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Trexquant Investment Portfolio holdings

AUM $17B
1-Year Est. Return 39.66%
This Fund
S&P 500
This Quarter Est. Return
+4.43%
1 Year Est. Return
+39.66%
3 Year Est. Return
+112.15%
5 Year Est. Return
+98.93%
10 Year Est. Return
+403.68%
AUM
$780M
AUM Growth
+$147M
Cap. Flow
+$136M
Cap. Flow %
17.46%
Top 10 Hldgs %
4.9%
Holding
1,503
New
589
Increased
256
Reduced
200
Closed
457

Top Buys

Rank Stock Value
1
GS icon
Goldman Sachs
GS
+$4.54M
2
CFG icon
Citizens Financial Group
CFG
+$3.96M
3
AR icon
Antero Resources
AR
+$3.84M
4
FINL
Finish Line
FINL
+$3.71M
5
ADI icon
Analog Devices
ADI
+$3.67M

Top Sells

Rank Stock Value
1
AZO icon
AutoZone
AZO
+$3.58M
2
MU icon
Micron Technology
MU
+$3.45M
3
COO icon
Cooper Companies
COO
+$3.44M
4
BAC icon
Bank of America
BAC
+$3.14M
5
ABT icon
Abbott
ABT
+$3.14M

Sector Composition

Rank Sector Weight
1 Consumer Discretionary 16.44%
2 Industrials 15.06%
3 Financials 15.02%
4 Technology 14.29%
5 Healthcare 11.68%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
GIL icon
726
Gildan
GIL
$9.34B
$322K 0.04%
+11,900
New +$303K
CHRS icon
727
Coherus Oncology
CHRS
$204M
$319K 0.04%
+15,061
New +$370K
HCI icon
728
HCI Group
HCI
$2.31B
$319K 0.04%
+7,000
New +$308K
JEF icon
729
Jefferies Financial Group
JEF
$12.7B
$319K 0.04%
+13,695
New +$306K
MSFG
730
DELISTED
MainSource Financial Group Inc
MSFG
$319K 0.04%
9,686
+3,186
+49% +$106K
PRTY
731
DELISTED
Party City Holdco Inc.
PRTY
$318K 0.04%
22,646
+7,820
+53% +$112K
SHLM
732
DELISTED
Schulman (A.) Inc
SHLM
$318K 0.04%
+10,100
New +$335K
INVN
733
DELISTED
Invensense Inc
INVN
$318K 0.04%
+25,216
New +$314K
VIA
734
DELISTED
Via Renewables, Inc. Class A Common Stock
VIA
$316K 0.04%
+3,956
New +$278K
PRLB icon
735
Protolabs
PRLB
$1.94B
$314K 0.04%
+6,140
New +$325K
LUMO
736
DELISTED
Lumos Pharma, Inc. Common Stock
LUMO
$314K 0.04%
1,448
-717
-33% -$102K
CAA
737
DELISTED
CalAtlantic Group, Inc.
CAA
$313K 0.04%
+8,345
New +$295K
SRI icon
738
Stoneridge
SRI
$206M
$312K 0.04%
+17,200
New +$303K
TWLO icon
739
Twilio
TWLO
$34.9B
$312K 0.04%
+10,800
New +$326K
BIG
740
DELISTED
Big Lots, Inc.
BIG
$312K 0.04%
+6,400
New +$323K
BEAT
741
DELISTED
BioTelemetry, Inc.
BEAT
$312K 0.04%
+10,772
New +$267K
MLI icon
742
Mueller Industries
MLI
$14.1B
$311K 0.04%
+36,400
New +$354K
LION
743
DELISTED
Fidelity Southern Corporation
LION
$311K 0.04%
+13,900
New +$323K
NAVG
744
DELISTED
Navigators Group Inc
NAVG
$311K 0.04%
+5,723
New +$319K
MCFT icon
745
MasterCraft Boat Holdings
MCFT
$552M
$310K 0.04%
19,200
+1,280
+7% +$19.1K
NAVI icon
746
Navient
NAVI
$870M
$310K 0.04%
21,032
-81,768
-80% -$1.25M
ITRN icon
747
Ituran Location and Control
ITRN
$1.02B
$309K 0.04%
+10,017
New +$282K
EQNR icon
748
Equinor
EQNR
$107B
$308K 0.04%
+17,899
New +$322K
BKCC
749
DELISTED
BlackRock Capital Investment Corporation
BKCC
$308K 0.04%
40,860
+9,475
+30% +$71K
IXYS
750
DELISTED
IXYS Corp
IXYS
$308K 0.04%
+21,173
New +$270K
28 29
30
31 32

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RFC
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VRS
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WA
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DCM
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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 16% of assets, up from 15% 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.