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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 | |
|---|---|---|---|---|---|---|
|
FARM
951
DELISTED
Farmer Brothers
FARM
| $205K | 0.03% |
+5,800
| New | +$195K |
|
|
SPA
952
DELISTED
Sparton
SPA
| $204K | 0.03% |
+9,699
| New | +$216K |
|
953
Addus HomeCare
ADUS
$2.14B
| $203K | 0.03% |
6,330
-3,470
| -35% | -$117K |
|
954
Corcept Therapeutics
CORT
$10.2B
| $202K | 0.03% |
+18,400
| New | +$162K |
|
955
Aclaris Therapeutics
ACRS
$730M
| $201K | 0.03% |
+6,755
| New | +$195K |
|
956
Century Communities
CCS
$2B
| $201K | 0.03% |
+7,900
| New | +$183K |
|
957
NewtekOne
NEWT
$417M
| $201K | 0.03% |
+11,822
| New | +$192K |
|
958
Western New England Bancorp
WNEB
$287M
| $201K | 0.03% |
+19,097
| New | +$188K |
|
959
Itron
ITRI
$3.73B
| $200K | 0.03% |
3,288
-2,451
| -43% | -$152K |
|
960
Oshkosh
OSK
$9.67B
| $200K | 0.03% |
2,919
-20,481
| -88% | -$1.41M |
|
|
NVTA
961
DELISTED
Invitae Corporation
NVTA
| $200K | 0.03% |
+18,052
| New | +$173K |
|
|
TPIC
962
DELISTED
TPI Composites
TPIC
| $198K | 0.03% |
+10,420
| New | +$186K |
|
|
BV
963
DELISTED
Bazaarvoice, Inc.
BV
| $198K | 0.03% |
46,104
-55,899
| -55% | -$251K |
|
964
Iovance Biotherapeutics
IOVA
$2.23B
| $197K | 0.03% |
+26,449
| New | +$194K |
|
|
DQ
965
Daqo New Energy
DQ
$790M
| $196K | 0.03% |
+52,170
| New | +$240K |
|
|
WLL
966
DELISTED
Whiting Petroleum Corporation
WLL
| $196K | 0.03% |
69
-469
| -87% | -$1.52M |
|
967
Sonida Senior Living
SNDA
$1.97B
| $195K | 0.03% |
+925
| New | +$220K |
|
968
Entravision Communication
EVC
$983M
| $193K | 0.02% |
31,072
+18,720
| +152% | +$109K |
|
|
TVPT
969
DELISTED
Travelport Worldwide Limited
TVPT
| $193K | 0.02% |
+16,402
| New | +$218K |
|
|
GCI
970
DELISTED
Gannett Co., Inc
GCI
| $192K | 0.02% |
+22,915
| New | +$205K |
|
|
QEP
971
DELISTED
QEP RESOURCES, INC.
QEP
| $191K | 0.02% |
15,000
-40,200
| -73% | -$633K |
|
|
EIGI
972
DELISTED
Endurance International Group Holdings, Inc.
EIGI
| $191K | 0.02% |
24,380
-43,408
| -64% | -$355K |
|
973
Ooma
OOMA
$550M
| $189K | 0.02% |
+18,991
| New | +$183K |
|
974
Sterling Infrastructure
STRL
$20.3B
| $185K | 0.02% |
19,977
+1,489
| +8% | +$13.6K |
|
|
UBNK
975
DELISTED
United Financial Bancorp, Inc.
UBNK
| $185K | 0.02% |
+10,900
| New | +$192K |
|
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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.