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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
OGE icon
201
OGE Energy
OGE
$10.3B
$937K 0.15%
+28,000
New +$884K
EMN icon
202
Eastman Chemical
EMN
$7.8B
$935K 0.15%
12,435
+4,331
+53% +$313K
ENB icon
203
Enbridge
ENB
$124B
$935K 0.15%
22,200
+14,200
+178% +$606K
BLMN icon
204
Bloomin' Brands
BLMN
$680M
$932K 0.15%
51,700
+37,700
+269% +$683K
GRA
205
DELISTED
W.R. Grace & Co.
GRA
$929K 0.15%
+13,737
New +$938K
FTNT icon
206
Fortinet
FTNT
$112B
$928K 0.15%
154,000
+98,000
+175% +$612K
UNP icon
207
Union Pacific
UNP
$183B
$923K 0.15%
8,900
+800
+10% +$78.7K
LQ
208
DELISTED
La Quinta Holdings Inc.
LQ
$922K 0.15%
+64,900
New +$769K
SODA
209
DELISTED
SodaStream International Ltd
SODA
$921K 0.15%
23,336
+13,440
+136% +$433K
SHOO icon
210
Steven Madden
SHOO
$3.12B
$915K 0.14%
+38,400
New +$933K
HOG icon
211
Harley-Davidson
HOG
$2.68B
$910K 0.14%
15,600
+9,100
+140% +$519K
BAH icon
212
Booz Allen Hamilton
BAH
$8.7B
$906K 0.14%
25,117
+13,617
+118% +$462K
HAL icon
213
Halliburton
HAL
$27.9B
$898K 0.14%
16,600
+1,900
+13% +$94.7K
JBHT icon
214
JB Hunt Transport Services
JBHT
$27.1B
$893K 0.14%
+9,200
New +$819K
KEYS icon
215
Keysight
KEYS
$54.5B
$892K 0.14%
24,400
+11,907
+95% +$410K
GPC icon
216
Genuine Parts
GPC
$17.1B
$889K 0.14%
+9,300
New +$887K
MFIC icon
217
MidCap Financial Investment
MFIC
$784M
$875K 0.14%
49,747
+32,842
+194% +$588K
EXP icon
218
Eagle Materials
EXP
$6.6B
$874K 0.14%
+8,871
New +$796K
ATO icon
219
Atmos Energy
ATO
$29.9B
$868K 0.14%
+11,700
New +$845K
BKU icon
220
Bankunited
BKU
$3.38B
$867K 0.14%
+23,000
New +$766K
TTEK icon
221
Tetra Tech
TTEK
$8.23B
$867K 0.14%
+100,480
New +$812K
VIAV icon
222
Viavi Solutions
VIAV
$9.75B
$862K 0.14%
+105,351
New +$818K
BECN
223
DELISTED
Beacon Roofing Supply, Inc.
BECN
$858K 0.14%
+18,621
New +$832K
WSM icon
224
Williams-Sonoma
WSM
$26.7B
$857K 0.14%
+35,400
New +$902K
GPRE icon
225
Green Plains
GPRE
$1.19B
$849K 0.13%
30,499
+13,699
+82% +$365K
7 8
9
10 11

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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.