We are live on
!
Find out more
TI
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 | |
|---|---|---|---|---|---|---|
676
Kratos Defense & Security Solutions
KTOS
$8.88B
| $281K | 0.04% |
+37,915
| New | +$256K |
|
|
CLCD
677
DELISTED
CoLucid Pharmaceuticals, Inc.
CLCD
| $281K | 0.04% |
+7,711
| New | +$273K |
|
678
SiteOne Landscape Supply
SITE
$4.43B
| $280K | 0.04% |
+8,058
| New | +$270K |
|
679
Toro Company
TTC
$8.93B
| $280K | 0.04% |
+5,000
| New | +$255K |
|
|
TTM
680
DELISTED
Tata Motors Limited
TTM
| $279K | 0.04% |
+8,100
| New | +$299K |
|
|
ORIT
681
DELISTED
Oritani Financial Corp. New
ORIT
| $279K | 0.04% |
+14,870
| New | +$251K |
|
|
BKS
682
DELISTED
Barnes & Noble
BKS
| $279K | 0.04% |
25,056
-7,266
| -22% | -$83.3K |
|
|
CY
683
DELISTED
Cypress Semiconductor
CY
| $279K | 0.04% |
+24,400
| New | +$268K |
|
684
Stepan Co
SCL
$1.31B
| $277K | 0.04% |
+3,400
| New | +$262K |
|
685
Veeco
VECO
$3.15B
| $276K | 0.04% |
9,464
-2,552
| -21% | -$63.8K |
|
686
Inogen
INGN
$167M
| $275K | 0.04% |
+4,100
| New | +$253K |
|
687
Karyopharm Therapeutics
KPTI
$168M
| $273K | 0.04% |
+1,934
| New | +$261K |
|
688
Louisiana-Pacific
LPX
$5.2B
| $273K | 0.04% |
14,436
-18,770
| -57% | -$358K |
|
689
Safety Insurance
SAFT
$1.52B
| $273K | 0.04% |
+3,700
| New | +$259K |
|
|
OME
690
DELISTED
Omega Protein
OME
| $272K | 0.04% |
10,878
-2,626
| -19% | -$62K |
|
691
LiveRamp
RAMP
$2.29B
| $270K | 0.04% |
+10,068
| New | +$261K |
|
|
HOS
692
DELISTED
Hornbeck Offshore Services, Inc.
HOS
| $270K | 0.04% |
+37,429
| New | +$219K |
|
693
Haemonetics
HAE
$3.58B
| $269K | 0.04% |
+6,682
| New | +$252K |
|
|
AUD
694
DELISTED
Audacy, Inc.
AUD
| $269K | 0.04% |
+17,596
| New | +$254K |
|
|
COL
695
DELISTED
Rockwell Collins
COL
| $269K | 0.04% |
+2,900
| New | +$256K |
|
696
Photronics
PLAB
$1.79B
| $268K | 0.04% |
+23,722
| New | +$249K |
|
|
NSTG
697
DELISTED
NanoString Technologies, Inc.
NSTG
| $268K | 0.04% |
+12,036
| New | +$258K |
|
698
Manitowoc
MTW
$516M
| $267K | 0.04% |
+11,153
| New | +$230K |
|
699
WPP
WPP
$4.04B
| $266K | 0.04% |
+2,400
| New | +$260K |
|
|
KMG
700
DELISTED
KMG Chemicals Inc
KMG
| $266K | 0.04% |
+6,845
| New | +$218K |
|
Similar funds
SAM
CM
X
WHG
PSCM
BIP
SA
FGP
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.