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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 | |
|---|---|---|---|---|---|---|
|
MOMO
1226
Hello Group
MOMO
$685M
| – | – |
-17,026
| Closed | -$313K |
|
1227
Motorcar Parts of America
MPAA
$221M
| – | – |
-10,737
| Closed | -$289K |
|
1228
Midland States Bancorp
MSBI
$683M
| – | – |
-6,364
| Closed | -$230K |
|
1229
MSCI
MSCI
$40.3B
| – | – |
-7,600
| Closed | -$599K |
|
1230
Manitowoc
MTW
$757M
| – | – |
-11,153
| Closed | -$267K |
|
1231
MasTec
MTZ
$19.3B
| – | – |
-5,449
| Closed | -$208K |
|
|
1232
Micron Technology
MU
$1.16T
| – | – |
-157,300
| Closed | -$3.45M |
|
1233
MaxLinear
MXL
$6.49B
| – | – |
-14,898
| Closed | -$325K |
|
1234
Neurocrine Biosciences
NBIX
$15.8B
| – | – |
-40,116
| Closed | -$1.55M |
|
1235
National CineMedia
NCMI
$224M
| – | – |
-2,899
| Closed | -$427K |
|
1236
Nordson
NDSN
$17.5B
| – | – |
-11,200
| Closed | -$1.25M |
|
1237
Neogen
NEOG
$2.6B
| – | – |
-12,355
| Closed | -$306K |
|
1238
New Mountain Finance
NMFC
$690M
| – | – |
-10,864
| Closed | -$153K |
|
1239
Nelnet
NNI
$4.49B
| – | – |
-5,716
| Closed | -$290K |
|
1240
NOV
NOV
$7.67B
| – | – |
-8,200
| Closed | -$307K |
|
1241
Insperity
NSP
$1.92B
| – | – |
-12,372
| Closed | -$439K |
|
1242
Northern Trust
NTRS
$33.8B
| – | – |
-5,629
| Closed | -$501K |
|
1243
Nucor
NUE
$58.5B
| – | – |
-8,100
| Closed | -$482K |
|
1244
Nu Skin
NUS
$236M
| – | – |
-4,735
| Closed | -$226K |
|
1245
NorthWestern Energy
NWE
$4.34B
| – | – |
-6,000
| Closed | -$341K |
|
1246
New York Times
NYT
$10.7B
| – | – |
-25,900
| Closed | -$344K |
|
1247
Ocular Therapeutix
OCUL
$2.52B
| – | – |
-21,663
| Closed | -$181K |
|
1248
Orthofix Medical
OFIX
$363M
| – | – |
-7,907
| Closed | -$286K |
|
1249
Oil States International
OIS
$528M
| – | – |
-21,200
| Closed | -$827K |
|
1250
Old National Bancorp
ONB
$9.72B
| – | – |
-13,871
| Closed | -$252K |
|
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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.