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Trexquant Investment Portfolio holdings
AUM
$13.9B
1-Year Est. Return
31.98%
This Fund
S&P 500
This Quarter
Est. Return
+4.43%
1 Year Est. Return
+31.98%
3 Year Est. Return
+90.18%
5 Year Est. Return
+73.02%
10 Year Est. Return
+326.84%
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 | 15.32% |
| 2 | Industrials | 14.71% |
| 3 | Financials | 14.58% |
| 4 | Technology | 13.48% |
| 5 | Healthcare | 10.58% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
AEL
226
DELISTED
American Equity Investment Life Holding Company
AEL
| $1.07M | 0.14% |
45,400
+1,069
| +2% | +$26.5K |
|
227
Wintrust Financial
WTFC
$10.7B
| $1.07M | 0.14% |
+15,516
| New | +$1.11M |
|
|
TECD
228
DELISTED
Tech Data Corp
TECD
| $1.07M | 0.14% |
11,409
+6,109
| +115% | +$541K |
|
229
Extreme Networks
EXTR
$3.86B
| $1.06M | 0.14% |
+141,656
| New | +$849K |
|
|
ALOG
230
DELISTED
Analogic Corp
ALOG
| $1.06M | 0.14% |
13,974
+5,727
| +69% | +$449K |
|
231
Trimble
TRMB
$12.3B
| $1.06M | 0.14% |
+33,106
| New | +$1.02M |
|
232
Mine Safety
MSA
$6.74B
| $1.06M | 0.14% |
+14,984
| New | +$1.05M |
|
233
Trane Technologies
TT
$106B
| $1.06M | 0.14% |
13,000
+4,500
| +53% | +$357K |
|
234
West Pharmaceutical
WST
$23.1B
| $1.06M | 0.14% |
12,947
+10,040
| +345% | +$840K |
|
|
ESRX
235
DELISTED
Express Scripts Holding Company
ESRX
| $1.05M | 0.14% |
16,000
-10,800
| -40% | -$743K |
|
236
CytomX Therapeutics
CTMX
$705M
| $1.05M | 0.14% |
60,979
+44,079
| +261% | +$580K |
|
|
WCG
237
DELISTED
Wellcare Health Plans, Inc.
WCG
| $1.05M | 0.14% |
+7,500
| New | +$1.07M |
|
238
Urban Outfitters
URBN
$5.99B
| $1.05M | 0.13% |
44,051
+18,333
| +71% | +$475K |
|
239
Douglas Dynamics
PLOW
$1.07B
| $1.04M | 0.13% |
+33,948
| New | +$1.1M |
|
|
NVRO
240
DELISTED
NEVRO CORP.
NVRO
| $1.04M | 0.13% |
+11,108
| New | +$1.01M |
|
241
Honeywell
HON
$77.1B
| $1.04M | 0.13% |
9,188
-775
| -8% | -$85.6K |
|
242
Kratos Defense & Security Solutions
KTOS
$8.88B
| $1.03M | 0.13% |
131,866
+93,951
| +248% | +$749K |
|
243
Corning
GLW
$126B
| $1.02M | 0.13% |
+37,800
| New | +$1.01M |
|
244
TTM Technologies
TTMI
$13.6B
| $1.01M | 0.13% |
62,921
+16,621
| +36% | +$259K |
|
245
Zebra Technologies
ZBRA
$12.4B
| $1.01M | 0.13% |
+11,100
| New | +$962K |
|
246
Cardinal Health
CAH
$53.4B
| $1.01M | 0.13% |
+12,400
| New | +$976K |
|
247
Generac Holdings
GNRC
$11.9B
| $1.01M | 0.13% |
27,036
+21,966
| +433% | +$868K |
|
248
Helix Energy Solutions
HLX
$1.46B
| $1.01M | 0.13% |
+129,740
| New | +$1.04M |
|
249
Carter's
CRI
$1.43B
| $1.01M | 0.13% |
11,200
+4,300
| +62% | +$371K |
|
250
Vera Bradley
VRA
$105M
| $1.01M | 0.13% |
108,086
+44,365
| +70% | +$467K |
|
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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 15% of assets, up from 14% 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.