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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
DCM
1276
DELISTED
NTT DOCOMO, Inc.
DCM
– –
-10,174
Closed -$259K
BCR
1277
DELISTED
CR Bard Inc.
BCR
– –
-1,100
Closed -$247K
SSRI
1278
DELISTED
Silver Standard Resources
SSRI
– –
-46,300
Closed -$558K
WNR
1279
DELISTED
Western Refining Inc
WNR
– –
-20,005
Closed -$529K
ACAS
1280
DELISTED
American Capital Ltd
ACAS
– –
-13,400
Closed -$227K
RPTP
1281
DELISTED
RAPTOR PHARMACEUTICAL CORP COM STK (DE)
RPTP
– –
-28,587
Closed -$256K
HAWK
1282
DELISTED
Blackhawk Network Holdings, Inc. Common Stock
HAWK
– –
-26,272
Closed -$793K
STMP
1283
DELISTED
Stamps.com, Inc.
STMP
– –
-5,752
Closed -$544K
DCOM
1284
DELISTED
Dime Community Bancshares
DCOM
– –
-10,938
Closed -$183K
VG
1285
DELISTED
Vonage Holdings Corporation
VG
– –
-23,535
Closed -$156K
ENV
1286
DELISTED
ENVESTNET, INC.
ENV
– –
-5,773
Closed -$210K
WOOF
1287
DELISTED
VCA Inc.
WOOF
– –
-7,700
Closed -$539K
GCI
1288
DELISTED
Gannett Co., Inc
GCI
– –
-15,614
Closed -$182K
48 49 50 51
52

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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.