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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
TRVN
1176
DELISTED
Trevena, Inc.
TRVN
– –
-68
Closed -$287K
KAMN
1177
DELISTED
Kaman Corp
KAMN
– –
-5,800
Closed -$255K
BFX
1178
DELISTED
BowFlex Inc.
BFX
– –
-13,333
Closed -$303K
PACW
1179
DELISTED
PacWest Bancorp
PACW
– –
-8,800
Closed -$378K
AVTA
1180
DELISTED
Avantax, Inc. Common Stock
AVTA
– –
-10,800
Closed -$121K
ICPT
1181
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
– –
-6,300
Closed -$1.04M
TWNK
1182
DELISTED
Hostess Brands, Inc. Class A Common Stock
TWNK
– –
-22,778
Closed -$246K
SYNH
1183
DELISTED
Syneos Health, Inc. Class A Common Stock
SYNH
– –
-12,300
Closed -$548K
QUOT
1184
DELISTED
Quotient Technology Inc
QUOT
– –
-25,476
Closed -$339K
UNVR
1185
DELISTED
Univar Solutions Inc.
UNVR
– –
-9,292
Closed -$203K
SPPI
1186
DELISTED
Spectrum Pharmaceuticals Inc
SPPI
– –
-77,927
Closed -$364K
ISEE
1187
DELISTED
IVERIC bio, Inc. Common Stock
ISEE
– –
-13,680
Closed -$631K
SIOX
1188
DELISTED
Sio Gene Therapies Inc. Common Stock
SIOX
– –
-2,354
Closed -$264K
LCI
1189
DELISTED
Lannett Company, Inc.
LCI
– –
-5,804
Closed -$617K
CLVS
1190
DELISTED
Clovis Oncology, Inc.
CLVS
– –
-24,159
Closed -$871K
TMX
1191
DELISTED
Terminix Global Holdings, Inc.
TMX
– –
-17,617
Closed -$397K
CTXS
1192
DELISTED
Citrix Systems Inc
CTXS
– –
-15,823
Closed -$1.07M
NPTN
1193
DELISTED
NEOPHOTONICS CORP
NPTN
– –
-22,800
Closed -$373K
CERN
1194
DELISTED
Cerner Corp
CERN
– –
-18,616
Closed -$1.15M
JOBS
1195
DELISTED
51job Inc
JOBS
– –
-6,800
Closed -$227K
XLNX
1196
DELISTED
Xilinx Inc
XLNX
– –
-33,300
Closed -$1.81M
MGLN
1197
DELISTED
Magellan Health Services, Inc.
MGLN
– –
-5,775
Closed -$310K
ECHO
1198
DELISTED
Echo Global Logistics, Inc.
ECHO
– –
-19,872
Closed -$458K
CSOD
1199
DELISTED
Cornerstone OnDemand, Inc.
CSOD
– –
-4,666
Closed -$214K
PFPT
1200
DELISTED
Proofpoint, Inc.
PFPT
– –
-4,300
Closed -$322K
46 47
48
49 50

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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.