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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 | |
|---|---|---|---|---|---|---|
176
Veeva Systems
VEEV
$30.3B
| $1.03M | 0.16% |
25,300
+6,700
| +36% | +$274K |
|
|
CMA
177
DELISTED
Comerica
CMA
| $1.03M | 0.16% |
+15,100
| New | +$885K |
|
178
Boston Scientific
BSX
$65.8B
| $1.02M | 0.16% |
47,400
-55,200
| -54% | -$1.2M |
|
|
CLR
179
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $1.02M | 0.16% |
19,773
+6,340
| +47% | +$328K |
|
|
CHK
180
DELISTED
Chesapeake Energy Corporation
CHK
| $1.02M | 0.16% |
+726
| New | +$949K |
|
|
QEP
181
DELISTED
QEP RESOURCES, INC.
QEP
| $1.02M | 0.16% |
+55,200
| New | +$1M |
|
182
Lennox International
LII
$18.8B
| $1.01M | 0.16% |
6,600
+2,000
| +43% | +$305K |
|
|
CXO
183
DELISTED
CONCHO RESOURCES INC.
CXO
| $1.01M | 0.16% |
+7,600
| New | +$1.03M |
|
|
MSCC
184
DELISTED
Microsemi Corp
MSCC
| $1M | 0.16% |
+18,600
| New | +$909K |
|
|
AEL
185
DELISTED
American Equity Investment Life Holding Company
AEL
| $999K | 0.16% |
+44,331
| New | +$886K |
|
|
QGENF
186
DELISTED
QIAGEN NV
QGENF
| $997K | 0.16% |
35,582
+23,142
| +186% | +$648K |
|
187
Paylocity
PCTY
$6.71B
| $996K | 0.16% |
+33,200
| New | +$1.24M |
|
188
Air Products & Chemicals
APD
$66.3B
| $992K | 0.16% |
+6,900
| New | +$966K |
|
189
Jacobs Solutions
J
$15.9B
| $986K | 0.16% |
20,915
+15,233
| +268% | +$702K |
|
190
Caleres
CAL
$396M
| $975K | 0.15% |
+29,700
| New | +$871K |
|
191
Royal Bank of Canada
RY
$291B
| $975K | 0.15% |
14,400
-6,940
| -33% | -$450K |
|
192
Live Nation Entertainment
LYV
$41.2B
| $974K | 0.15% |
36,621
+6,448
| +21% | +$177K |
|
193
American International
AIG
$41.9B
| $960K | 0.15% |
14,700
+10,129
| +222% | +$636K |
|
194
Raymond James Financial
RJF
$32.5B
| $960K | 0.15% |
+20,781
| New | +$918K |
|
195
Cullen/Frost Bankers
CFR
$10.3B
| $958K | 0.15% |
+10,863
| New | +$871K |
|
196
AerCap
AER
$23.9B
| $949K | 0.15% |
+22,800
| New | +$959K |
|
|
SBNY
197
DELISTED
Signature Bank
SBNY
| $946K | 0.15% |
6,300
-1,500
| -19% | -$205K |
|
|
MXIM
198
DELISTED
Maxim Integrated Products
MXIM
| $941K | 0.15% |
24,400
-16,300
| -40% | -$639K |
|
199
Fluor
FLR
$7.29B
| $940K | 0.15% |
+17,900
| New | +$930K |
|
200
Broadcom
AVGO
$1.82T
| $937K | 0.15% |
+53,000
| New | +$918K |
|
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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.