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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
ORN icon
901
Orion Group Holdings
ORN
$514M
$105K 0.02%
+10,532
New +$93.6K
TSQ icon
902
Townsquare Media
TSQ
$113M
$105K 0.02%
+10,100
New +$93.3K
FCRD
903
DELISTED
First Eagle Alternative Capital BDC, Inc. Common Stock
FCRD
$104K 0.02%
+10,400
New +$101K
HBM icon
904
Hudbay
HBM
$9.92B
$101K 0.02%
+17,673
New +$94.5K
CLSD
905
DELISTED
Clearside Biomedical
CLSD
$96K 0.02%
+713
New +$179K
SPLS
906
DELISTED
Staples Inc
SPLS
$95K 0.02%
+10,542
New +$91.9K
QURE icon
907
uniQure
QURE
$2.68B
$90K 0.01%
+16,080
New +$108K
SCTL
908
DELISTED
Societal CDMO, Inc. Common Stock
SCTL
$89K 0.01%
+12,350
New +$84.5K
EVC icon
909
Entravision Communication
EVC
$983M
$86K 0.01%
12,352
-2,367
-16% -$16.1K
EGLT
910
DELISTED
Egalet Corporation
EGLT
$85K 0.01%
+11,122
New +$81.4K
TRIL
911
DELISTED
Trillium Therapeutics Inc.
TRIL
$84K 0.01%
+14,902
New +$148K
DCOY
912
Decoy Therapeutics
DCOY
$2.68M
– –
0
– –
CASC
913
DELISTED
Cascadian Therapeutics, Inc.
CASC
$70K 0.01%
+16,283
New +$105K
AVP
914
DELISTED
Avon Products, Inc.
AVP
$65K 0.01%
+12,844
New +$74.6K
AA icon
915
Alcoa
AA
$11.7B
– –
-86,267
Closed -$2.1M
ABG icon
916
Asbury Automotive
ABG
$4.19B
– –
-7,900
Closed -$440K
ACN icon
917
Accenture
ACN
$89.9B
– –
-12,700
Closed -$1.55M
ACTG icon
918
Acacia Research
ACTG
$450M
– –
-32,260
Closed -$210K
ADSK icon
919
Autodesk
ADSK
$44.3B
– –
-3,200
Closed -$231K
ADTN icon
920
Adtran
ADTN
$798M
– –
-11,357
Closed -$217K
AEP icon
921
American Electric Power
AEP
$73.7B
– –
-18,500
Closed -$1.19M
AFG icon
922
American Financial Group
AFG
$11.9B
– –
-4,135
Closed -$310K
AGCO icon
923
AGCO
AGCO
$8.78B
– –
-15,700
Closed -$774K
AIR icon
924
AAR Corp
AIR
$5.15B
– –
-17,000
Closed -$532K
ALGN icon
925
Align Technology
ALGN
$12B
– –
-4,945
Closed -$464K
35 36
37
38 39

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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.