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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 | |
|---|---|---|---|---|---|---|
801
ImmunityBio
IBRX
$7.44B
| $209K | 0.03% |
+36,593
| New | +$244K |
|
|
VR
802
DELISTED
Validus Hold Ltd
VR
| $209K | 0.03% |
+3,800
| New | +$201K |
|
803
MasTec
MTZ
$26.7B
| $208K | 0.03% |
+5,449
| New | +$185K |
|
|
DNB
804
DELISTED
Dun & Bradstreet
DNB
| $208K | 0.03% |
+1,712
| New | +$211K |
|
|
PRMW
805
DELISTED
Primo Water Corporation
PRMW
| $208K | 0.03% |
+16,900
| New | +$217K |
|
806
Generac Holdings
GNRC
$11.9B
| $207K | 0.03% |
5,070
-7,430
| -59% | -$294K |
|
807
Chegg
CHGG
$108M
| $206K | 0.03% |
27,894
+10,898
| +64% | +$81.1K |
|
808
Cenovus Energy
CVE
$54.6B
| $206K | 0.03% |
13,600
-30,900
| -69% | -$465K |
|
809
Progress Software
PRGS
$1.55B
| $205K | 0.03% |
6,427
-14,258
| -69% | -$414K |
|
810
Ametek
AME
$55.5B
| $204K | 0.03% |
4,200
-23,200
| -85% | -$1.1M |
|
811
Sanmina
SANM
$11.2B
| $204K | 0.03% |
+5,553
| New | +$176K |
|
812
TSMC
TSM
$2.09T
| $204K | 0.03% |
7,100
-34,300
| -83% | -$1.03M |
|
|
NP
813
DELISTED
Neenah, Inc. Common Stock
NP
| $204K | 0.03% |
+2,400
| New | +$199K |
|
|
LTM
814
DELISTED
LATAM Airlines Group S.A American Depositary Shares (Each representing 1 Common Share)
LTM
| $203K | 0.03% |
24,770
-13,030
| -34% | -$116K |
|
|
TAHO
815
DELISTED
Tahoe Resources Inc
TAHO
| $203K | 0.03% |
+21,532
| New | +$224K |
|
816
Camden National
CAC
$924M
| $202K | 0.03% |
+4,549
| New | +$167K |
|
|
FISV
817
Fiserv Inc
FISV
$27.2B
| $202K | 0.03% |
3,800
-5,000
| -57% | -$257K |
|
818
Geospace Technologies
GEOS
$91.6M
| $202K | 0.03% |
+9,900
| New | +$200K |
|
819
Chefs' Warehouse
CHEF
$3.87B
| $201K | 0.03% |
+12,700
| New | +$167K |
|
820
Emergent Biosolutions
EBS
$375M
| $201K | 0.03% |
+6,111
| New | +$183K |
|
821
Standard Motor Products
SMP
$861M
| $201K | 0.03% |
+3,777
| New | +$189K |
|
|
SNBR
822
DELISTED
Sleep Number
SNBR
| $201K | 0.03% |
8,886
-17,214
| -66% | -$372K |
|
823
TFS Financial
TFSL
$5.1B
| $201K | 0.03% |
+10,572
| New | +$195K |
|
|
AMTD
824
DELISTED
TD Ameritrade Holding Corp
AMTD
| $201K | 0.03% |
+4,600
| New | +$179K |
|
|
LUMO
825
DELISTED
Lumos Pharma, Inc. Common Stock
LUMO
| $200K | 0.03% |
+2,165
| New | +$244K |
|
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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.