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TI

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
ICD
1026
DELISTED
Independence Contract Drilling, Inc.
ICD
$115K 0.01%
1,047
+50
+5% +$5.94K
ORN icon
1027
Orion Group Holdings
ORN
$368M
$111K 0.01%
14,848
+4,316
+41% +$40.8K
JCP
1028
DELISTED
J.C. Penney Company, Inc.
JCP
$101K 0.01%
16,450
-52,932
-76% -$350K
NAII icon
1029
Natural Alternatives International
NAII
$12.6M
$99K 0.01%
+11,284
New +$115K
JE
1030
DELISTED
Just Energy Group Inc
JE
$96K 0.01%
+463
New +$88.9K
HNRG icon
1031
Hallador Energy
HNRG
$779M
$95K 0.01%
+11,798
New +$104K
AAV
1032
DELISTED
Advantage Oil & Gas Ltd
AAV
$90K 0.01%
+13,600
New +$85.6K
DWSN icon
1033
Dawson Geophysical
DWSN
$106M
$89K 0.01%
+16,895
New +$117K
ARCO icon
1034
Arcos Dorados Holdings
ARCO
$1.7B
$87K 0.01%
11,055
-60,803
-85% -$375K
LPSN
1035
DELISTED
LivePerson
LPSN
$86K 0.01%
+838
New +$89.6K
TAHO
1036
DELISTED
Tahoe Resources Inc
TAHO
$85K 0.01%
10,536
-10,996
-51% -$94.8K
KVHI icon
1037
KVH Industries
KVHI
$127M
$84K 0.01%
+10,051
New +$98.1K
SGYP
1038
DELISTED
Synergy Pharmaceuticals, Inc Common Stock
SGYP
$79K 0.01%
+16,945
New +$98.3K
KONA
1039
DELISTED
Kona Grill, Inc.
KONA
$77K 0.01%
+12,156
New +$98K
CCXI
1040
DELISTED
ChemoCentryx, Inc.
CCXI
$75K 0.01%
+10,273
New +$74K
MN
1041
DELISTED
MANNING & NAPIER, INC.
MN
$72K 0.01%
+12,664
New +$83.3K
HBM icon
1042
Hudbay
HBM
$12.8B
$69K 0.01%
10,500
-7,173
-41% -$53.6K
MXWL
1043
DELISTED
Maxwell Technologies Inc
MXWL
$68K 0.01%
+11,659
New +$59.9K
SNAK
1044
DELISTED
Inventure Foods, Inc.
SNAK
$64K 0.01%
+14,567
New +$87.5K
JAKK icon
1045
Jakks Pacific
JAKK
$273M
$56K 0.01%
+1,026
New +$54.7K
AAL icon
1046
American Airlines Group
AAL
$8.57B
– –
-45,400
Closed -$2.12M
ACGL icon
1047
Arch Capital
ACGL
$32.8B
– –
-24,300
Closed -$699K
ACHC icon
1048
Acadia Healthcare
ACHC
$2.62B
– –
-12,311
Closed -$407K
ACM icon
1049
Aecom
ACM
$8.24B
– –
-48,300
Closed -$1.76M
ADBE icon
1050
Adobe
ADBE
$101B
– –
-16,996
Closed -$1.75M
40 41
42
43 44

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RFC
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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.