG
| $348K | 0.06% |
+17,640
| New | +$319K |
|
591
Atlantic Union Bankshares
AUB
$5.99B
| $346K | 0.05% |
9,684
+363
| +4% | +$11.4K |
|
592
Halozyme
HALO
$9.72B
| $346K | 0.05% |
+35,009
| New | +$383K |
|
593
Akebia Therapeutics
AKBA
$327M
| $344K | 0.05% |
+33,034
| New | +$284K |
|
594
Modine Manufacturing
MOD
$12.8B
| $344K | 0.05% |
+23,080
| New | +$289K |
|
595
New York Times
NYT
$11.6B
| $344K | 0.05% |
25,900
+13,721
| +113% | +$170K |
|
596
Addus HomeCare
ADUS
$2.14B
| $343K | 0.05% |
+9,800
| New | +$302K |
|
597
Methode Electronics
MEI
$543M
| $343K | 0.05% |
8,304
+1,804
| +28% | +$66.2K |
|
598
The Greenbrier Companies
GBX
$1.61B
| $341K | 0.05% |
+8,200
| New | +$306K |
|
599
NorthWestern Energy
NWE
$4.48B
| $341K | 0.05% |
+6,000
| New | +$337K |
|
600
CoStar Group
CSGP
$11.3B
| $339K | 0.05% |
+18,000
| New | +$354K |
|
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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.