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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 | |
|---|---|---|---|---|---|---|
701
First American
FAF
$7.3B
| $340K | 0.04% |
8,657
+2,957
| +52% | +$113K |
|
702
Flowers Foods
FLO
$1.32B
| $340K | 0.04% |
+17,500
| New | +$344K |
|
|
BERY
703
DELISTED
Berry Global Group, Inc.
BERY
| $340K | 0.04% |
7,623
-4,574
| -38% | -$210K |
|
|
INST
704
DELISTED
Instructure, Inc.
INST
| $340K | 0.04% |
+14,537
| New | +$330K |
|
|
IPHS
705
DELISTED
Innophos Holdings, Inc.
IPHS
| $340K | 0.04% |
+6,300
| New | +$325K |
|
706
Hanmi Financial
HAFC
$933M
| $339K | 0.04% |
+11,038
| New | +$364K |
|
|
HMHC
707
DELISTED
Houghton Mifflin Harcourt Company
HMHC
| $336K | 0.04% |
33,069
+11,552
| +54% | +$121K |
|
708
Mativ Holdings
MATV
$687M
| $334K | 0.04% |
8,054
-3,607
| -31% | -$156K |
|
|
JASO
709
DELISTED
JA Solar Holdings, Co., Ltd
JASO
| $334K | 0.04% |
51,098
-1,502
| -3% | -$7.6K |
|
710
Ameren
AEE
$29.4B
| $333K | 0.04% |
+6,100
| New | +$326K |
|
711
Pinnacle West Capital
PNW
$11.8B
| $333K | 0.04% |
+3,989
| New | +$319K |
|
|
SCWX
712
DELISTED
SecureWorks Corp Class A Common Stock
SCWX
| $333K | 0.04% |
35,100
+21,501
| +158% | +$230K |
|
|
ERF
713
DELISTED
Enerplus Corporation
ERF
| $333K | 0.04% |
41,357
-13,243
| -24% | -$116K |
|
714
Lantheus
LNTH
$6.58B
| $332K | 0.04% |
+26,544
| New | +$281K |
|
715
Sunrun
RUN
$2.12B
| $332K | 0.04% |
61,475
+14,859
| +32% | +$82.7K |
|
|
GWR
716
DELISTED
Genesee & Wyoming Inc.
GWR
| $332K | 0.04% |
4,891
-2,609
| -35% | -$189K |
|
717
California Water Service
CWT
$3.06B
| $330K | 0.04% |
+9,218
| New | +$319K |
|
718
1-800-Flowers.com
FLWS
$224M
| $329K | 0.04% |
+32,252
| New | +$323K |
|
|
MOFG
719
DELISTED
MidWestOne Financial Group
MOFG
| $329K | 0.04% |
+9,585
| New | +$345K |
|
|
SGEN
720
DELISTED
Seagen Inc. Common Stock
SGEN
| $328K | 0.04% |
+5,218
| New | +$326K |
|
721
OFS Capital
OFS
$51.7M
| $327K | 0.04% |
+23,038
| New | +$335K |
|
722
Provident Financial Services
PFS
$3.01B
| $327K | 0.04% |
12,647
-2,774
| -18% | -$73.6K |
|
723
Asbury Automotive
ABG
$3.81B
| $324K | 0.04% |
+5,386
| New | +$345K |
|
724
Clorox
CLX
$10.8B
| $324K | 0.04% |
+2,400
| New | +$311K |
|
725
Lexicon Pharmaceuticals
LXRX
$957M
| $323K | 0.04% |
+22,535
| New | +$334K |
|
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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.