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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
PRGS icon
126
Progress Software
PRGS
$1.67B
$1.49M 0.19%
51,161
+44,734
+696% +$1.3M
ENV
127
DELISTED
ENVESTNET, INC.
ENV
$1.49M 0.19%
+46,014
New +$1.67M
JNPR
128
DELISTED
Juniper Networks
JNPR
$1.48M 0.19%
53,000
-17,700
-25% -$494K
NBIS
129
Nebius Group N.V.
NBIS
$65.3B
$1.46M 0.19%
+66,748
New +$1.52M
DF
130
DELISTED
Dean Foods Company
DF
$1.46M 0.19%
+74,200
New +$1.45M
DYN
131
DELISTED
Dynegy, Inc.
DYN
$1.46M 0.19%
+185,300
New +$1.59M
CNQ icon
132
Canadian Natural Resources
CNQ
$106B
$1.45M 0.19%
+90,256
New +$1.37M
S
133
DELISTED
Sprint Corporation
S
$1.45M 0.19%
166,661
+86,761
+109% +$758K
HUM icon
134
Humana
HUM
$48B
$1.44M 0.19%
7,000
+5,900
+536% +$1.22M
NOW icon
135
ServiceNow
NOW
$136B
$1.44M 0.19%
82,500
+31,500
+62% +$549K
PTC icon
136
PTC
PTC
$14B
$1.44M 0.19%
27,454
-6,946
-20% -$367K
SAM icon
137
Boston Beer
SAM
$1.67B
$1.44M 0.19%
+9,970
New +$1.56M
XRAY icon
138
Dentsply Sirona
XRAY
$2.14B
$1.44M 0.19%
23,100
+15,000
+185% +$903K
DHR icon
139
Danaher
DHR
$144B
$1.44M 0.18%
18,950
-9,137
-33% -$680K
CSOD
140
DELISTED
Cornerstone OnDemand, Inc.
CSOD
$1.42M 0.18%
+36,554
New +$1.51M
VIPS icon
141
Vipshop
VIPS
$5.95B
$1.42M 0.18%
+106,200
New +$1.31M
WOR icon
142
Worthington Enterprises
WOR
$2.92B
$1.41M 0.18%
+50,798
New +$1.53M
BKD icon
143
Brookdale Senior Living
BKD
$2.9B
$1.41M 0.18%
+104,996
New +$1.48M
PG icon
144
Procter & Gamble
PG
$331B
$1.4M 0.18%
+15,600
New +$1.38M
PCAR icon
145
PACCAR
PCAR
$64.2B
$1.4M 0.18%
31,200
-2,100
-6% -$94.6K
MWA icon
146
Mueller Water Products
MWA
$3.75B
$1.4M 0.18%
118,000
+67,200
+132% +$853K
CSL icon
147
Carlisle Companies
CSL
$13.4B
$1.38M 0.18%
13,000
+6,167
+90% +$661K
CNP icon
148
CenterPoint Energy
CNP
$26.2B
$1.38M 0.18%
+50,137
New +$1.33M
AZTA icon
149
Azenta
AZTA
$1.32B
$1.38M 0.18%
61,581
-5,019
-8% -$99.6K
GIMO
150
DELISTED
Gigamon Inc.
GIMO
$1.38M 0.18%
38,712
+7,412
+24% +$265K
4 5
6
7 8

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FCAS
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RFC
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EH
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VRS
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OAC
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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.