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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 | |
|---|---|---|---|---|---|---|
776
Crocs
CROX
$5.33B
| $288K | 0.04% |
40,742
-14,605
| -26% | -$101K |
|
|
KE
777
Kimball Electronics
KE
$602M
| $287K | 0.04% |
+16,952
| New | +$283K |
|
778
Pfizer
PFE
$158B
| $287K | 0.04% |
+8,854
| New | +$279K |
|
779
SEI Investments
SEIC
$12.9B
| $287K | 0.04% |
+5,683
| New | +$287K |
|
|
ADMS
780
DELISTED
Adamas Pharmaceuticals
ADMS
| $287K | 0.04% |
+16,372
| New | +$279K |
|
781
Barrett Business Services
BBSI
$788M
| $286K | 0.04% |
+20,952
| New | +$313K |
|
782
Steris
STE
$21B
| $286K | 0.04% |
4,120
-3,299
| -44% | -$228K |
|
783
Fair Isaac
FICO
$21.2B
| $284K | 0.04% |
+2,200
| New | +$279K |
|
784
Syndax Pharmaceuticals
SNDX
$1.77B
| $283K | 0.04% |
+20,595
| New | +$214K |
|
785
Franco-Nevada
FNV
$51.2B
| $281K | 0.04% |
+4,290
| New | +$277K |
|
786
General Dynamics
GD
$95.4B
| $281K | 0.04% |
1,500
-4,700
| -76% | -$869K |
|
|
POLY
787
DELISTED
Plantronics, Inc.
POLY
| $281K | 0.04% |
5,200
+700
| +16% | +$38.1K |
|
|
XLRN
788
DELISTED
Acceleron Pharma
XLRN
| $281K | 0.04% |
+10,601
| New | +$279K |
|
789
Choice Hotels
CHH
$4.48B
| $280K | 0.04% |
4,472
+328
| +8% | +$19.3K |
|
790
Madison Square Garden
MSGS
$9.52B
| $280K | 0.04% |
+1,963
| New | +$255K |
|
791
Quad
QUAD
$522M
| $280K | 0.04% |
+11,100
| New | +$284K |
|
|
AAMI
792
Acadian Asset Management
AAMI
$3.28B
| $279K | 0.04% |
18,436
-17,949
| -49% | -$265K |
|
793
Cigna
CI
$73.5B
| $278K | 0.04% |
+1,900
| New | +$280K |
|
794
T-Mobile US
TMUS
$190B
| $278K | 0.04% |
4,300
+600
| +16% | +$36.9K |
|
|
CNH
795
CNH Industrial
CNH
$22.4B
| $278K | 0.04% |
+33,130
| New | +$270K |
|
|
KND
796
DELISTED
Kindred Healthcare
KND
| $278K | 0.04% |
33,279
+3,528
| +12% | +$27.6K |
|
797
Alto Ingredients
ALTO
$312M
| $277K | 0.04% |
40,437
-35,402
| -47% | -$270K |
|
798
Columbus McKinnon
CMCO
$509M
| $277K | 0.04% |
11,164
+3,352
| +43% | +$88.2K |
|
799
Golar LNG
GLNG
$5.3B
| $277K | 0.04% |
9,930
-2,342
| -19% | -$62.6K |
|
800
Ionis Pharmaceuticals
IONS
$9.31B
| $277K | 0.04% |
+6,900
| New | +$310K |
|
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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.