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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
MITL
426
DELISTED
Mitel Networks Corporation
MITL
$514K 0.08%
75,657
+37,854
+100% +$263K
SSYS icon
427
Stratasys
SSYS
$697M
$511K 0.08%
+30,918
New +$606K
BHI
428
DELISTED
Baker Hughes
BHI
$507K 0.08%
+7,800
New +$463K
SAGE
429
DELISTED
Sage Therapeutics
SAGE
$505K 0.08%
9,900
-7,900
-44% -$372K
PXD
430
DELISTED
Pioneer Natural Resource Co.
PXD
$504K 0.08%
+2,800
New +$513K
CVA
431
DELISTED
Covanta Holding Corporation
CVA
$504K 0.08%
32,332
+19,071
+144% +$284K
SCLN
432
DELISTED
Sciclone Pharmaceuticals Inc
SCLN
$504K 0.08%
+46,629
New +$466K
FLOW
433
DELISTED
SPX FLOW, Inc.
FLOW
$502K 0.08%
15,671
+4,103
+35% +$120K
NTRS icon
434
Northern Trust
NTRS
$22.2B
$501K 0.08%
5,629
-8,671
-61% -$689K
TRU icon
435
TransUnion
TRU
$14.8B
$501K 0.08%
16,200
+6,284
+63% +$198K
MTOR
436
DELISTED
MERITOR, Inc.
MTOR
$501K 0.08%
+40,326
New +$474K
LPLA icon
437
LPL Financial
LPLA
$26.3B
$500K 0.08%
+14,210
New +$497K
STE icon
438
Steris
STE
$20.9B
$500K 0.08%
+7,419
New +$503K
CENX icon
439
Century Aluminum
CENX
$4.57B
$499K 0.08%
+58,265
New +$498K
CATY icon
440
Cathay General Bancorp
CATY
$4.2B
$498K 0.08%
+13,100
New +$443K
CM icon
441
Canadian Imperial Bank of Commerce
CM
$107B
$498K 0.08%
+12,200
New +$478K
GWPH
442
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
$497K 0.08%
+4,445
New +$535K
REGI
443
DELISTED
Renewable Energy Group, Inc.
REGI
$497K 0.08%
+51,199
New +$479K
BV
444
DELISTED
Bazaarvoice, Inc.
BV
$495K 0.08%
+102,003
New +$519K
ADI icon
445
Analog Devices
ADI
$181B
$494K 0.08%
+6,800
New +$462K
EXPR
446
DELISTED
Express, Inc.
EXPR
$494K 0.08%
+2,294
New +$563K
DDC
447
DELISTED
Dominion Diamond Corporation
DDC
$494K 0.08%
50,989
+22,968
+82% +$210K
PVH icon
448
PVH
PVH
$3.71B
$493K 0.08%
5,467
-211
-4% -$22.2K
SCMP
449
DELISTED
Sucampo Pharmaceuticals, Inc.
SCMP
$492K 0.08%
+36,299
New +$506K
CCK icon
450
Crown Holdings
CCK
$12.8B
$489K 0.08%
9,300
+3,200
+52% +$173K
16 17
18
19 20

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WHG
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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.