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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
BCE icon
951
BCE
BCE
$19.9B
– –
-9,000
Closed -$416K
BEN icon
952
Franklin Resources
BEN
$16.9B
– –
-53,376
Closed -$1.9M
BBT
953
Beacon Financial Corp
BBT
$2.53B
– –
-9,317
Closed -$258K
BIDU icon
954
Baidu
BIDU
$35.8B
– –
-1,400
Closed -$255K
BJRI icon
955
BJ's Restaurants
BJRI
$1.41B
– –
-14,900
Closed -$530K
BKD icon
956
Brookdale Senior Living
BKD
$3.62B
– –
-42,000
Closed -$733K
BKE icon
957
Buckle
BKE
$2.19B
– –
-8,960
Closed -$215K
BLD
958
DELISTED
TopBuild
BLD
– –
-6,200
Closed -$206K
BOX icon
959
Box
BOX
$4.02B
– –
-10,000
Closed -$158K
BUD icon
960
AB InBev
BUD
$158B
– –
-5,000
Closed -$657K
BURL icon
961
Burlington
BURL
$22B
– –
-9,400
Closed -$762K
BWA icon
962
BorgWarner
BWA
$13.2B
– –
-21,066
Closed -$652K
BYD icon
963
Boyd Gaming
BYD
$6.47B
– –
-22,500
Closed -$445K
CADE
964
DELISTED
Cadence Bank
CADE
– –
-22,256
Closed -$516K
CB icon
965
Chubb
CB
$140B
– –
-3,810
Closed -$479K
CBRE icon
966
CBRE Group
CBRE
$40.8B
– –
-9,100
Closed -$255K
CC icon
967
Chemours
CC
$2.59B
– –
-42,624
Closed -$682K
CHKP icon
968
Check Point Software Technologies
CHKP
$13.3B
– –
-5,100
Closed -$396K
CHRD icon
969
Chord Energy
CHRD
$7.79B
– –
-218,800
Closed -$2.51M
CHRS icon
970
Coherus Oncology
CHRS
$217M
– –
-21,421
Closed -$574K
CLB icon
971
Core Laboratories
CLB
$538M
– –
-4,300
Closed -$483K
CLS icon
972
Celestica
CLS
$35.1B
– –
-19,478
Closed -$211K
CLX icon
973
Clorox
CLX
$11.6B
– –
-9,600
Closed -$1.2M
CMC icon
974
Commercial Metals
CMC
$7.63B
– –
-36,400
Closed -$589K
CNP icon
975
CenterPoint Energy
CNP
$29.1B
– –
-52,000
Closed -$1.21M
37 38
39
40 41

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CM
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X
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WHG
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PSCM
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BIP
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SA
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FGP
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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.