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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 | |
|---|---|---|---|---|---|---|
501
ArcBest
ARCB
$3.04B
| $534K | 0.07% |
+20,552
| New | +$604K |
|
|
EMBJ
502
Embraer S.A. ADS
EMBJ
$13.2B
| $534K | 0.07% |
+24,200
| New | +$551K |
|
503
Valero Energy
VLO
$112B
| $530K | 0.07% |
8,000
+1,000
| +14% | +$66.9K |
|
504
Parker-Hannifin
PH
$120B
| $529K | 0.07% |
+3,300
| New | +$501K |
|
505
PJT Partners
PJT
$4.55B
| $529K | 0.07% |
+15,082
| New | +$522K |
|
|
RYZ
506
Ryerson Holding Corp
RYZ
$1.33B
| $529K | 0.07% |
41,998
+31,306
| +293% | +$356K |
|
|
SPN
507
DELISTED
Superior Energy Services, Inc.
SPN
| $529K | 0.07% |
+3,707
| New | +$610K |
|
508
Cohen & Steers
CNS
$3.97B
| $527K | 0.07% |
+13,191
| New | +$477K |
|
|
PIR
509
DELISTED
Pier 1 Imports, Inc.
PIR
| $527K | 0.07% |
3,679
+14
| +0.4% | +$2.05K |
|
510
Radian Group
RDN
$4.81B
| $526K | 0.07% |
+29,291
| New | +$542K |
|
511
Orion
OEC
$326M
| $523K | 0.07% |
+25,500
| New | +$524K |
|
|
NETI
512
DELISTED
Eneti Inc.
NETI
| $522K | 0.07% |
+6,109
| New | +$427K |
|
|
DENN
513
DELISTED
Denny's
DENN
| $521K | 0.07% |
+42,126
| New | +$524K |
|
|
TOWR
514
DELISTED
Tower International, Inc.
TOWR
| $521K | 0.07% |
+19,240
| New | +$522K |
|
|
TFCF
515
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
| $521K | 0.07% |
16,400
-8,600
| -34% | -$258K |
|
516
Unilever
UL
$135B
| $518K | 0.07% |
9,333
-6,500
| -41% | -$329K |
|
|
TMX
517
DELISTED
Terminix Global Holdings, Inc.
TMX
| $518K | 0.07% |
+18,519
| New | +$481K |
|
518
Match Group
MTCH
$9.51B
| $517K | 0.07% |
+31,646
| New | +$541K |
|
519
Omnicom Group
OMC
$21.5B
| $517K | 0.07% |
6,000
+600
| +11% | +$51.2K |
|
520
Trustmark
TRMK
$2.64B
| $517K | 0.07% |
16,258
+8,258
| +103% | +$274K |
|
521
Box
BOX
$4.73B
| $516K | 0.07% |
+31,614
| New | +$534K |
|
522
Medpace
MEDP
$16.4B
| $516K | 0.07% |
+17,300
| New | +$558K |
|
523
United Parks & Resorts
PRKS
$1.76B
| $516K | 0.07% |
28,269
-8,317
| -23% | -$155K |
|
524
Radware
RDWR
$1.18B
| $514K | 0.07% |
+31,832
| New | +$489K |
|
|
MDRX
525
DELISTED
Veradigm Inc. Common Stock
MDRX
| $511K | 0.07% |
+40,306
| New | +$478K |
|
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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.