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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
TEAM icon
151
Atlassian
TEAM
$22B
$1.17M 0.18%
+48,481
New +$1.31M
DBI icon
152
Designer Brands
DBI
$277M
$1.15M 0.18%
50,800
+16,400
+48% +$372K
LMT icon
153
Lockheed Martin
LMT
$134B
$1.15M 0.18%
4,600
-3,000
-39% -$750K
WAT icon
154
Waters Corp
WAT
$36.8B
$1.14M 0.18%
+8,500
New +$1.21M
AZTA icon
155
Azenta
AZTA
$1.26B
$1.14M 0.18%
66,600
+41,757
+168% +$628K
FE icon
156
FirstEnergy
FE
$28.9B
$1.13M 0.18%
36,500
+28,349
+348% +$908K
EXPE icon
157
Expedia Group
EXPE
$31.2B
$1.12M 0.18%
+9,900
New +$1.21M
DK icon
158
Delek US
DK
$3.87B
$1.12M 0.18%
46,459
+25,259
+119% +$495K
X
159
DELISTED
US Steel
X
$1.12M 0.18%
+33,800
New +$904K
KEP icon
160
Korea Electric Power
KEP
$15.5B
$1.11M 0.18%
60,300
+50,500
+515% +$1.05M
HLF icon
161
Herbalife
HLF
$1.23B
$1.11M 0.18%
46,058
+36,058
+361% +$984K
SNI
162
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
$1.11M 0.18%
+15,500
New +$1.05M
MRC
163
DELISTED
MRC Global
MRC
$1.1M 0.17%
54,400
+34,626
+175% +$630K
CNO icon
164
CNO Financial Group
CNO
$4.97B
$1.09M 0.17%
57,000
+3,784
+7% +$65.1K
TECK icon
165
Teck Resources
TECK
$29.5B
$1.08M 0.17%
53,800
-80,400
-60% -$1.74M
EGN
166
DELISTED
Energen
EGN
$1.08M 0.17%
18,700
+566
+3% +$32.2K
AMP icon
167
Ameriprise Financial
AMP
$46.8B
$1.08M 0.17%
+9,700
New +$1.02M
GD icon
168
General Dynamics
GD
$105B
$1.07M 0.17%
+6,200
New +$1.01M
NFX
169
DELISTED
Newfield Exploration
NFX
$1.06M 0.17%
+26,300
New +$1.12M
KSU
170
DELISTED
Kansas City Southern
KSU
$1.05M 0.17%
12,400
-2,000
-14% -$176K
HTZ
171
DELISTED
Hertz Global Holdings, Inc.
HTZ
$1.05M 0.17%
+56,173
New +$1.41M
SHOP icon
172
Shopify
SHOP
$148B
$1.05M 0.17%
245,000
+194,030
+381% +$815K
RIO icon
173
Rio Tinto
RIO
$148B
$1.05M 0.17%
27,200
+4,047
+17% +$148K
HON icon
174
Honeywell
HON
$77.1B
$1.04M 0.17%
+9,963
New +$1.01M
BID
175
DELISTED
Sotheby's
BID
$1.04M 0.16%
26,126
+16,832
+181% +$638K
5 6
7
8 9

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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.