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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
KFY icon
126
Korn Ferry
KFY
$3.98B
$1.29M 0.2%
+43,902
New +$1.07M
PSMT icon
127
Pricesmart
PSMT
$5.75B
$1.29M 0.2%
+15,449
New +$1.36M
TXN icon
128
Texas Instruments
TXN
$255B
$1.28M 0.2%
17,600
-15,700
-47% -$1.12M
MIK
129
DELISTED
Michaels Stores, Inc
MIK
$1.28M 0.2%
+62,481
New +$1.45M
ITW icon
130
Illinois Tool Works
ITW
$81.4B
$1.27M 0.2%
+10,400
New +$1.26M
NDSN icon
131
Nordson
NDSN
$16.5B
$1.25M 0.2%
+11,200
New +$1.17M
SYF icon
132
Synchrony
SYF
$23.7B
$1.25M 0.2%
34,400
+26,700
+347% +$852K
IBKC
133
DELISTED
IBERIABANK Corp
IBKC
$1.25M 0.2%
+14,900
New +$1.14M
APC
134
DELISTED
Anadarko Petroleum
APC
$1.23M 0.2%
+17,700
New +$1.15M
EBF icon
135
Ennis
EBF
$546M
$1.23M 0.19%
+71,037
New +$1.16M
CACI icon
136
CACI
CACI
$10.8B
$1.23M 0.19%
9,875
+7,875
+394% +$909K
LEN icon
137
Lennar Class A
LEN
$20.4B
$1.22M 0.19%
29,836
-24,898
-45% -$1.01M
LNC icon
138
Lincoln National
LNC
$7.91B
$1.22M 0.19%
18,400
+6,113
+50% +$356K
CYBR
139
DELISTED
CyberArk
CYBR
$1.22M 0.19%
26,740
+19,959
+294% +$973K
ANET icon
140
Arista Networks
ANET
$219B
$1.21M 0.19%
+199,616
New +$1.12M
TFC icon
141
Truist Financial
TFC
$63.2B
$1.19M 0.19%
25,400
+4,091
+19% +$174K
NTUS
142
DELISTED
Natus Medical Inc
NTUS
$1.19M 0.19%
+34,309
New +$1.35M
LYB icon
143
LyondellBasell Industries
LYB
$19.5B
$1.19M 0.19%
13,900
-14,300
-51% -$1.2M
VISN
144
Vistance Networks Inc
VISN
$2.66B
$1.19M 0.19%
+32,000
New +$1.09M
BWXT icon
145
BWX Technologies
BWXT
$16B
$1.19M 0.19%
+29,905
New +$1.16M
SAIC icon
146
Saic
SAIC
$5.03B
$1.19M 0.19%
+14,000
New +$1.07M
CHS
147
DELISTED
Chicos FAS, Inc.
CHS
$1.18M 0.19%
82,300
+13,064
+19% +$180K
DIS icon
148
Walt Disney
DIS
$165B
$1.18M 0.19%
11,300
+3,800
+51% +$371K
FMSA
149
DELISTED
Fairmount Santrol Holdings Inc.
FMSA
$1.18M 0.19%
+99,700
New +$922K
DKS icon
150
Dick's Sporting Goods
DKS
$18.4B
$1.17M 0.18%
22,000
-13,100
-37% -$752K
4 5
6
7 8

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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.