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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 | |
|---|---|---|---|---|---|---|
|
ARAV
451
DELISTED
Aravive, Inc. Common Stock
ARAV
| $600K | 0.08% |
+4,688
| New | +$494K |
|
|
BGC
452
DELISTED
General Cable Corporation
BGC
| $600K | 0.08% |
33,400
+22,900
| +218% | +$411K |
|
453
CACI
CACI
$10.8B
| $598K | 0.08% |
5,100
-4,775
| -48% | -$594K |
|
454
RB Global
RBA
$20.8B
| $596K | 0.08% |
+18,128
| New | +$587K |
|
|
HDP
455
DELISTED
Hortonworks, Inc.
HDP
| $594K | 0.08% |
+60,561
| New | +$585K |
|
456
Cummins
CMI
$91.7B
| $593K | 0.08% |
3,919
-17,881
| -82% | -$2.65M |
|
|
CS
457
DELISTED
Credit Suisse Group
CS
| $593K | 0.08% |
+39,978
| New | +$610K |
|
|
AF
458
DELISTED
Astoria Financial Corporation
AF
| $593K | 0.08% |
+28,929
| New | +$559K |
|
459
AXIS Capital
AXS
$8.59B
| $590K | 0.08% |
+8,800
| New | +$590K |
|
460
Hartford Financial Services
HIG
$38.5B
| $589K | 0.08% |
+12,253
| New | +$593K |
|
|
HIBB
461
DELISTED
Hibbett, Inc. Common Stock
HIBB
| $589K | 0.08% |
+19,961
| New | +$626K |
|
462
Curtiss-Wright
CW
$27.7B
| $586K | 0.08% |
6,421
+1,121
| +21% | +$108K |
|
|
BFX
463
DELISTED
BowFlex Inc.
BFX
| $586K | 0.08% |
+32,112
| New | +$543K |
|
464
Gartner
IT
$9.41B
| $585K | 0.08% |
5,421
+2,222
| +69% | +$229K |
|
465
SandRidge Energy
SD
$510M
| $585K | 0.08% |
31,643
+21,541
| +213% | +$428K |
|
|
MDR
466
DELISTED
McDermott International
MDR
| $584K | 0.07% |
+28,850
| New | +$636K |
|
467
Astronics
ATRO
$3.45B
| $579K | 0.07% |
+25,179
| New | +$594K |
|
468
TIM SA
TIMB
$10.2B
| $578K | 0.07% |
+36,148
| New | +$542K |
|
|
RDUS
469
DELISTED
Radius Recycling
RDUS
| $576K | 0.07% |
+27,890
| New | +$652K |
|
470
Taylor Morrison
TMHC
| $576K | 0.07% |
27,000
-2,133
| -7% | -$43K |
|
471
Comcast
CMCSA
$79.1B
| $575K | 0.07% |
15,300
-26,300
| -63% | -$976K |
|
|
MXIM
472
DELISTED
Maxim Integrated Products
MXIM
| $575K | 0.07% |
12,800
-11,600
| -48% | -$508K |
|
|
NMBL
473
DELISTED
Nimble Storage, Inc.
NMBL
| $575K | 0.07% |
46,000
-30,767
| -40% | -$301K |
|
474
Opko Health
OPK
$921M
| $570K | 0.07% |
+71,300
| New | +$600K |
|
|
NEFF
475
DELISTED
Neff Corporation
NEFF
| $570K | 0.07% |
+29,290
| New | +$459K |
|
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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.