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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
BAC icon
1
Bank of America
BAC
$435B
$3.72M 0.59%
168,300
+74,306
+79% +$1.43M
LOW icon
2
Lowe's Companies
LOW
$116B
$3.7M 0.59%
52,000
+35,900
+223% +$2.54M
WBA
3
DELISTED
Walgreens Boots Alliance
WBA
$3.69M 0.58%
44,600
+14,600
+49% +$1.21M
CAG icon
4
Conagra Brands
CAG
$7.07B
$3.69M 0.58%
93,300
+39,844
+75% +$1.49M
MS icon
5
Morgan Stanley
MS
$337B
$3.65M 0.58%
86,300
+31,200
+57% +$1.18M
AZO icon
6
AutoZone
AZO
$48.3B
$3.58M 0.57%
+4,527
New +$3.48M
MU icon
7
Micron Technology
MU
$1.04T
$3.45M 0.55%
157,300
+30,200
+24% +$567K
ABT icon
8
Abbott
ABT
$180B
$3.44M 0.54%
+89,600
New +$3.55M
COO icon
9
Cooper Companies
COO
$13.7B
$3.44M 0.54%
+78,608
New +$3.43M
FCX icon
10
Freeport-McMoran
FCX
$90B
$3.18M 0.5%
+241,100
New +$3.08M
SPGI icon
11
S&P Global
SPGI
$126B
$3.05M 0.48%
+28,400
New +$3.39M
CMI icon
12
Cummins
CMI
$91.7B
$2.98M 0.47%
+21,800
New +$2.92M
UAL icon
13
United Airlines
UAL
$38.4B
$2.92M 0.46%
+40,100
New +$2.56M
UNH icon
14
UnitedHealth
UNH
$382B
$2.69M 0.43%
+16,800
New +$2.51M
STI
15
DELISTED
SunTrust Banks, Inc.
STI
$2.68M 0.42%
+48,900
New +$2.44M
DLTR icon
16
Dollar Tree
DLTR
$23.1B
$2.66M 0.42%
+34,500
New +$2.78M
HBAN icon
17
Huntington Bancshares
HBAN
$35.1B
$2.64M 0.42%
199,900
-66,700
-25% -$777K
STZ icon
18
Constellation Brands
STZ
$22.2B
$2.56M 0.41%
16,700
+7,000
+72% +$1.11M
C icon
19
Citigroup
C
$222B
$2.49M 0.39%
41,900
+37,300
+811% +$2.01M
PGR icon
20
Progressive
PGR
$124B
$2.47M 0.39%
69,600
+39,099
+128% +$1.29M
BDX icon
21
Becton Dickinson
BDX
$43.1B
$2.47M 0.39%
+15,273
New +$2.54M
TGT icon
22
Target
TGT
$62.1B
$2.45M 0.39%
+33,900
New +$2.45M
STT icon
23
State Street
STT
$50.9B
$2.41M 0.38%
+31,000
New +$2.33M
BNY
24
Bank of New York Mellon
BNY
$108B
$2.39M 0.38%
50,500
-19,700
-28% -$888K
ICE icon
25
Intercontinental Exchange
ICE
$82.4B
$2.39M 0.38%
42,300
+20,800
+97% +$1.15M
1
2 3 4 5

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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.