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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
(+41%)
Cap. Flow
+$164M
Cap. Flow
% of AUM
25.91%
Top 10 Holdings %
Top 10 Hldgs %
5.62%
Holding
1,288
New
588
Increased
199
Reduced
125
Closed
374
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Abbott
ABT
|
+$3.55M |
| 2 |
AutoZone
AZO
|
+$3.48M |
| 3 |
Cooper Companies
COO
|
+$3.43M |
| 4 |
S&P Global
SPGI
|
+$3.39M |
| 5 |
Freeport-McMoran
FCX
|
+$3.08M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Marathon Petroleum
MPC
|
+$2.85M |
| 2 |
Valero Energy
VLO
|
+$2.59M |
| 3 |
Darden Restaurants
DRI
|
+$2.51M |
| 4 |
Chord Energy
CHRD
|
+$2.51M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
751
Honda
HMC
$36.5B
| $233K | 0.04% |
+7,984
| New | +$235K |
|
752
Penske Automotive Group
PAG
$14.3B
| $233K | 0.04% |
+4,500
| New | +$219K |
|
|
HMHC
753
DELISTED
Houghton Mifflin Harcourt Company
HMHC
| $233K | 0.04% |
+21,517
| New | +$252K |
|
|
BZUN
754
Baozun
BZUN
$144M
| $232K | 0.04% |
+19,200
| New | +$276K |
|
755
Choice Hotels
CHH
$5.03B
| $232K | 0.04% |
+4,144
| New | +$208K |
|
756
Hubbell
HUBB
$25.7B
| $232K | 0.04% |
+1,985
| New | +$218K |
|
|
PPL
757
PPL Corp
PPL
$27.3B
| $232K | 0.04% |
+6,800
| New | +$228K |
|
758
BioCryst Pharmaceuticals
BCRX
$2.37B
| $231K | 0.04% |
+36,458
| New | +$190K |
|
759
Dine Brands
DIN
$432M
| $231K | 0.04% |
+3,000
| New | +$244K |
|
760
Midland States Bancorp
MSBI
$669M
| $230K | 0.04% |
+6,364
| New | +$188K |
|
|
FOE
761
DELISTED
Ferro Corporation
FOE
| $230K | 0.04% |
+16,070
| New | +$228K |
|
|
P
762
DELISTED
Pandora Media Inc
P
| $230K | 0.04% |
+17,600
| New | +$218K |
|
|
CNCE
763
DELISTED
Concert Pharmaceuticals, Inc.
CNCE
| $229K | 0.04% |
+22,288
| New | +$204K |
|
764
American Eagle Outfitters
AEO
$2.85B
| $228K | 0.04% |
15,000
-52,200
| -78% | -$893K |
|
765
Bristol-Myers Squibb
BMY
$127B
| $228K | 0.04% |
3,900
-16,400
| -81% | -$897K |
|
|
FL
766
DELISTED
Foot Locker
FL
| $227K | 0.04% |
+3,200
| New | +$228K |
|
767
Nu Skin
NUS
$247M
| $226K | 0.04% |
+4,735
| New | +$265K |
|
768
Carnival Corporation Ltd
CCL
$36.1B
| $224K | 0.04% |
+4,300
| New | +$215K |
|
769
Humana
HUM
$46.7B
| $224K | 0.04% |
1,100
-7,000
| -86% | -$1.34M |
|
|
HTO
770
H2O America
HTO
$2.67B
| $224K | 0.04% |
+4,000
| New | +$202K |
|
771
Under Armour Class C
UA
$2.92B
| $224K | 0.04% |
+8,900
| New | +$246K |
|
772
Western Alliance Bancorporation
WAL
$9.07B
| $224K | 0.04% |
+4,600
| New | +$198K |
|
|
MSFG
773
DELISTED
MainSource Financial Group Inc
MSFG
| $224K | 0.04% |
+6,500
| New | +$187K |
|
|
AVH
774
DELISTED
AVIANCA HOLDINGS S.A.
AVH
| $222K | 0.04% |
+23,075
| New | +$173K |
|
|
USG
775
DELISTED
Usg
USG
| $222K | 0.04% |
+7,700
| New | +$212K |
|
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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.