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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 | |
|---|---|---|---|---|---|---|
401
Huron Consulting
HURN
$1.82B
| $690K | 0.09% |
16,388
+2,079
| +15% | +$91.7K |
|
|
INFN
402
DELISTED
Infinera Corporation Common Stock
INFN
| $689K | 0.09% |
+67,336
| New | +$675K |
|
|
EFOR
403
Everforth Inc
EFOR
$845M
| $688K | 0.09% |
+14,171
| New | +$656K |
|
|
SAFM
404
DELISTED
Sanderson Farms Inc
SAFM
| $685K | 0.09% |
+6,600
| New | +$623K |
|
|
VWR
405
DELISTED
VWR Corporation
VWR
| $685K | 0.09% |
24,300
+12,226
| +101% | +$326K |
|
406
MGM Resorts International
MGM
$11.7B
| $684K | 0.09% |
+24,975
| New | +$693K |
|
407
TriNet
TNET
$2.84B
| $678K | 0.09% |
23,458
+15,158
| +183% | +$406K |
|
408
GoDaddy
GDDY
$12.3B
| $677K | 0.09% |
+17,868
| New | +$647K |
|
409
W.W. Grainger
GWW
$65.3B
| $675K | 0.09% |
+2,900
| New | +$714K |
|
410
Magna International
MGA
$17.9B
| $668K | 0.09% |
+15,468
| New | +$676K |
|
411
US Physical Therapy
USPH
$1.14B
| $666K | 0.09% |
+10,202
| New | +$723K |
|
|
SIX
412
DELISTED
Six Flags Entertainment Corp.
SIX
| $665K | 0.09% |
+11,174
| New | +$670K |
|
|
NSM
413
DELISTED
Nationstar Mortgage Holdings
NSM
| $665K | 0.09% |
42,214
+24,407
| +137% | +$431K |
|
414
Church & Dwight Co
CHD
$23.1B
| $664K | 0.09% |
+13,307
| New | +$636K |
|
|
ANDV
415
DELISTED
Andeavor
ANDV
| $657K | 0.08% |
8,100
-7,600
| -48% | -$637K |
|
|
ZEN
416
DELISTED
ZENDESK INC
ZEN
| $656K | 0.08% |
+23,400
| New | +$606K |
|
417
International Paper
IP
$22.3B
| $655K | 0.08% |
+13,622
| New | +$682K |
|
418
The Greenbrier Companies
GBX
$1.61B
| $654K | 0.08% |
15,165
+6,965
| +85% | +$308K |
|
419
Saia
SAIA
$11.3B
| $653K | 0.08% |
14,731
+9,832
| +201% | +$459K |
|
420
Rapid7
RPD
$634M
| $652K | 0.08% |
43,552
-18,223
| -29% | -$254K |
|
|
DST
421
DELISTED
DST Systems Inc.
DST
| $651K | 0.08% |
10,624
+6,024
| +131% | +$350K |
|
|
SODA
422
DELISTED
SodaStream International Ltd
SODA
| $650K | 0.08% |
13,421
-9,915
| -42% | -$450K |
|
423
Genpact
G
$5.3B
| $649K | 0.08% |
+26,213
| New | +$639K |
|
|
HIMX
424
Himax Technologies
HIMX
$2.2B
| $642K | 0.08% |
70,400
-39,701
| -36% | -$269K |
|
|
AAWW
425
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
| $642K | 0.08% |
+11,579
| New | +$617K |
|
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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.