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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
USCR
1201
DELISTED
U S Concrete, Inc.
USCR
– –
-14,800
Closed -$682K
ALXN
1202
DELISTED
Alexion Pharmaceuticals
ALXN
– –
-4,800
Closed -$588K
CMD
1203
DELISTED
Cantel Medical Corporation
CMD
– –
-4,181
Closed -$326K
WDR
1204
DELISTED
Waddell & Reed Financial, Inc.
WDR
– –
-23,163
Closed -$421K
RP
1205
DELISTED
RealPage, Inc.
RP
– –
-8,766
Closed -$225K
SINA
1206
DELISTED
Sina Corp
SINA
– –
-21,100
Closed -$1.56M
CZZ
1207
DELISTED
Cosan Limited
CZZ
– –
-52,927
Closed -$378K
WPX
1208
DELISTED
WPX Energy, Inc.
WPX
– –
-58,500
Closed -$772K
FRAN
1209
DELISTED
Francesca's Holdings Corporation
FRAN
– –
-1,883
Closed -$349K
ONDK
1210
DELISTED
On Deck Capital, Inc.
ONDK
– –
-37,060
Closed -$211K
BGG
1211
DELISTED
Briggs & Stratton Corp.
BGG
– –
-12,902
Closed -$241K
PTLA
1212
DELISTED
Portola Pharmaceuticals, Inc.
PTLA
– –
-30,682
Closed -$697K
GNC
1213
DELISTED
GNC Holdings, Inc.
GNC
– –
-25,200
Closed -$515K
AKRX
1214
DELISTED
Akorn Inc
AKRX
– –
-19,500
Closed -$532K
UNT
1215
DELISTED
UNIT Corporation
UNT
– –
-18,579
Closed -$346K
SSI
1216
DELISTED
Stage Stores Inc
SSI
– –
-20,487
Closed -$115K
RTN
1217
DELISTED
Raytheon Company
RTN
– –
-6,100
Closed -$830K
HABT
1218
DELISTED
The Habit Restaurants, Inc. - Class A
HABT
– –
-14,571
Closed -$204K
DERM
1219
DELISTED
Dermira, Inc.
DERM
– –
-6,127
Closed -$207K
ACHN
1220
DELISTED
Achillion Pharmaceuticals
ACHN
– –
-11,449
Closed -$93K
MDCO
1221
DELISTED
Medicines Co
MDCO
– –
-6,000
Closed -$226K
DF
1222
DELISTED
Dean Foods Company
DF
– –
-37,080
Closed -$608K
ISCA
1223
DELISTED
International Speedway Corp
ISCA
– –
-9,810
Closed -$328K
WAGE
1224
DELISTED
WageWorks, Inc.
WAGE
– –
-3,870
Closed -$236K
TCF
1225
DELISTED
TCF Financial Corporation Common Stock
TCF
– –
-6,100
Closed -$269K
47 48
49
50 51

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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.