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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
KATE
1251
DELISTED
Kate Spade & Company
KATE
– –
-22,507
Closed -$386K
YHOO
1252
DELISTED
Yahoo Inc
YHOO
– –
-20,900
Closed -$901K
JNS
1253
DELISTED
Janus Capital Group Inc
JNS
– –
-57,000
Closed -$799K
INVN
1254
DELISTED
Invensense Inc
INVN
– –
-33,000
Closed -$245K
FNBC
1255
DELISTED
First NBC Bank Holding Company
FNBC
– –
-12,019
Closed -$113K
SWC
1256
DELISTED
Stillwater Mining Co
SWC
– –
-25,400
Closed -$339K
ZLTQ
1257
DELISTED
ZELTIQ Aesthetics, Inc.
ZLTQ
– –
-13,515
Closed -$530K
CWEI
1258
DELISTED
Clayton Williams Energy, Inc.
CWEI
– –
-2,466
Closed -$211K
CEB
1259
DELISTED
CEB Inc.
CEB
– –
-9,017
Closed -$491K
PLKI
1260
DELISTED
Popeyes Louisiana Kitchen, Inc.
PLKI
– –
-4,260
Closed -$225K
TSL
1261
DELISTED
Trina Solar Limited
TSL
– –
-14,868
Closed -$152K
HAR
1262
DELISTED
Harman International Industries
HAR
– –
-13,892
Closed -$1.17M
ELNK
1263
DELISTED
EarthLink Holdings Corp.
ELNK
– –
-17,114
Closed -$106K
VASC
1264
DELISTED
Vascular Solutions Inc
VASC
– –
-4,137
Closed -$200K
TMH
1265
DELISTED
Team Health Holdings Inc
TMH
– –
-14,100
Closed -$459K
AEPI
1266
DELISTED
AEP Industries Inc
AEPI
– –
-4,180
Closed -$457K
ININ
1267
DELISTED
Interactive Intelligence Group, inc.
ININ
– –
-9,613
Closed -$578K
EGL
1268
DELISTED
Engility Holdings, Inc.
EGL
– –
-12,297
Closed -$387K
STRZA
1269
DELISTED
Starz - Series A
STRZA
– –
-7,500
Closed -$234K
BEAT
1270
DELISTED
BioTelemetry, Inc.
BEAT
– –
-17,397
Closed -$323K
ESV
1271
DELISTED
Ensco Rowan plc
ESV
– –
-61,675
Closed -$2.1M
DISH
1272
DELISTED
DISH Network Corp.
DISH
– –
-9,900
Closed -$542K
CEO
1273
DELISTED
CNOOC Limited
CEO
– –
-1,800
Closed -$228K
CHL
1274
DELISTED
China Mobile Limited
CHL
– –
-3,400
Closed -$209K
CHU
1275
DELISTED
China Unicom (HONG KONG) Limited
CHU
– –
-21,700
Closed -$264K
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.