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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
CNS icon
976
Cohen & Steers
CNS
$4.18B
– –
-6,610
Closed -$283K
CPK icon
977
Chesapeake Utilities
CPK
$3.26B
– –
-4,382
Closed -$268K
CPRT icon
978
Copart
CPRT
$25.9B
– –
-89,600
Closed -$600K
CRUS icon
979
Cirrus Logic
CRUS
$6.74B
– –
-4,489
Closed -$239K
CSCO icon
980
Cisco
CSCO
$450B
– –
-40,900
Closed -$1.3M
CTAS icon
981
Cintas
CTAS
$82.4B
– –
-70,800
Closed -$1.99M
CTSH icon
982
Cognizant
CTSH
$21.5B
– –
-21,972
Closed -$1.05M
CVLG icon
983
Covenant Logistics
CVLG
$1.18B
– –
-22,052
Closed -$213K
CVS icon
984
CVS Health
CVS
$137B
– –
-4,600
Closed -$409K
CZR icon
985
Caesars Entertainment
CZR
$6.1B
– –
-21,200
Closed -$298K
DDS icon
986
Dillards
DDS
$8.87B
– –
-4,600
Closed -$290K
DENN
987
DELISTED
Denny's
DENN
– –
-13,215
Closed -$141K
DFS
988
DELISTED
Discover Financial Services
DFS
– –
-34,400
Closed -$1.95M
DHT icon
989
DHT Holdings
DHT
$2.97B
– –
-54,348
Closed -$228K
DINO icon
990
HF Sinclair
DINO
$15.9B
– –
-46,312
Closed -$1.14M
DLTH icon
991
Duluth Holdings
DLTH
$160M
– –
-10,579
Closed -$280K
DOX icon
992
Amdocs
DOX
$5.53B
– –
-10,500
Closed -$607K
DPZ icon
993
Domino's
DPZ
$11B
– –
-5,200
Closed -$790K
DRI icon
994
Darden Restaurants
DRI
$22.5B
– –
-41,000
Closed -$2.51M
DUK icon
995
Duke Energy
DUK
$102B
– –
-7,200
Closed -$576K
DVAX
996
DELISTED
Dynavax Technologies
DVAX
– –
-20,307
Closed -$213K
DXPE icon
997
DXP Enterprises
DXPE
$2.62B
– –
-8,301
Closed -$234K
E icon
998
ENI
E
$76B
– –
-17,331
Closed -$500K
EBAY icon
999
eBay
EBAY
$48.6B
– –
-69,300
Closed -$2.28M
EC icon
1000
Ecopetrol
EC
$32.9B
– –
-14,200
Closed -$124K
38 39
40
41 42

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WHG
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PSCM
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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.