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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
WFT
1226
DELISTED
Weatherford International plc
WFT
– –
-64,438
Closed -$362K
HZNP
1227
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
– –
-77,100
Closed -$1.4M
ULTI
1228
DELISTED
Ultimate Software Group Inc
ULTI
– –
-1,000
Closed -$204K
RDC
1229
DELISTED
Rowan Companies Plc
RDC
– –
-16,500
Closed -$250K
TFCFA
1230
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
– –
-12,300
Closed -$298K
NXTM
1231
DELISTED
NxStage Medical Inc.
NXTM
– –
-17,455
Closed -$436K
HDP
1232
DELISTED
Hortonworks, Inc.
HDP
– –
-20,335
Closed -$170K
SONC
1233
DELISTED
Sonic Corp
SONC
– –
-10,100
Closed -$264K
KS
1234
DELISTED
KapStone Paper and Pack Corp.
KS
– –
-23,400
Closed -$443K
PX
1235
DELISTED
Praxair Inc
PX
– –
-4,900
Closed -$592K
PF
1236
DELISTED
Pinnacle Foods, Inc.
PF
– –
-6,800
Closed -$341K
TWX
1237
DELISTED
Time Warner Inc
TWX
– –
-4,900
Closed -$390K
MON
1238
DELISTED
Monsanto Co
MON
– –
-23,400
Closed -$2.39M
CXRX
1239
DELISTED
Concordia International Corp. Common Stock
CXRX
– –
-18,612
Closed -$83K
AVXS
1240
DELISTED
AveXis, Inc. Common Stock
AVXS
– –
-10,237
Closed -$422K
BUFF
1241
DELISTED
Blue Buffalo Pet Products, Inc
BUFF
– –
-22,902
Closed -$544K
CAA
1242
DELISTED
CalAtlantic Group, Inc.
CAA
– –
-6,000
Closed -$201K
BWLD
1243
DELISTED
Buffalo Wild Wings, Inc.
BWLD
– –
-3,400
Closed -$479K
TIME
1244
DELISTED
Time Inc.
TIME
– –
-15,823
Closed -$229K
ABCO
1245
DELISTED
Advisory Board Co
ABCO
– –
-7,600
Closed -$340K
BRCD
1246
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
– –
-10,225
Closed -$94K
RICE
1247
DELISTED
Rice Energy Inc.
RICE
– –
-91,200
Closed -$2.38M
LVLT
1248
DELISTED
Level 3 Communications Inc
LVLT
– –
-7,700
Closed -$357K
NVDQ
1249
DELISTED
Novadaq Technologies Inc.
NVDQ
– –
-18,663
Closed -$216K
MBLY
1250
DELISTED
Mobileye N.V.
MBLY
– –
-27,761
Closed -$1.18M
48 49
50
51 52

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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.