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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 | |
|---|---|---|---|---|---|---|
876
Teekay
TK
$975M
| $243K | 0.03% |
26,609
+2,109
| +9% | +$20.4K |
|
877
Boise Cascade
BCC
$2.74B
| $242K | 0.03% |
+9,052
| New | +$235K |
|
878
DexCom
DXCM
$27.6B
| $242K | 0.03% |
11,408
-13,900
| -55% | -$271K |
|
|
IMPV
879
DELISTED
Imperva, Inc.
IMPV
| $242K | 0.03% |
+5,894
| New | +$246K |
|
|
RDUS
880
DELISTED
Radius Health, Inc.
RDUS
| $241K | 0.03% |
+6,235
| New | +$262K |
|
881
Merit Medical Systems
MMSI
$4.43B
| $240K | 0.03% |
+8,297
| New | +$232K |
|
882
Ollie's Bargain Outlet
OLLI
$4.01B
| $239K | 0.03% |
7,141
-22,437
| -76% | -$706K |
|
|
XEC
883
DELISTED
CIMAREX ENERGY CO
XEC
| $239K | 0.03% |
2,000
-4,200
| -68% | -$545K |
|
884
Pacira BioSciences
PCRX
$1.02B
| $237K | 0.03% |
+5,200
| New | +$225K |
|
885
Applied Industrial Technologies
AIT
$12.8B
| $236K | 0.03% |
3,816
-3,678
| -49% | -$227K |
|
|
NORD
886
DELISTED
Nord Anglia Education, Inc.
NORD
| $236K | 0.03% |
9,300
+720
| +8% | +$16.8K |
|
887
ABM Industries
ABM
$2.8B
| $235K | 0.03% |
+5,401
| New | +$223K |
|
888
Universal Electronics
UEIC
$57.2M
| $234K | 0.03% |
3,419
-3,981
| -54% | -$263K |
|
|
ZEUS
889
DELISTED
Olympic Steel
ZEUS
| $234K | 0.03% |
+12,591
| New | +$286K |
|
|
NSTG
890
DELISTED
NanoString Technologies, Inc.
NSTG
| $234K | 0.03% |
11,801
-235
| -2% | -$4.47K |
|
|
FLY
891
DELISTED
Fly Leasing Limited
FLY
| $234K | 0.03% |
+17,823
| New | +$244K |
|
892
Arrow Electronics
ARW
$10.9B
| $233K | 0.03% |
3,170
-1,233
| -28% | -$90.3K |
|
893
Beazer Homes USA
BZH
$907M
| $233K | 0.03% |
19,200
-9,700
| -34% | -$125K |
|
|
RGC
894
DELISTED
Regal Entertainment Group
RGC
| $233K | 0.03% |
10,303
-3,897
| -27% | -$85.9K |
|
895
First Community Bankshares
FCBC
$915M
| $232K | 0.03% |
+9,309
| New | +$255K |
|
|
STB
896
DELISTED
Student Transportation Inc
STB
| $232K | 0.03% |
39,600
+18,226
| +85% | +$102K |
|
|
BPMC
897
DELISTED
Blueprint Medicines
BPMC
| $230K | 0.03% |
+5,759
| New | +$206K |
|
898
Vail Resorts
MTN
$5.19B
| $230K | 0.03% |
+1,200
| New | +$213K |
|
|
SCHW
899
Charles Schwab
SCHW
$177B
| $230K | 0.03% |
+5,634
| New | +$233K |
|
|
ECOL
900
DELISTED
US Ecology, Inc.
ECOL
| $230K | 0.03% |
+4,911
| New | +$246K |
|
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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.