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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
OPLN
1051
Openlane
OPLN
$4.17B
– –
-13,738
Closed -$224K
KBR icon
1052
KBR
KBR
$4.68B
– –
-37,975
Closed -$575K
KDP icon
1053
Keurig Dr Pepper
KDP
$40.4B
– –
-14,951
Closed -$1.36M
KEY icon
1054
KeyCorp
KEY
$24.3B
– –
-69,494
Closed -$846K
KHC icon
1055
Kraft Heinz
KHC
$30.4B
– –
-9,600
Closed -$859K
KLIC icon
1056
Kulicke & Soffa
KLIC
$5.3B
– –
-35,100
Closed -$454K
KMT icon
1057
Kennametal
KMT
$2.68B
– –
-17,700
Closed -$514K
KMX icon
1058
CarMax
KMX
$8.27B
– –
-28,417
Closed -$1.52M
KR icon
1059
Kroger
KR
$34.8B
– –
-45,100
Closed -$1.34M
KRO icon
1060
KRONOS Worldwide
KRO
$761M
– –
-11,915
Closed -$99K
LDOS icon
1061
Leidos
LDOS
$14.1B
– –
-34,100
Closed -$1.48M
LIVN icon
1062
LivaNova
LIVN
$4.3B
– –
-10,004
Closed -$601K
LOPE icon
1063
Grand Canyon Education
LOPE
$3.71B
– –
-10,099
Closed -$408K
LSTR icon
1064
Landstar System
LSTR
$6.8B
– –
-3,388
Closed -$231K
LUMN icon
1065
Lumen
LUMN
$6.53B
– –
-8,900
Closed -$244K
MA icon
1066
Mastercard
MA
$477B
– –
-7,200
Closed -$733K
MAR icon
1067
Marriott International
MAR
$98.7B
– –
-11,500
Closed -$774K
MASI
1068
DELISTED
Masimo
MASI
– –
-3,400
Closed -$202K
MCD icon
1069
McDonald's
MCD
$188B
– –
-6,200
Closed -$715K
MG icon
1070
Mistras Group
MG
$492M
– –
-18,672
Closed -$438K
MGA icon
1071
Magna International
MGA
$17.9B
– –
-12,673
Closed -$544K
MIDD icon
1072
Middleby
MIDD
$6.05B
– –
-3,500
Closed -$433K
MLI icon
1073
Mueller Industries
MLI
$14.1B
– –
-33,412
Closed -$271K
MMI icon
1074
Marcus & Millichap
MMI
$1.15B
– –
-16,910
Closed -$442K
MMM icon
1075
3M
MMM
$89B
– –
-2,392
Closed -$352K
41 42
43
44 45

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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.