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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
UI icon
226
Ubiquiti
UI
$31.8B
$847K 0.13%
+14,660
New +$800K
LEG icon
227
Leggett & Platt
LEG
$1.52B
$845K 0.13%
+17,281
New +$822K
XEC
228
DELISTED
CIMAREX ENERGY CO
XEC
$843K 0.13%
+6,200
New +$830K
MMS icon
229
Maximus
MMS
$3.14B
$842K 0.13%
+15,100
New +$820K
OLLI icon
230
Ollie's Bargain Outlet
OLLI
$4.01B
$841K 0.13%
+29,578
New +$853K
RMD icon
231
ResMed
RMD
$28.3B
$840K 0.13%
13,544
-6,756
-33% -$414K
EV
232
DELISTED
Eaton Vance Corp.
EV
$838K 0.13%
+20,000
New +$786K
XPO icon
233
XPO
XPO
$25B
$837K 0.13%
56,093
+32,962
+143% +$459K
HDS
234
DELISTED
HD Supply Holdings, Inc.
HDS
$837K 0.13%
+19,700
New +$726K
EXEL icon
235
Exelixis
EXEL
$13.9B
$829K 0.13%
55,600
-2,138
-4% -$30.8K
NWSA icon
236
News Corp Class A
NWSA
$14.5B
$829K 0.13%
+72,300
New +$894K
OIS icon
237
Oil States International
OIS
$522M
$827K 0.13%
21,200
+7,216
+52% +$245K
CCEP icon
238
Coca-Cola Europacific Partners
CCEP
$46.5B
$816K 0.13%
+26,000
New +$916K
PRI icon
239
Primerica
PRI
$9.81B
$816K 0.13%
+11,800
New +$750K
CP icon
240
Canadian Pacific Kansas City
CP
$82B
$815K 0.13%
28,535
+20,535
+257% +$607K
GEN icon
241
Gen Digital
GEN
$15.6B
$815K 0.13%
34,100
-69,400
-67% -$1.7M
OSUR icon
242
OraSure Technologies
OSUR
$273M
$814K 0.13%
92,707
+47,072
+103% +$389K
FNB icon
243
FNB Corp
FNB
$6.78B
$813K 0.13%
50,700
+6,767
+15% +$96.4K
CVGW
244
DELISTED
Calavo Growers
CVGW
$812K 0.13%
13,218
+8,290
+168% +$504K
TER icon
245
Teradyne
TER
$54.8B
$810K 0.13%
31,900
+18,800
+144% +$446K
DCH
246
Dauch Corp
DCH
$1.3B
$804K 0.13%
+41,650
New +$706K
RHT
247
DELISTED
Red Hat Inc
RHT
$802K 0.13%
+11,500
New +$887K
DLB icon
248
Dolby
DLB
$4.72B
$800K 0.13%
+17,700
New +$853K
STLD icon
249
Steel Dynamics
STLD
$35.6B
$797K 0.13%
+22,400
New +$705K
KNGT
250
DELISTED
KNIGHT TRANSPORTATION INC
KNGT
$797K 0.13%
+24,100
New +$797K
8 9
10
11 12

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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.