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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
ACGL icon
301
Arch Capital
ACGL
$36.1B
$699K 0.11%
24,300
+5,100
+27% +$139K
NDAQ icon
302
Nasdaq
NDAQ
$51.5B
$698K 0.11%
31,200
+21,000
+206% +$463K
TVTY
303
DELISTED
Tivity Health, Inc. Common Stock
TVTY
$696K 0.11%
+30,600
New +$720K
K
304
DELISTED
Kellanova
K
$693K 0.11%
10,011
-213
-2% -$14.8K
PRKS icon
305
United Parks & Resorts
PRKS
$2.11B
$693K 0.11%
36,586
+13,162
+56% +$216K
ETFC
306
DELISTED
E*Trade Financial Corporation
ETFC
$690K 0.11%
+19,905
New +$635K
XYL icon
307
Xylem
XYL
$28.5B
$688K 0.11%
+13,900
New +$705K
ALOG
308
DELISTED
Analogic Corp
ALOG
$684K 0.11%
+8,247
New +$710K
STL
309
DELISTED
Sterling Bancorp
STL
$684K 0.11%
+29,248
New +$606K
EEFT icon
310
Euronet Worldwide
EEFT
$3.02B
$683K 0.11%
9,430
+4,130
+78% +$319K
SPR
311
DELISTED
Spirit AeroSystems
SPR
$683K 0.11%
11,704
+4,863
+71% +$264K
TFCF
312
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
$681K 0.11%
+25,000
New +$670K
CARB
313
DELISTED
Carbonite Inc
CARB
$680K 0.11%
41,435
+31,415
+314% +$536K
KYNB
314
Kyntra Bio
KYNB
$28.5M
$679K 0.11%
+1,270
New +$634K
CBT icon
315
Cabot Corp
CBT
$4.65B
$678K 0.11%
+13,421
New +$691K
MWA icon
316
Mueller Water Products
MWA
$3.92B
$676K 0.11%
50,800
+27,400
+117% +$352K
UMPQ
317
DELISTED
Umpqua Holdings Corp
UMPQ
$674K 0.11%
35,900
-254
-0.7% -$4.33K
BOKF icon
318
BOK Financial
BOKF
$8.64B
$673K 0.11%
+8,100
New +$622K
S
319
DELISTED
Sprint Corporation
S
$673K 0.11%
+79,900
New +$591K
CYH icon
320
Community Health Systems
CYH
$385M
$672K 0.11%
120,276
+77,269
+180% +$536K
ENS icon
321
EnerSys
ENS
$6.95B
$672K 0.11%
8,600
+5,327
+163% +$391K
NKTR icon
322
Nektar Therapeutics
NKTR
$2.39B
$669K 0.11%
3,636
+2,095
+136% +$426K
HIMX
323
Himax Technologies
HIMX
$2.2B
$665K 0.11%
+110,101
New +$832K
BCO icon
324
Brink's
BCO
$5.02B
$664K 0.11%
+16,100
New +$646K
EDU icon
325
New Oriental
EDU
$7.84B
$662K 0.1%
+15,718
New +$740K
11 12
13
14 15

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CM
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WHG
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PSCM
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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.