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Trexquant Investment Portfolio holdings

AUM $17B
1-Year Est. Return 39.66%
This Fund
S&P 500
This Quarter Est. Return
+6.93%
1 Year Est. Return
+39.66%
3 Year Est. Return
+112.15%
5 Year Est. Return
+98.93%
10 Year Est. Return
+403.68%
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 17.53%
2 Industrials 15.72%
3 Consumer Discretionary 15.08%
4 Technology 13.06%
5 Healthcare 12.3%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
ANDE icon
326
Andersons Inc
ANDE
$2.41B
$657K 0.1%
+14,706
New +$575K
IQV icon
327
IQVIA
IQV
$42.7B
$654K 0.1%
+8,600
New +$659K
UGI icon
328
UGI
UGI
$8.21B
$654K 0.1%
14,200
+7,400
+109% +$331K
MITK icon
329
Mitek Systems
MITK
$805M
$653K 0.1%
+106,143
New +$693K
WSFS icon
330
WSFS Financial
WSFS
$4.05B
$649K 0.1%
14,008
+7,965
+132% +$320K
CSII
331
DELISTED
Cardiovascular Systems, Inc.
CSII
$649K 0.1%
26,815
+5,053
+23% +$124K
AYI icon
332
Acuity Brands
AYI
$9.74B
$646K 0.1%
2,800
+1,451
+108% +$352K
ARGO
333
DELISTED
Argo Group International Holdings, Ltd.
ARGO
$644K 0.1%
+11,244
New +$600K
KOP icon
334
Koppers
KOP
$891M
$641K 0.1%
+15,914
New +$584K
NTT
335
DELISTED
Nippon Telegraph & Telephone
NTT
$639K 0.1%
15,200
+10,200
+204% +$433K
TT icon
336
Trane Technologies
TT
$98.1B
$638K 0.1%
+8,500
New +$613K
ASPS icon
337
Altisource Portfolio Solutions
ASPS
$63.8M
$632K 0.1%
2,973
+1,902
+178% +$424K
TTMI icon
338
TTM Technologies
TTMI
$13.6B
$631K 0.1%
46,300
+19,200
+71% +$250K
FMBI
339
DELISTED
First Midwest Bancorp Inc/IL
FMBI
$631K 0.1%
+25,000
New +$552K
MNST icon
340
Monster Beverage
MNST
$84.5B
$630K 0.1%
+56,800
New +$650K
EIGI
341
DELISTED
Endurance International Group Holdings, Inc.
EIGI
$630K 0.1%
67,788
+32,488
+92% +$264K
SVU
342
DELISTED
SUPERVALU Inc.
SVU
$629K 0.1%
+19,242
New +$639K
BLDR icon
343
Builders FirstSource
BLDR
$6.73B
$627K 0.1%
+57,200
New +$621K
SR icon
344
Spire
SR
$4.93B
$626K 0.1%
+9,700
New +$610K
PIR
345
DELISTED
Pier 1 Imports, Inc.
PIR
$626K 0.1%
+3,665
New +$425K
ISLE
346
DELISTED
Isle of Capri Casinos Inc
ISLE
$626K 0.1%
+25,339
New +$571K
SIMO icon
347
Silicon Motion
SIMO
$9.22B
$624K 0.1%
14,688
+10,088
+219% +$460K
REN
348
DELISTED
Resolute Energy Corporaton
REN
$621K 0.1%
+15,071
New +$480K
CBSH icon
349
Commerce Bancshares
CBSH
$8.36B
$618K 0.1%
+16,581
New +$559K
DE icon
350
Deere & Co
DE
$184B
$618K 0.1%
6,000
-9,800
-62% -$921K
12 13
14
15 16

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RFC
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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 18% of assets, up from 13% 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.