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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 | |
|---|---|---|---|---|---|---|
|
PFSW
976
DELISTED
PFSweb, Inc.
PFSW
| $185K | 0.02% |
+28,271
| New | +$214K |
|
977
Axogen
AXGN
$2.1B
| $183K | 0.02% |
+17,465
| New | +$178K |
|
|
IMDZ
978
DELISTED
Immune Design Corp.
IMDZ
| $183K | 0.02% |
+26,978
| New | +$156K |
|
|
STKL
979
DELISTED
SunOpta
STKL
| $181K | 0.02% |
+26,004
| New | +$186K |
|
980
Tilly's
TLYS
$115M
| $181K | 0.02% |
20,014
-24,298
| -55% | -$276K |
|
|
LGTY
981
DELISTED
Logility Supply Chain Solutions, Inc. Common Stock
LGTY
| $181K | 0.02% |
+17,648
| New | +$183K |
|
|
XOXO
982
DELISTED
Xo Group Inc
XOXO
| $181K | 0.02% |
+10,500
| New | +$192K |
|
|
BBOX
983
DELISTED
Black Box Corp
BBOX
| $180K | 0.02% |
+20,119
| New | +$217K |
|
|
TPCO
984
DELISTED
Tribune Publishing Company Common Stock
TPCO
| $179K | 0.02% |
+12,876
| New | +$177K |
|
985
NeoGenomics
NEO
$1.81B
| $178K | 0.02% |
+22,520
| New | +$183K |
|
|
TPH
986
DELISTED
Tri Pointe Homes
TPH
| $178K | 0.02% |
+14,200
| New | +$174K |
|
987
CNX Resources
CNX
$4.85B
| $176K | 0.02% |
+12,606
| New | +$178K |
|
988
Lesaka Technologies
LSAK
$388M
| $176K | 0.02% |
14,400
+4,000
| +38% | +$50.2K |
|
989
Grupo Aval
AVAL
$5.67B
| $175K | 0.02% |
21,471
+5,611
| +35% | +$45.2K |
|
990
CAE Inc. Common Shares
CAE
$8.1B
| $173K | 0.02% |
+11,305
| New | +$166K |
|
991
Chegg
CHGG
$108M
| $168K | 0.02% |
19,851
-8,043
| -29% | -$62K |
|
992
Mitek Systems
MITK
$762M
| $167K | 0.02% |
25,043
-81,100
| -76% | -$500K |
|
|
LFC
993
DELISTED
China Life Insurance Company Ltd.
LFC
| $166K | 0.02% |
+10,848
| New | +$161K |
|
994
BlackBerry
BB
$5.01B
| $163K | 0.02% |
21,080
-38,048
| -64% | -$271K |
|
995
Ribbon Communications
RBBN
$354M
| $161K | 0.02% |
+24,379
| New | +$154K |
|
996
TriplePoint Venture Growth BDC
TPVG
$180M
| $159K | 0.02% |
+11,429
| New | +$151K |
|
997
Akebia Therapeutics
AKBA
$327M
| $158K | 0.02% |
17,220
-15,814
| -48% | -$154K |
|
|
BBG
998
DELISTED
Bill Barrett Corp
BBG
| $156K | 0.02% |
+34,243
| New | +$199K |
|
999
Commercial Vehicle Group
CVGI
$157M
| $155K | 0.02% |
+22,840
| New | +$134K |
|
|
KA
1000
DELISTED
Kineta, Inc. Common Stock
KA
| $155K | 0.02% |
141
+1
| +0.7% | +$1.85K |
|
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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.