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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
CSX icon
26
CSX Corp
CSX
$98.6B
$2.39M 0.38%
+199,200
New +$2.23M
KMI icon
27
Kinder Morgan
KMI
$73.1B
$2.37M 0.38%
114,600
+51,400
+81% +$1.09M
AET
28
DELISTED
Aetna Inc
AET
$2.37M 0.37%
19,100
+8,800
+85% +$1.05M
OVV icon
29
Ovintiv
OVV
$17.5B
$2.36M 0.37%
+40,260
New +$2.29M
MRO
30
DELISTED
Marathon Oil Corporation
MRO
$2.31M 0.36%
+133,300
New +$2.14M
GPN icon
31
Global Payments
GPN
$22.1B
$2.29M 0.36%
33,000
+16,200
+96% +$1.16M
TSN icon
32
Tyson Foods
TSN
$20.2B
$2.27M 0.36%
36,792
+16,392
+80% +$1.08M
QCOM icon
33
Qualcomm
QCOM
$176B
$2.23M 0.35%
+34,200
New +$2.3M
HLT icon
34
Hilton Worldwide
HLT
$74B
$2.21M 0.35%
+27,033
New +$1.99M
LVS icon
35
Las Vegas Sands
LVS
$30.5B
$2.17M 0.34%
+40,700
New +$2.37M
GIS icon
36
General Mills
GIS
$19.2B
$2.17M 0.34%
+35,100
New +$2.17M
HBI
37
DELISTED
Hanesbrands
HBI
$2.15M 0.34%
99,900
+78,000
+356% +$1.86M
DHI icon
38
D.R. Horton
DHI
$41B
$2.13M 0.34%
77,800
– –
SCS
39
DELISTED
Steelcase
SCS
$2.13M 0.34%
118,707
+102,507
+633% +$1.54M
AAL icon
40
American Airlines Group
AAL
$9.58B
$2.12M 0.34%
+45,400
New +$1.98M
CE icon
41
Celanese
CE
$5.09B
$2.1M 0.33%
+26,625
New +$2M
MRSH
42
Marsh
MRSH
$86.3B
$2.1M 0.33%
31,000
+23,298
+302% +$1.56M
NUAN
43
DELISTED
Nuance Communications, Inc.
NUAN
$2.09M 0.33%
+162,278
New +$2.09M
F icon
44
Ford
F
$57.3B
$2.08M 0.33%
171,300
+146,500
+591% +$1.78M
FFIV icon
45
F5
FFIV
$22.1B
$2.06M 0.33%
+14,200
New +$1.92M
GME icon
46
GameStop
GME
$9.5B
$2.04M 0.32%
+323,304
New +$2M
WWD icon
47
Woodward
WWD
$25B
$2.04M 0.32%
+29,500
New +$1.91M
SYY icon
48
Sysco
SYY
$39.7B
$2.01M 0.32%
36,300
+30,100
+485% +$1.56M
PPG icon
49
PPG Industries
PPG
$25.9B
$2M 0.32%
21,100
-1,100
-5% -$105K
JNPR
50
DELISTED
Juniper Networks
JNPR
$2M 0.32%
70,700
+35,736
+102% +$931K
1
2
3 4 5

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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.