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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
PRU icon
101
Prudential Financial
PRU
$41.7B
$1.45M 0.23%
+13,900
New +$1.32M
LKQ icon
102
LKQ Corp
LKQ
$6.58B
$1.44M 0.23%
47,100
-14,964
-24% -$488K
CMCSA icon
103
Comcast
CMCSA
$79.1B
$1.44M 0.23%
+41,600
New +$1.39M
NI icon
104
NiSource
NI
$22.4B
$1.43M 0.23%
64,700
+48,418
+297% +$1.08M
GIMO
105
DELISTED
Gigamon Inc.
GIMO
$1.43M 0.23%
+31,300
New +$1.63M
PCAR icon
106
PACCAR
PCAR
$69.6B
$1.42M 0.22%
33,300
-1,350
-4% -$54.4K
M icon
107
Macy's
M
$6.15B
$1.41M 0.22%
39,400
+19,000
+93% +$739K
MCK icon
108
McKesson
MCK
$98.5B
$1.4M 0.22%
+10,000
New +$1.47M
NAV
109
DELISTED
Navistar International
NAV
$1.4M 0.22%
+44,739
New +$1.21M
CMS icon
110
CMS Energy
CMS
$23.1B
$1.4M 0.22%
33,661
+26,039
+342% +$1.06M
FIZZ icon
111
National Beverage
FIZZ
$2.87B
$1.39M 0.22%
+54,400
New +$1.33M
MAN icon
112
ManpowerGroup
MAN
$2.39B
$1.38M 0.22%
15,484
+11,884
+330% +$980K
ANDV
113
DELISTED
Andeavor
ANDV
$1.37M 0.22%
15,700
+11,000
+234% +$933K
LBTYA icon
114
Liberty Global Class A
LBTYA
$3.31B
$1.37M 0.22%
+44,800
New +$1.42M
STX icon
115
Seagate
STX
$193B
$1.36M 0.22%
35,700
+18,354
+106% +$685K
FBIN icon
116
Fortune Brands Innovations
FBIN
$6.12B
$1.35M 0.21%
29,601
+24,453
+475% +$1.15M
MAS icon
117
Masco
MAS
$16B
$1.34M 0.21%
42,506
+18,106
+74% +$581K
UHS icon
118
Universal Health Services
UHS
$9.43B
$1.34M 0.21%
+12,600
New +$1.49M
IVZ icon
119
Invesco
IVZ
$13.3B
$1.33M 0.21%
+43,900
New +$1.35M
ALL icon
120
Allstate
ALL
$66.9B
$1.33M 0.21%
17,952
+7,452
+71% +$525K
AON icon
121
Aon
AON
$77.3B
$1.32M 0.21%
+11,800
New +$1.32M
ENDP
122
DELISTED
Endo International plc
ENDP
$1.31M 0.21%
79,535
+13,135
+20% +$231K
DCI icon
123
Donaldson
DCI
$10.8B
$1.3M 0.21%
30,951
+7,293
+31% +$289K
HP icon
124
Helmerich & Payne
HP
$3.53B
$1.3M 0.21%
16,800
+10,000
+147% +$710K
BLK icon
125
Blackrock
BLK
$164B
$1.29M 0.2%
3,400
+1,300
+62% +$477K
3 4
5
6 7

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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.