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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 | |
|---|---|---|---|---|---|---|
426
Fortuna Silver Mines
FSM
$2.59B
| $640K | 0.08% |
123,086
+69,498
| +130% | +$411K |
|
427
Pan American Silver
PAAS
$18.6B
| $640K | 0.08% |
+36,543
| New | +$664K |
|
428
Olin
OLN
$2.64B
| $638K | 0.08% |
+19,400
| New | +$582K |
|
429
Petrobras
PBR
$121B
| $638K | 0.08% |
65,806
+40,306
| +158% | +$414K |
|
|
YELL
430
DELISTED
Yellow Corporation Common Stock
YELL
| $638K | 0.08% |
+57,930
| New | +$751K |
|
431
Crane NXT
CXT
$3.04B
| $637K | 0.08% |
24,512
+1,480
| +6% | +$37.9K |
|
432
Bruker
BRKR
$9.2B
| $634K | 0.08% |
27,184
+10,581
| +64% | +$249K |
|
|
Y
433
DELISTED
Alleghany Corp
Y
| $634K | 0.08% |
+1,031
| New | +$643K |
|
434
Canadian Imperial Bank of Commerce
CM
$107B
| $628K | 0.08% |
14,566
+2,366
| +19% | +$103K |
|
435
Halozyme
HALO
$9.72B
| $628K | 0.08% |
48,466
+13,457
| +38% | +$170K |
|
|
ECHO
436
EchoStar
ECHO
$25.5B
| $621K | 0.08% |
+13,457
| New | +$587K |
|
|
CNSL
437
DELISTED
Consolidated Communications Holdings, Inc.
CNSL
| $618K | 0.08% |
+26,382
| New | +$656K |
|
438
Huntsman Corp
HUN
$2.24B
| $616K | 0.08% |
25,099
-58,931
| -70% | -$1.27M |
|
439
NextEra Energy
NEE
$187B
| $616K | 0.08% |
+19,200
| New | +$604K |
|
|
NGHC
440
DELISTED
National General Holdings Corp
NGHC
| $613K | 0.08% |
25,800
+15,856
| +159% | +$387K |
|
|
PPLI
441
People Inc
PPLI
$3.1B
| $612K | 0.08% |
+46,442
| New | +$604K |
|
442
Rush Enterprises Class A
RUSHA
$5.95B
| $612K | 0.08% |
41,594
+16,666
| +67% | +$246K |
|
|
INFO
443
DELISTED
IHS Markit Ltd. Common Shares
INFO
| $612K | 0.08% |
+14,586
| New | +$577K |
|
|
DFRG
444
DELISTED
Del Frisco's Restaurant Group, Inc. Common Stock
DFRG
| $609K | 0.08% |
+33,761
| New | +$579K |
|
445
Bath & Body Works
BBWI
$4.01B
| $608K | 0.08% |
+15,957
| New | +$719K |
|
446
American Water Works
AWK
$26.3B
| $607K | 0.08% |
+7,800
| New | +$579K |
|
|
WRK
447
DELISTED
WestRock Company
WRK
| $604K | 0.08% |
11,600
+4,200
| +57% | +$222K |
|
448
Ferrari
RACE
$63.3B
| $602K | 0.08% |
+8,100
| New | +$526K |
|
449
Sabre
SABR
$656M
| $602K | 0.08% |
+28,412
| New | +$650K |
|
|
ALEX
450
DELISTED
Alexander & Baldwin
ALEX
| $600K | 0.08% |
13,473
+6,073
| +82% | +$269K |
|
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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.