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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
WLL
51
DELISTED
Whiting Petroleum Corporation
WLL
$1.94M 0.31%
+538
New +$1.62M
DHR icon
52
Danaher
DHR
$135B
$1.94M 0.31%
28,087
+18,725
+200% +$1.3M
NOC icon
53
Northrop Grumman
NOC
$77B
$1.93M 0.31%
+8,300
New +$1.93M
APTV icon
54
Aptiv
APTV
$12B
$1.93M 0.3%
+28,600
New +$1.92M
BBY icon
55
Best Buy
BBY
$18B
$1.9M 0.3%
44,500
-11,500
-21% -$489K
COF icon
56
Capital One
COF
$124B
$1.88M 0.3%
+21,500
New +$1.73M
EXC icon
57
Exelon
EXC
$48.6B
$1.86M 0.29%
73,605
+26,690
+57% +$633K
SCHL icon
58
Scholastic
SCHL
$796M
$1.86M 0.29%
+39,229
New +$1.67M
ESRX
59
DELISTED
Express Scripts Holding Company
ESRX
$1.84M 0.29%
26,800
+15,000
+127% +$1.08M
BIIB icon
60
Biogen
BIIB
$29.9B
$1.84M 0.29%
6,500
+3,700
+132% +$1.1M
RF icon
61
Regions Financial
RF
$26.3B
$1.83M 0.29%
+127,700
New +$1.58M
PNR icon
62
Pentair
PNR
$10.2B
$1.83M 0.29%
+48,690
New +$1.9M
MRK icon
63
Merck
MRK
$324B
$1.82M 0.29%
+32,383
New +$1.9M
PSX icon
64
Phillips 66
PSX
$82.9B
$1.81M 0.29%
+21,000
New +$1.75M
LHX icon
65
L3Harris
LHX
$55.9B
$1.79M 0.28%
17,500
+5,300
+43% +$524K
ELV icon
66
Elevance Health
ELV
$81.9B
$1.78M 0.28%
+12,397
New +$1.66M
RAI
67
DELISTED
Reynolds American Inc
RAI
$1.77M 0.28%
31,600
+23,989
+315% +$1.27M
WFC icon
68
Wells Fargo
WFC
$261B
$1.77M 0.28%
32,100
-3,000
-9% -$151K
TEL icon
69
TE Connectivity
TEL
$58.8B
$1.76M 0.28%
+25,400
New +$1.68M
PEP icon
70
PepsiCo
PEP
$186B
$1.76M 0.28%
16,800
+10,500
+167% +$1.1M
ACM icon
71
Aecom
ACM
$9.07B
$1.76M 0.28%
+48,300
New +$1.6M
ADBE icon
72
Adobe
ADBE
$89.5B
$1.75M 0.28%
+16,996
New +$1.8M
MNK
73
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
$1.74M 0.27%
34,834
+23,234
+200% +$1.37M
EOG icon
74
EOG Resources
EOG
$78B
$1.73M 0.27%
17,100
+2,000
+13% +$195K
MCHP icon
75
Microchip Technology
MCHP
$42.8B
$1.73M 0.27%
53,800
+15,000
+39% +$472K
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.