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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
HI
351
DELISTED
Hillenbrand
HI
$618K 0.1%
+16,112
New +$544K
ARIA
352
DELISTED
Ariad Pharmaceuticals Inc
ARIA
$616K 0.1%
49,529
-3,971
-7% -$47.8K
BNED icon
353
Barnes & Noble Education
BNED
$412M
$615K 0.1%
+536
New +$566K
PNRA
354
DELISTED
Panera Bread Co
PNRA
$615K 0.1%
3,000
-5,700
-66% -$1.15M
SNP
355
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
$611K 0.1%
8,600
+3,658
+74% +$265K
CSTM icon
356
Constellium
CSTM
$3.96B
$610K 0.1%
103,374
+88,339
+588% +$540K
NMBL
357
DELISTED
Nimble Storage, Inc.
NMBL
$608K 0.1%
+76,767
New +$626K
WMB icon
358
Williams Companies
WMB
$90.5B
$607K 0.1%
19,500
-26,200
-57% -$790K
BR icon
359
Broadridge
BR
$17.2B
$605K 0.1%
9,128
+6,055
+197% +$394K
DEO icon
360
Diageo
DEO
$46.2B
$603K 0.1%
5,800
+2,800
+93% +$295K
LAZ icon
361
Lazard
LAZ
$4.37B
$600K 0.09%
+14,600
New +$567K
FRME icon
362
First Merchants
FRME
$2.72B
$599K 0.09%
15,903
+4,891
+44% +$155K
MATW icon
363
Matthews International
MATW
$864M
$599K 0.09%
7,800
+4,400
+129% +$296K
MSCI icon
364
MSCI
MSCI
$40B
$599K 0.09%
+7,600
New +$612K
CRI icon
365
Carter's
CRI
$1.43B
$596K 0.09%
+6,900
New +$616K
NRG icon
366
NRG Energy
NRG
$29.8B
$593K 0.09%
48,400
-74,676
-61% -$860K
PBYI icon
367
Puma Biotechnology
PBYI
$406M
$593K 0.09%
19,326
+2,897
+18% +$125K
ATHN
368
DELISTED
Athenahealth, Inc.
ATHN
$593K 0.09%
+5,636
New +$606K
HSIC icon
369
Henry Schein
HSIC
$9.74B
$592K 0.09%
+9,945
New +$600K
RS icon
370
Reliance Steel & Aluminium
RS
$20.8B
$589K 0.09%
7,400
+300
+4% +$22.9K
FMC icon
371
FMC
FMC
$1.42B
$588K 0.09%
+11,991
New +$548K
NEWR
372
DELISTED
New Relic, Inc.
NEWR
$585K 0.09%
20,700
+12,981
+168% +$428K
RRR icon
373
Red Rock Resorts
RRR
$3.74B
$584K 0.09%
+25,200
New +$573K
TLYS icon
374
Tilly's
TLYS
$115M
$584K 0.09%
+44,312
New +$494K
SYNA icon
375
Synaptics
SYNA
$4.41B
$579K 0.09%
10,800
+3,400
+46% +$197K
13 14
15
16 17

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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.