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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 | |
|---|---|---|---|---|---|---|
601
Royal Caribbean
RCL
$78.7B
| $336K | 0.05% |
+4,100
| New | +$323K |
|
|
PNNT
602
Pennant Park Investment Corp
PNNT
$215M
| $334K | 0.05% |
43,651
+16,079
| +58% | +$122K |
|
|
CBF
603
DELISTED
Capital Bank Financial Corp. Class A Common Stock
CBF
| $334K | 0.05% |
+8,500
| New | +$298K |
|
|
AFAM
604
DELISTED
Almost Family Inc
AFAM
| $334K | 0.05% |
+7,564
| New | +$308K |
|
|
ALEX
605
DELISTED
Alexander & Baldwin
ALEX
| $332K | 0.05% |
+7,400
| New | +$309K |
|
|
RUTH
606
DELISTED
Ruth's Hospitality Group, Inc.
RUTH
| $332K | 0.05% |
18,144
+7,890
| +77% | +$130K |
|
|
IPCC
607
DELISTED
Infinity Property & Casualty C
IPCC
| $328K | 0.05% |
+3,737
| New | +$317K |
|
608
Kaiser Aluminum
KALU
$2.67B
| $327K | 0.05% |
4,215
+525
| +14% | +$41.9K |
|
|
JOYY
609
JOYY Inc
JOYY
$3.73B
| $326K | 0.05% |
8,260
-3,433
| -29% | -$161K |
|
610
MaxLinear
MXL
$6.49B
| $325K | 0.05% |
+14,898
| New | +$309K |
|
611
Commault Systems
CVLT
$5.89B
| $324K | 0.05% |
6,300
+1,100
| +21% | +$59K |
|
612
Wabtec
WAB
$51.1B
| $324K | 0.05% |
+3,900
| New | +$321K |
|
613
Gartner
IT
$9.41B
| $323K | 0.05% |
3,199
+199
| +7% | +$19.2K |
|
614
Alkermes
ALKS
$8.82B
| $322K | 0.05% |
+5,800
| New | +$310K |
|
615
A.O. Smith
AOS
$8.38B
| $322K | 0.05% |
+6,800
| New | +$328K |
|
|
BMCH
616
DELISTED
BMC Stock Holdings, Inc
BMCH
| $322K | 0.05% |
+16,504
| New | +$299K |
|
|
MDSO
617
DELISTED
Medidata Solutions, Inc.
MDSO
| $322K | 0.05% |
+6,491
| New | +$337K |
|
|
NSM
618
DELISTED
Nationstar Mortgage Holdings
NSM
| $322K | 0.05% |
+17,807
| New | +$293K |
|
619
Greenlight Captial
GLRE
$563M
| $321K | 0.05% |
+14,080
| New | +$308K |
|
620
PhenixFIN
PFX
$83.9M
| $320K | 0.05% |
+2,134
| New | +$326K |
|
|
EPAY
621
DELISTED
Bottomline Technologies Inc
EPAY
| $318K | 0.05% |
+12,704
| New | +$302K |
|
622
James River Group Holdings
JRVR
$218M
| $317K | 0.05% |
+7,635
| New | +$296K |
|
623
Rambus
RMBS
$10.4B
| $317K | 0.05% |
23,007
+6,307
| +38% | +$81.7K |
|
624
Arrow Electronics
ARW
$10.9B
| $314K | 0.05% |
+4,403
| New | +$291K |
|
625
Vodafone
VOD
$34.9B
| $314K | 0.05% |
12,851
-3,749
| -23% | -$98.7K |
|
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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.