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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 | |
|---|---|---|---|---|---|---|
|
AMBR
851
DELISTED
Amber Road Inc
AMBR
| $181K | 0.03% |
+19,979
| New | +$202K |
|
|
JMBA
852
DELISTED
Jamba, Inc.
JMBA
| $176K | 0.03% |
+17,100
| New | +$177K |
|
|
LAYN
853
DELISTED
Layne Christensen Co
LAYN
| $174K | 0.03% |
+16,028
| New | +$155K |
|
854
TechTarget
TTGT
$246M
| $173K | 0.03% |
+20,302
| New | +$170K |
|
855
Valley National Bancorp
VLY
$7.93B
| $173K | 0.03% |
+14,900
| New | +$159K |
|
856
Sabesp
SBS
$19.7B
| $169K | 0.03% |
+100,552
| New | +$177K |
|
|
SREV
857
DELISTED
ServiceSource International, Inc.
SREV
| $169K | 0.03% |
+29,683
| New | +$158K |
|
858
Digi International
DGII
$2.52B
| $168K | 0.03% |
+12,207
| New | +$150K |
|
|
EXAS
859
DELISTED
Exact Sciences
EXAS
| $168K | 0.03% |
12,600
-33,200
| -72% | -$536K |
|
|
PGEM
860
DELISTED
Ply Gem Holdings, Inc.
PGEM
| $164K | 0.03% |
10,087
-10
| -0.1% | -$149 |
|
|
CLMS
861
DELISTED
Calamos Asset Management, Inc.
CLMS
| $162K | 0.03% |
+18,998
| New | +$132K |
|
|
TRUE
862
DELISTED
TrueCar
TRUE
| $161K | 0.03% |
+12,872
| New | +$145K |
|
863
Veracyte
VCYT
$4.52B
| $161K | 0.03% |
+20,765
| New | +$155K |
|
|
OCLR
864
DELISTED
Oclaro Inc.
OCLR
| $160K | 0.03% |
+17,916
| New | +$155K |
|
|
P
865
Everpure Inc
P
$24.8B
| $158K | 0.03% |
+14,003
| New | +$181K |
|
|
SMRT
866
DELISTED
Stein Mart Inc
SMRT
| $158K | 0.03% |
+28,787
| New | +$167K |
|
|
RRTS
867
DELISTED
RoadRunner Transportation Systems, Inc.
RRTS
| $157K | 0.02% |
+604
| New | +$140K |
|
868
Sterling Infrastructure
STRL
$20.3B
| $156K | 0.02% |
+18,488
| New | +$148K |
|
|
DSPG
869
DELISTED
DSP Group Inc
DSPG
| $155K | 0.02% |
+11,900
| New | +$136K |
|
870
New Mountain Finance
NMFC
$646M
| $153K | 0.02% |
+10,864
| New | +$150K |
|
871
Gaia
GAIA
$47.3M
| $152K | 0.02% |
+17,518
| New | +$141K |
|
872
LG Display
LPL
$3.17B
| $152K | 0.02% |
+11,821
| New | +$148K |
|
|
CLD
873
DELISTED
Cloud Peak Energy Inc
CLD
| $150K | 0.02% |
+26,659
| New | +$161K |
|
874
OneSpan
OSPN
$562M
| $145K | 0.02% |
10,603
-189
| -2% | -$2.84K |
|
875
Rocket Pharmaceuticals
RCKT
$348M
| $145K | 0.02% |
+5,931
| New | +$169K |
|
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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.