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
Cap. Flow
+$164M
Cap. Flow %
25.91%
Top 10 Hldgs %
5.62%
Holding
1,288
New
588
Increased
199
Reduced
125
Closed
374

Top Buys

Rank Stock Value
1
ABT icon
Abbott
ABT
+$3.55M
2
AZO icon
AutoZone
AZO
+$3.48M
3
COO icon
Cooper Companies
COO
+$3.43M
4
SPGI icon
S&P Global
SPGI
+$3.39M
5
FCX icon
Freeport-McMoran
FCX
+$3.08M

Top Sells

Rank Stock Value
1
MPC icon
Marathon Petroleum
MPC
+$2.85M
2
VLO icon
Valero Energy
VLO
+$2.59M
3
DRI icon
Darden Restaurants
DRI
+$2.51M
4
CHRD icon
Chord Energy
CHRD
+$2.51M
5
ALK icon
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
MYCC
726
DELISTED
ClubCorp Holdings, Inc.
MYCC
$247K 0.04%
+17,228
New +$229K
HOLI
727
DELISTED
Hollsys Automation Technologies INTERNATIONAL, LTD. COMMON (British Virgin Island)
HOLI
$246K 0.04%
+13,454
New +$267K
POLY
728
DELISTED
Plantronics, Inc.
POLY
$246K 0.04%
+4,500
New +$235K
CYOU
729
DELISTED
Changyou.com Limited American Depositary Share
CYOU
$246K 0.04%
11,596
-2,127
-15% -$53.9K
DST
730
DELISTED
DST Systems Inc.
DST
$246K 0.04%
4,600
-6,308
-58% -$333K
PPBI
731
DELISTED
Pacific Premier Bancorp
PPBI
$245K 0.04%
+6,925
New +$208K
PRSU
732
Pursuit Attractions and Hospitality Inc
PRSU
$1.43B
$245K 0.04%
+5,550
New +$230K
ENIA
733
DELISTED
Enel Amricas S.A. American Depositary Shares (Each representing 50 shares of Common Stock)
ENIA
$245K 0.04%
29,884
+15,287
+105% +$127K
SAH icon
734
Sonic Automotive
SAH
$3.15B
$244K 0.04%
+10,670
New +$217K
FOMX
735
DELISTED
Foamix Pharmaceuticals Ltd. Ordinary Shares
FOMX
$244K 0.04%
+22,000
New +$207K
EOCC
736
DELISTED
Enel Generacion Chile S.A.
EOCC
$244K 0.04%
12,538
-10,942
-47% -$217K
SHW icon
737
Sherwin-Williams
SHW
$78.3B
$242K 0.04%
+2,700
New +$239K
NMIH icon
738
NMI Holdings
NMIH
$3.25B
$241K 0.04%
+22,612
New +$200K
OCSL icon
739
Oaktree Specialty Lending
OCSL
$1.03B
$241K 0.04%
+14,950
New +$249K
PGTI
740
DELISTED
PGT, Inc.
PGTI
$241K 0.04%
21,051
-4,932
-19% -$53.7K
LMNR icon
741
Limoneira
LMNR
$237M
$240K 0.04%
+11,137
New +$216K
KA
742
DELISTED
Kineta, Inc. Common Stock
KA
$240K 0.04%
+140
New +$228K
RST
743
DELISTED
ROSETTA STONE INC
RST
$240K 0.04%
+26,932
New +$216K
NUTR
744
DELISTED
Nutraceutical International Co
NUTR
$240K 0.04%
+6,872
New +$218K
GSK icon
745
GSK
GSK
$103B
$239K 0.04%
+4,960
New +$245K
SD icon
746
SandRidge Energy
SD
$510M
$238K 0.04%
+10,102
New +$237K
BHP icon
747
BHP
BHP
$213B
$236K 0.04%
7,399
-45,433
-86% -$1.47M
ELOS
748
DELISTED
Syneron Medical Ltd
ELOS
$235K 0.04%
+27,984
New +$219K
RGLD icon
749
Royal Gold
RGLD
$17.1B
$234K 0.04%
+3,700
New +$252K
KND
750
DELISTED
Kindred Healthcare
KND
$234K 0.04%
+29,751
New +$244K
28 29
30
31 32

Similar funds

SAM
Silvercrest Asset Management New York $13.8B AUM 28.39% 1-Year Est. Return
CM
Capula Management Grand Cayman, Cayman Islands $14.1B AUM 19.14% 1-Year Est. Return
X
Xponance Philadelphia, Pennsylvania $14.1B AUM 30.11% 1-Year Est. Return
WHG
Westwood Holdings Group Dallas, Texas $13.7B AUM 21.48% 1-Year Est. Return
PSCM
Pershing Square Capital Management New York $13.7B AUM 13.45% 1-Year Est. Return
BIP
Brandes Investment Partners La Jolla, California $14.1B AUM 25.52% 1-Year Est. Return
SA
Situational Awareness San Francisco, California $13.7B AUM 334.5% 1-Year Est. Return
FGP
Freestone Grove Partners San Francisco, California $14.2B AUM 24.58% 1-Year Est. Return

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.