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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 | |
|---|---|---|---|---|---|---|
|
TBI
376
Trueblue
TBI
$276M
| $749K | 0.1% |
+27,400
| New | +$699K |
|
377
Texas Instruments
TXN
$239B
| $749K | 0.1% |
9,300
-8,300
| -47% | -$643K |
|
|
MIK
378
DELISTED
Michaels Stores, Inc
MIK
| $748K | 0.1% |
33,407
-29,074
| -47% | -$611K |
|
379
Meritage Homes
MTH
$4.16B
| $745K | 0.1% |
+40,466
| New | +$724K |
|
|
YHOO
380
DELISTED
Yahoo Inc
YHOO
| $743K | 0.1% |
+16,000
| New | +$714K |
|
381
Insight Enterprises
NSIT
$4.58B
| $736K | 0.09% |
+17,900
| New | +$732K |
|
|
TGNA
382
DELISTED
TEGNA Inc
TGNA
| $735K | 0.09% |
44,844
+29,199
| +187% | +$449K |
|
|
AVTA
383
DELISTED
Avantax, Inc. Common Stock
AVTA
| $726K | 0.09% |
+41,937
| New | +$657K |
|
384
Myriad Genetics
MYGN
$305M
| $723K | 0.09% |
37,654
+9,428
| +33% | +$167K |
|
|
HSNI
385
DELISTED
HSN, Inc.
HSNI
| $722K | 0.09% |
+19,464
| New | +$697K |
|
386
Boston Scientific
BSX
$65.2B
| $721K | 0.09% |
29,000
-18,400
| -39% | -$447K |
|
|
CLGX
387
DELISTED
Corelogic, Inc.
CLGX
| $717K | 0.09% |
+17,600
| New | +$667K |
|
388
Watsco Inc
WSO
$12.8B
| $716K | 0.09% |
+5,000
| New | +$749K |
|
|
WR
389
DELISTED
Westar Energy Inc
WR
| $716K | 0.09% |
+13,200
| New | +$719K |
|
|
SCS
390
DELISTED
Steelcase
SCS
| $712K | 0.09% |
42,495
-76,212
| -64% | -$1.26M |
|
|
RAVN
391
DELISTED
Raven Industries Inc
RAVN
| $712K | 0.09% |
+24,518
| New | +$665K |
|
392
SLR Investment Corp
SLRC
$677M
| $711K | 0.09% |
31,437
+10,437
| +50% | +$228K |
|
393
Under Armour Class C
UA
$2.06B
| $710K | 0.09% |
38,802
+29,902
| +336% | +$623K |
|
394
Upbound Group
UPBD
$1.06B
| $710K | 0.09% |
80,043
+67,443
| +535% | +$613K |
|
395
MiMedx Group
MDXG
$683M
| $709K | 0.09% |
+74,383
| New | +$628K |
|
396
Advanced Micro Devices
AMD
$851B
| $706K | 0.09% |
+48,539
| New | +$616K |
|
397
Amgen
AMGN
$212B
| $706K | 0.09% |
4,300
+1,400
| +48% | +$233K |
|
|
HZNP
398
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
| $701K | 0.09% |
+47,400
| New | +$768K |
|
|
GRMN
399
Garmin
GRMN
$52.5B
| $700K | 0.09% |
13,700
+8,400
| +158% | +$423K |
|
|
MITL
400
DELISTED
Mitel Networks Corporation
MITL
| $699K | 0.09% |
100,805
+25,148
| +33% | +$176K |
|
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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.