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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 | |
|---|---|---|---|---|---|---|
|
AAN.A
201
DELISTED
The Aaron's Company Inc Class A
AAN.A
| $1.13M | 0.14% |
+37,886
| New | +$1.13M |
|
202
Diodes
DIOD
$4.15B
| $1.12M | 0.14% |
+46,526
| New | +$1.16M |
|
203
XPO
XPO
$21.6B
| $1.12M | 0.14% |
67,369
+11,276
| +20% | +$184K |
|
204
Hershey
HSY
$34.6B
| $1.11M | 0.14% |
+10,200
| New | +$1.09M |
|
205
J.M. Smucker
SJM
$13.2B
| $1.11M | 0.14% |
+8,500
| New | +$1.16M |
|
|
MODV
206
DELISTED
ModivCare
MODV
| $1.11M | 0.14% |
25,038
+15,192
| +154% | +$624K |
|
207
Graphic Packaging
GPK
$2.82B
| $1.11M | 0.14% |
86,097
+40,197
| +88% | +$522K |
|
208
Nokia
NOK
$60.2B
| $1.11M | 0.14% |
+204,484
| New | +$1.03M |
|
209
Citigroup
C
$231B
| $1.11M | 0.14% |
18,500
-23,400
| -56% | -$1.38M |
|
210
Reliance Steel & Aluminium
RS
$20.2B
| $1.11M | 0.14% |
13,835
+6,435
| +87% | +$528K |
|
211
Lithia Motors
LAD
$8.08B
| $1.11M | 0.14% |
+12,913
| New | +$1.25M |
|
|
SNI
212
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
| $1.1M | 0.14% |
14,100
-1,400
| -9% | -$108K |
|
|
IPCC
213
DELISTED
Infinity Property & Casualty C
IPCC
| $1.1M | 0.14% |
11,529
+7,792
| +209% | +$707K |
|
|
KLXI
214
DELISTED
KLX Inc.
KLXI
| $1.09M | 0.14% |
+29,025
| New | +$1.17M |
|
215
Yelp
YELP
$1.11B
| $1.09M | 0.14% |
+33,300
| New | +$1.23M |
|
|
SPLS
216
DELISTED
Staples Inc
SPLS
| $1.09M | 0.14% |
123,800
+113,258
| +1,074% | +$1.02M |
|
217
Travelers Companies
TRV
$76.5B
| $1.08M | 0.14% |
+9,000
| New | +$1.08M |
|
218
Devon Energy
DVN
$53.9B
| $1.08M | 0.14% |
25,987
-7,154
| -22% | -$315K |
|
219
Kohl's
KSS
$1.99B
| $1.08M | 0.14% |
27,200
+11,700
| +75% | +$478K |
|
|
PTLA
220
DELISTED
Portola Pharmaceuticals, Inc.
PTLA
| $1.08M | 0.14% |
+27,621
| New | +$880K |
|
221
Banco Santander Chile
BSAC
$16.6B
| $1.08M | 0.14% |
+43,085
| New | +$974K |
|
222
IBM
IBM
$226B
| $1.08M | 0.14% |
+6,485
| New | +$1.09M |
|
|
MNK
223
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
| $1.08M | 0.14% |
24,200
-10,634
| -31% | -$525K |
|
224
MGIC Investment
MTG
$6.33B
| $1.08M | 0.14% |
106,365
-53,303
| -33% | -$561K |
|
225
Bausch Health
BHC
$2.3B
| $1.07M | 0.14% |
97,453
+76,853
| +373% | +$1.06M |
|
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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.