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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 | |
|---|---|---|---|---|---|---|
|
NPKI
1001
NPK International
NPKI
$1.21B
| $154K | 0.02% |
18,953
-6,325
| -25% | -$48.6K |
|
|
VNET
1002
VNET Group
VNET
$2.05B
| $153K | 0.02% |
+27,916
| New | +$189K |
|
1003
Amphastar Pharmaceuticals
AMPH
$825M
| $152K | 0.02% |
10,493
-176
| -2% | -$2.77K |
|
1004
MidCap Financial Investment
MFIC
$784M
| $151K | 0.02% |
7,667
-42,080
| -85% | -$780K |
|
|
CLD
1005
DELISTED
Cloud Peak Energy Inc
CLD
| $150K | 0.02% |
32,856
+6,197
| +23% | +$31.3K |
|
1006
Pitney Bowes
PBI
$2.42B
| $149K | 0.02% |
+11,400
| New | +$161K |
|
|
HCCI
1007
DELISTED
Heritage-Crystal Clean, Inc.
HCCI
| $149K | 0.02% |
+10,847
| New | +$158K |
|
1008
LifeVantage
LFVN
$82.4M
| $147K | 0.02% |
+27,372
| New | +$173K |
|
1009
PDS Biotechnology
PDSB
$38.1M
| $143K | 0.02% |
+783
| New | +$155K |
|
|
PGTI
1010
DELISTED
PGT, Inc.
PGTI
| $140K | 0.02% |
13,002
-8,049
| -38% | -$88.8K |
|
1011
First Commonwealth Financial
FCF
$2.12B
| $138K | 0.02% |
+10,431
| New | +$144K |
|
1012
Calix
CALX
$2.27B
| $134K | 0.02% |
+18,434
| New | +$131K |
|
|
AGTC
1013
DELISTED
Applied Genetic Technologies Corporation
AGTC
| $134K | 0.02% |
19,389
-13,675
| -41% | -$107K |
|
1014
Acacia Research
ACTG
$450M
| $132K | 0.02% |
+22,910
| New | +$134K |
|
1015
Build-A-Bear
BBW
$423M
| $129K | 0.02% |
+14,549
| New | +$155K |
|
|
DWCH
1016
DELISTED
Datawatch Corp
DWCH
| $129K | 0.02% |
15,400
-5,442
| -26% | -$38.9K |
|
1017
NMI Holdings
NMIH
$3.25B
| $128K | 0.02% |
11,205
-11,407
| -50% | -$125K |
|
1018
MBIA
MBI
$288M
| $125K | 0.02% |
+14,787
| New | +$149K |
|
|
IVTY
1019
DELISTED
Invuity, Inc
IVTY
| $125K | 0.02% |
15,773
-16,141
| -51% | -$118K |
|
1020
DHI Group
DHX
$166M
| $124K | 0.02% |
+31,318
| New | +$162K |
|
|
OTIC
1021
DELISTED
Otonomy, Inc.
OTIC
| $123K | 0.02% |
+10,046
| New | +$146K |
|
|
HIVE
1022
DELISTED
Aerohive Networks
HIVE
| $121K | 0.02% |
+28,636
| New | +$144K |
|
|
TOUR
1023
Tuniu
TOUR
$55.4M
| $117K | 0.02% |
+1,338
| New | +$117K |
|
1024
Iridium Communications
IRDM
$4.85B
| $115K | 0.01% |
+11,900
| New | +$114K |
|
|
ENZ
1025
DELISTED
Enzo Biochem, Inc.
ENZ
| $115K | 0.01% |
+13,740
| New | +$96.8K |
|
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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.