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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 | |
|---|---|---|---|---|---|---|
|
CEO
851
DELISTED
CNOOC Limited
CEO
| $254K | 0.03% |
+2,119
| New | +$259K |
|
|
WSTC
852
DELISTED
West Corporation
WSTC
| $253K | 0.03% |
+10,376
| New | +$254K |
|
853
Monarch Casino & Resort
MCRI
$2.14B
| $252K | 0.03% |
+8,521
| New | +$220K |
|
854
Entergy
ETR
$54.1B
| $251K | 0.03% |
+6,600
| New | +$242K |
|
855
Landstar System
LSTR
$6.8B
| $251K | 0.03% |
+2,931
| New | +$251K |
|
|
SEM
856
DELISTED
Select Medical
SEM
| $250K | 0.03% |
+34,767
| New | +$252K |
|
|
KTWO
857
DELISTED
K2M Group Holdings, Inc
KTWO
| $250K | 0.03% |
+12,200
| New | +$250K |
|
|
ATW
858
DELISTED
Atwood Oceanics
ATW
| $250K | 0.03% |
+26,218
| New | +$293K |
|
859
Daktronics
DAKT
$941M
| $249K | 0.03% |
26,321
-17,062
| -39% | -$168K |
|
860
FormFactor
FORM
$8.11B
| $249K | 0.03% |
+21,048
| New | +$244K |
|
861
Preferred Bank
PFBC
$1.22B
| $249K | 0.03% |
+4,639
| New | +$252K |
|
|
FTD
862
DELISTED
FTD Companies, Inc. Common Stock
FTD
| $249K | 0.03% |
+12,351
| New | +$281K |
|
863
NWPX Infrastructure Inc
NWPX
$1.25B
| $248K | 0.03% |
15,765
-994
| -6% | -$17.4K |
|
864
PVH
PVH
$3.71B
| $248K | 0.03% |
2,400
-3,067
| -56% | -$284K |
|
865
RadNet
RDNT
$4.84B
| $248K | 0.03% |
+41,951
| New | +$249K |
|
866
Compass Minerals
CMP
$1.24B
| $247K | 0.03% |
3,642
-182
| -5% | -$13.9K |
|
867
SPS Commerce
SPSC
$2.25B
| $247K | 0.03% |
+8,438
| New | +$259K |
|
868
Hackett Group
HCKT
$245M
| $246K | 0.03% |
+12,631
| New | +$227K |
|
869
Paylocity
PCTY
$6.71B
| $245K | 0.03% |
6,345
-26,855
| -81% | -$933K |
|
870
BOK Financial
BOKF
$8.64B
| $244K | 0.03% |
3,123
-4,977
| -61% | -$406K |
|
871
Portland General Electric
POR
$6.02B
| $244K | 0.03% |
5,500
-1,400
| -20% | -$61.6K |
|
872
QCR Holdings
QCRH
$1.65B
| $244K | 0.03% |
+5,765
| New | +$247K |
|
873
Watts Water Technologies
WTS
$11.5B
| $244K | 0.03% |
+3,907
| New | +$249K |
|
|
XBKS
874
DELISTED
Xenith Bankshares, Inc. Common Stock
XBKS
| $244K | 0.03% |
+9,624
| New | +$257K |
|
|
MEET
875
DELISTED
The Meet Group, Inc. Common Stock
MEET
| $244K | 0.03% |
41,402
-53,299
| -56% | -$271K |
|
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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.