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Trexquant Investment Portfolio holdings
AUM
$17B
1-Year Est. Return
39.66%
This Fund
S&P 500
This Quarter
Est. Return
+4.43%
1 Year Est. Return
+39.66%
3 Year Est. Return
+112.15%
5 Year Est. Return
+98.93%
10 Year Est. Return
+403.68%
AUM
$780M
AUM Growth
+$147M
(+23%)
Cap. Flow
+$136M
Cap. Flow
% of AUM
17.46%
Top 10 Holdings %
Top 10 Hldgs %
4.9%
Holding
1,503
New
589
Increased
256
Reduced
200
Closed
457
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Goldman Sachs
GS
|
+$4.54M |
| 2 |
Citizens Financial Group
CFG
|
+$3.96M |
| 3 |
Antero Resources
AR
|
+$3.84M |
| 4 |
FINL
Finish Line
FINL
|
+$3.71M |
| 5 |
Analog Devices
ADI
|
+$3.67M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
AutoZone
AZO
|
+$3.58M |
| 2 |
Micron Technology
MU
|
+$3.45M |
| 3 |
Cooper Companies
COO
|
+$3.44M |
| 4 |
Bank of America
BAC
|
+$3.14M |
| 5 |
Abbott
ABT
|
+$3.14M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 16.44% |
| 2 | Industrials | 15.06% |
| 3 | Financials | 15.02% |
| 4 | Technology | 14.29% |
| 5 | Healthcare | 11.68% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
301
Integer Holdings
ITGR
$4.28B
| $882K | 0.11% |
+21,940
| New | +$767K |
|
|
SWFT
302
DELISTED
Swift Transportation Company
SWFT
| $875K | 0.11% |
+42,607
| New | +$949K |
|
303
Capri Holdings
CPRI
$1.44B
| $873K | 0.11% |
22,900
+9,891
| +76% | +$389K |
|
|
CSGS
304
DELISTED
CSG Systems International
CSGS
| $868K | 0.11% |
+22,953
| New | +$973K |
|
305
Dover
DOV
$25.8B
| $860K | 0.11% |
+13,247
| New | +$845K |
|
306
Zumiez
ZUMZ
$296M
| $860K | 0.11% |
+46,990
| New | +$920K |
|
307
RPM International
RPM
$12.7B
| $858K | 0.11% |
15,598
+5,898
| +61% | +$314K |
|
308
Forestar Group
FOR
$1.37B
| $857K | 0.11% |
62,800
+6,797
| +12% | +$89K |
|
|
PF
309
DELISTED
Pinnacle Foods, Inc.
PF
| $856K | 0.11% |
+14,800
| New | +$822K |
|
310
Kemper
KMPR
$1.6B
| $851K | 0.11% |
+21,331
| New | +$911K |
|
311
First Hawaiian
FHB
$3.12B
| $850K | 0.11% |
+28,400
| New | +$909K |
|
|
312
Bank of America
BAC
$438B
| $849K | 0.11% |
36,000
-132,300
| -79% | -$3.14M |
|
313
Wheaton Precious Metals
WPM
$71.2B
| $848K | 0.11% |
+40,700
| New | +$846K |
|
|
CUDA
314
DELISTED
Barracuda Networks, Inc.
CUDA
| $844K | 0.11% |
36,534
+18,559
| +103% | +$434K |
|
315
Newell Brands
NWL
$2.56B
| $840K | 0.11% |
+17,800
| New | +$844K |
|
|
SNBR
316
DELISTED
Sleep Number
SNBR
| $838K | 0.11% |
33,800
+24,914
| +280% | +$558K |
|
317
Old Republic International
ORI
$9.86B
| $836K | 0.11% |
+40,800
| New | +$824K |
|
318
Gray Television
GTN
$491M
| $835K | 0.11% |
+57,580
| New | +$729K |
|
319
Kraft Heinz
KHC
$29.2B
| $835K | 0.11% |
+9,200
| New | +$829K |
|
320
AutoNation
AN
$6.92B
| $834K | 0.11% |
+19,731
| New | +$943K |
|
321
Lincoln National
LNC
$8.34B
| $834K | 0.11% |
12,746
-5,654
| -31% | -$387K |
|
322
HP
HPQ
$29.2B
| $833K | 0.11% |
+46,567
| New | +$753K |
|
323
Interparfums
IPAR
$3.57B
| $830K | 0.11% |
+22,721
| New | +$787K |
|
|
BRSS
324
DELISTED
Global Brass & Copper Hldgs, Inc
BRSS
| $828K | 0.11% |
+24,074
| New | +$819K |
|
|
CYBR
325
DELISTED
CyberArk
CYBR
| $825K | 0.11% |
16,210
-10,530
| -39% | -$537K |
|
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Trexquant Investment's Q1 2017 Portfolio in Review
As of Q1 2017, Trexquant Investment held 1,503 positions worth $780M, up 23% from $632M the previous quarter. Its ten largest holdings account for 4.9% of the portfolio.
Trexquant Investment deployed $136M of net new capital in Q1 2017, opening 589 new positions and adding to 256 existing holdings. Its largest new stake was Goldman Sachs: 18,800 shares worth $4.32M.
By sector, the portfolio is most concentrated in Consumer Discretionary at 16% of assets, up from 15% a quarter earlier, followed by Industrials and Financials.
On the sell side, the largest reduction was Bank of America, an estimated $3.14M trimmed.
- Trexquant Investment's largest Q1 2017 buy was Goldman Sachs: 18,800 shares worth $4.32M.
- Trexquant Investment added most to Citizens Financial Group in Q1 2017, an estimated $3.96M increase.
- Trexquant Investment's biggest Q1 2017 reduction was Bank of America, cutting an estimated $3.14M.
- Trexquant Investment fully exited AutoZone in Q1 2017, selling an estimated $3.58M.
- Trexquant Investment's ten largest holdings make up 4.9% of its $780M portfolio in Q1 2017.
- Trexquant Investment opened 589 new positions and closed 457 in Q1 2017.
- Trexquant Investment's portfolio value rose 23% quarter-over-quarter to $780M.
Based on Trexquant Investment's 13F filing for Q1 2017, filed 9 May 2017.