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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
HCA icon
1026
HCA Healthcare
HCA
$84.8B
– –
-17,700
Closed -$1.34M
HL icon
1027
Hecla Mining
HL
$10.2B
– –
-168,769
Closed -$962K
HOLX
1028
DELISTED
Hologic
HOLX
– –
-12,700
Closed -$493K
HRI icon
1029
Herc Holdings
HRI
$5.43B
– –
-19,214
Closed -$648K
HSY icon
1030
Hershey
HSY
$35.4B
– –
-24,134
Closed -$2.31M
HTLD icon
1031
Heartland Express
HTLD
$1.11B
– –
-10,917
Closed -$206K
HUBG icon
1032
HUB Group
HUBG
$3.01B
– –
-38,826
Closed -$791K
HY icon
1033
Hyster-Yale Materials Handling
HY
$593M
– –
-3,981
Closed -$239K
ICLR icon
1034
Icon
ICLR
$12.8B
– –
-3,948
Closed -$305K
IDCC icon
1035
InterDigital
IDCC
$6.68B
– –
-4,300
Closed -$341K
IEX icon
1036
IDEX
IEX
$16.5B
– –
-6,409
Closed -$600K
INFY icon
1037
Infosys
INFY
$45B
– –
-74,600
Closed -$589K
INGR icon
1038
Ingredion
INGR
$6.38B
– –
-3,794
Closed -$505K
INTC icon
1039
Intel
INTC
$466B
– –
-13,800
Closed -$521K
IOVA icon
1040
Iovance Biotherapeutics
IOVA
$2.23B
– –
-14,652
Closed -$121K
IP icon
1041
International Paper
IP
$22.3B
– –
-5,702
Closed -$259K
IPAR icon
1042
Interparfums
IPAR
$3.92B
– –
-11,598
Closed -$374K
IPG
1043
DELISTED
Interpublic Group of Companies
IPG
– –
-62,100
Closed -$1.39M
IX icon
1044
ORIX
IX
$44B
– –
-19,555
Closed -$290K
JAZZ icon
1045
Jazz Pharmaceuticals
JAZZ
$15.9B
– –
-2,300
Closed -$279K
JBL icon
1046
Jabil
JBL
$32.8B
– –
-51,113
Closed -$1.11M
JBSS icon
1047
John B. Sanfilippo & Son
JBSS
$949M
– –
-4,000
Closed -$205K
JCI icon
1048
Johnson Controls International
JCI
$87.5B
– –
-32,388
Closed -$1.51M
JD icon
1049
JD.com
JD
$40.8B
– –
-25,000
Closed -$652K
JNJ icon
1050
Johnson & Johnson
JNJ
$635B
– –
-8,200
Closed -$969K
40 41
42
43 44

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CM
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X
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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.