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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 | |
|---|---|---|---|---|---|---|
|
PNK
626
DELISTED
Pinnacle Entertainment Inc.
PNK
| $407K | 0.05% |
+20,837
| New | +$344K |
|
|
PRO
627
DELISTED
PROS Holdings
PRO
| $405K | 0.05% |
+16,753
| New | +$378K |
|
628
Alarm.com
ALRM
$2.56B
| $404K | 0.05% |
+13,129
| New | +$381K |
|
|
OSG
629
Octave Specialty Group
OSG
$252M
| $403K | 0.05% |
+21,373
| New | +$450K |
|
|
TIME
630
DELISTED
Time Inc.
TIME
| $402K | 0.05% |
+20,795
| New | +$394K |
|
631
EPAM Systems
EPAM
$4.69B
| $400K | 0.05% |
+5,300
| New | +$369K |
|
|
IPG
632
DELISTED
Interpublic Group of Companies
IPG
| $400K | 0.05% |
+16,300
| New | +$391K |
|
|
JOBS
633
DELISTED
51job Inc
JOBS
| $400K | 0.05% |
+10,917
| New | +$389K |
|
|
MSCC
634
DELISTED
Microsemi Corp
MSCC
| $400K | 0.05% |
7,766
-10,834
| -58% | -$581K |
|
635
Caterpillar
CAT
$409B
| $398K | 0.05% |
+4,288
| New | +$406K |
|
636
Citi Trends
CTRN
$524M
| $398K | 0.05% |
+23,427
| New | +$408K |
|
637
Emcor
EME
$33.1B
| $398K | 0.05% |
+6,330
| New | +$420K |
|
638
Hilton Worldwide
HLT
$74B
| $398K | 0.05% |
6,800
-20,233
| -75% | -$1.18M |
|
639
ICF International
ICFI
$1.44B
| $393K | 0.05% |
+9,522
| New | +$461K |
|
640
KT
KT
$8.84B
| $389K | 0.05% |
+23,099
| New | +$358K |
|
|
DOOR
641
DELISTED
MASONITE INTERNATIONAL CORP
DOOR
| $388K | 0.05% |
4,900
-1,098
| -18% | -$79.6K |
|
|
EEQ
642
DELISTED
Enbridge Energy Management Llc
EEQ
| $386K | 0.05% |
+24,575
| New | +$416K |
|
|
KEM
643
DELISTED
KEMET Corporation
KEM
| $386K | 0.05% |
+32,189
| New | +$291K |
|
644
First Solar
FSLR
$21.8B
| $385K | 0.05% |
+14,200
| New | +$466K |
|
645
HUB Group
HUBG
$3.01B
| $385K | 0.05% |
+16,600
| New | +$392K |
|
646
NN Inc
NNBR
$272M
| $384K | 0.05% |
15,235
-7,807
| -34% | -$163K |
|
|
ITCI
647
DELISTED
Intra-Cellular Therapies Inc.
ITCI
| $384K | 0.05% |
+23,652
| New | +$342K |
|
648
BGC Group
BGC
$5.58B
| $383K | 0.05% |
52,372
-59,122
| -53% | -$425K |
|
649
Molson Coors Class B
TAP
$7.68B
| $383K | 0.05% |
+4,000
| New | +$391K |
|
650
Oaktree Specialty Lending
OCSL
$1.03B
| $382K | 0.05% |
27,570
+12,620
| +84% | +$188K |
|
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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.