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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
PKG icon
76
Packaging Corp of America
PKG
$22.7B
$1.71M 0.27%
20,200
+14,900
+281% +$1.25M
NAVI icon
77
Navient
NAVI
$774M
$1.69M 0.27%
+102,800
New +$1.6M
SBUX icon
78
Starbucks
SBUX
$118B
$1.68M 0.27%
30,300
+22,800
+304% +$1.26M
PNC icon
79
PNC Financial Services
PNC
$100B
$1.66M 0.26%
+14,200
New +$1.48M
TJX icon
80
TJX Companies
TJX
$170B
$1.65M 0.26%
44,000
-30,376
-41% -$1.15M
VIAB
81
DELISTED
Viacom Inc. Class B
VIAB
$1.65M 0.26%
47,100
+22,200
+89% +$816K
TLRD
82
DELISTED
Tailored Brands, Inc.
TLRD
$1.64M 0.26%
64,300
+13,576
+27% +$263K
MTG icon
83
MGIC Investment
MTG
$6.27B
$1.63M 0.26%
159,668
-13,227
-8% -$119K
GILD icon
84
Gilead Sciences
GILD
$161B
$1.63M 0.26%
+22,700
New +$1.69M
WM icon
85
Waste Management
WM
$95.9B
$1.62M 0.26%
22,800
+6,101
+37% +$408K
HUN icon
86
Huntsman Corp
HUN
$2.24B
$1.6M 0.25%
+84,030
New +$1.53M
FHN icon
87
First Horizon
FHN
$12.1B
$1.6M 0.25%
+80,000
New +$1.41M
PTC icon
88
PTC
PTC
$13.7B
$1.59M 0.25%
+34,400
New +$1.61M
HPE icon
89
Hewlett Packard
HPE
$63.2B
$1.59M 0.25%
118,030
+58,155
+97% +$777K
NBIX icon
90
Neurocrine Biosciences
NBIX
$17.7B
$1.55M 0.25%
+40,116
New +$1.82M
SWK icon
91
Stanley Black & Decker
SWK
$14.2B
$1.55M 0.24%
13,500
+7,621
+130% +$908K
TPR icon
92
Tapestry
TPR
$28.8B
$1.54M 0.24%
+44,100
New +$1.61M
HOUS
93
DELISTED
Anywhere Real Estate
HOUS
$1.54M 0.24%
59,984
+49,384
+466% +$1.22M
TCOM icon
94
Trip.com Group
TCOM
$27.5B
$1.53M 0.24%
+38,300
New +$1.68M
DVN icon
95
Devon Energy
DVN
$51.9B
$1.51M 0.24%
33,141
+8,341
+34% +$368K
OSK icon
96
Oshkosh
OSK
$9.67B
$1.51M 0.24%
+23,400
New +$1.45M
HEI icon
97
HEICO Corp
HEI
$48.9B
$1.49M 0.24%
+47,195
New +$1.42M
TTWO icon
98
Take-Two Interactive
TTWO
$43B
$1.46M 0.23%
+29,700
New +$1.4M
URI icon
99
United Rentals
URI
$71.1B
$1.45M 0.23%
13,761
-4,139
-23% -$377K
NSC icon
100
Norfolk Southern
NSC
$78.8B
$1.45M 0.23%
+13,400
New +$1.35M
2 3
4
5 6

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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.