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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
ALGT icon
926
Allegiant Air
ALGT
$2.64B
– –
-3,230
Closed -$427K
ALK icon
927
Alaska Air
ALK
$5.15B
– –
-36,498
Closed -$2.4M
ALLY icon
928
Ally Financial
ALLY
$13.1B
– –
-50,900
Closed -$991K
AMAT icon
929
Applied Materials
AMAT
$426B
– –
-22,500
Closed -$678K
AMCX icon
930
AMC Global Media
AMCX
$430M
– –
-19,100
Closed -$991K
AMKR icon
931
Amkor Technology
AMKR
$16.1B
– –
-37,207
Closed -$362K
AMN icon
932
AMN Healthcare
AMN
$1.28B
– –
-28,372
Closed -$904K
AN icon
933
AutoNation
AN
$6.97B
– –
-10,771
Closed -$525K
ANGO icon
934
AngioDynamics
ANGO
$562M
– –
-10,158
Closed -$178K
AORT icon
935
Artivion
AORT
$1.23B
– –
-11,717
Closed -$206K
APAM icon
936
Artisan Partners
APAM
$2.79B
– –
-12,000
Closed -$326K
ARAY icon
937
Accuray
ARAY
$28.4M
– –
-23,767
Closed -$151K
ASC icon
938
Ardmore Shipping
ASC
$678M
– –
-16,300
Closed -$115K
ATHM icon
939
Autohome
ATHM
$2.43B
– –
-8,963
Closed -$217K
ATI icon
940
ATI
ATI
$27B
– –
-15,900
Closed -$287K
ATR icon
941
AptarGroup
ATR
$8.45B
– –
-5,200
Closed -$403K
AWI icon
942
Armstrong World Industries
AWI
$6.86B
– –
-7,000
Closed -$289K
AWK icon
943
American Water Works
AWK
$26.3B
– –
-5,500
Closed -$412K
AXS icon
944
AXIS Capital
AXS
$8.59B
– –
-4,800
Closed -$261K
AXTA icon
945
Axalta
AXTA
$7.01B
– –
-10,746
Closed -$304K
AZZ icon
946
AZZ Inc
AZZ
$4.5B
– –
-7,314
Closed -$477K
BA icon
947
Boeing
BA
$165B
– –
-13,500
Closed -$1.78M
BABA icon
948
Alibaba
BABA
$269B
– –
-3,600
Closed -$381K
BANC icon
949
Banc of California
BANC
$3.28B
– –
-23,100
Closed -$403K
BBWI icon
950
Bath & Body Works
BBWI
$4.01B
– –
-13,483
Closed -$771K
36 37
38
39 40

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CM
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X
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WHG
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PSCM
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BIP
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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.