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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 | |
|---|---|---|---|---|---|---|
|
GNBC
601
DELISTED
Green Bancorp, Inc
GNBC
| $429K | 0.06% |
24,086
-4,577
| -16% | -$74.3K |
|
602
BioCryst Pharmaceuticals
BCRX
$2.37B
| $427K | 0.05% |
50,791
+14,333
| +39% | +$99.7K |
|
603
CRA International
CRAI
$1.1B
| $427K | 0.05% |
+12,100
| New | +$424K |
|
604
Edgewell Personal Care
EPC
$1.27B
| $427K | 0.05% |
+5,844
| New | +$445K |
|
605
Medtronic
MDT
$107B
| $427K | 0.05% |
+5,303
| New | +$414K |
|
606
WSFS Financial
WSFS
$4.1B
| $427K | 0.05% |
9,282
-4,726
| -34% | -$215K |
|
607
Copa Holdings
CPA
$5.56B
| $425K | 0.05% |
3,783
+1,062
| +39% | +$108K |
|
608
Ironwood Pharmaceuticals
IRWD
$611M
| $425K | 0.05% |
+29,731
| New | +$406K |
|
609
Lincoln Electric
LECO
$13.8B
| $423K | 0.05% |
+4,866
| New | +$408K |
|
610
LPL Financial
LPLA
$26.3B
| $422K | 0.05% |
10,605
-3,605
| -25% | -$142K |
|
|
HK
611
DELISTED
Halcon Resources Corporation
HK
| $422K | 0.05% |
54,809
+13,660
| +33% | +$115K |
|
612
A10 Networks
ATEN
$2.47B
| $419K | 0.05% |
+45,819
| New | +$405K |
|
|
FL
613
DELISTED
Foot Locker
FL
| $419K | 0.05% |
5,600
+2,400
| +75% | +$173K |
|
614
Greenlight Captial
GLRE
$563M
| $419K | 0.05% |
18,943
+4,863
| +35% | +$110K |
|
|
KW
615
DELISTED
Kennedy-Wilson Holdings
KW
| $417K | 0.05% |
+18,779
| New | +$395K |
|
|
CSII
616
DELISTED
Cardiovascular Systems, Inc.
CSII
| $417K | 0.05% |
14,758
-12,057
| -45% | -$320K |
|
|
SJI
617
DELISTED
South Jersey Industries, Inc.
SJI
| $415K | 0.05% |
+11,628
| New | +$390K |
|
|
ABCO
618
DELISTED
Advisory Board Co
ABCO
| $412K | 0.05% |
+8,794
| New | +$388K |
|
619
Coca-Cola Europacific Partners
CCEP
$46.5B
| $411K | 0.05% |
10,900
-15,100
| -58% | -$527K |
|
620
Leidos
LDOS
$14.1B
| $411K | 0.05% |
+8,029
| New | +$414K |
|
621
Comfort Systems
FIX
$61B
| $410K | 0.05% |
+11,200
| New | +$389K |
|
622
Henry Schein
HSIC
$9.74B
| $408K | 0.05% |
6,120
-3,825
| -38% | -$249K |
|
623
Titan Machinery
TITN
$466M
| $408K | 0.05% |
26,628
-1,007
| -4% | -$14.1K |
|
624
WaFd
WAFD
$2.72B
| $408K | 0.05% |
+12,330
| New | +$413K |
|
|
AAIC
625
DELISTED
Arlington Asset Investment Corp.
AAIC
| $407K | 0.05% |
+28,786
| New | +$424K |
|
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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.