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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
WSM icon
151
Williams-Sonoma
WSM
$26.8B
$1.37M 0.18%
51,000
+15,600
+44% +$380K
NKTR icon
152
Nektar Therapeutics
NKTR
$2.5B
$1.34M 0.17%
3,806
+170
+5% +$38.2K
ALXN
153
DELISTED
Alexion Pharmaceuticals
ALXN
$1.33M 0.17%
+11,000
New +$1.42M
KDP icon
154
Keurig Dr Pepper
KDP
$43.7B
$1.33M 0.17%
+13,600
New +$1.27M
ABBV icon
155
AbbVie
ABBV
$443B
$1.33M 0.17%
20,400
+16,900
+483% +$1.06M
OGE icon
156
OGE Energy
OGE
$9.69B
$1.33M 0.17%
37,900
+9,900
+35% +$345K
BKU icon
157
Bankunited
BKU
$3.22B
$1.32M 0.17%
35,259
+12,259
+53% +$466K
SSP icon
158
E.W. Scripps
SSP
$291M
$1.31M 0.17%
+56,100
New +$1.18M
TNL icon
159
Travel + Leisure Co
TNL
$3.96B
$1.31M 0.17%
+34,554
New +$1.27M
KR icon
160
Kroger
KR
$34.6B
$1.29M 0.17%
+43,900
New +$1.4M
BLDR icon
161
Builders FirstSource
BLDR
$6.61B
$1.28M 0.16%
85,974
+28,774
+50% +$372K
ZAYO
162
DELISTED
Zayo Group Holdings, Inc.
ZAYO
$1.27M 0.16%
+38,700
New +$1.23M
STX icon
163
Seagate
STX
$201B
$1.27M 0.16%
27,660
-8,040
-23% -$357K
DHI icon
164
D.R. Horton
DHI
$38.9B
$1.27M 0.16%
38,100
-39,700
-51% -$1.23M
BG icon
165
Bunge Global
BG
$23.7B
$1.27M 0.16%
16,000
+9,358
+141% +$701K
EGL
166
DELISTED
Engility Holdings, Inc.
EGL
$1.26M 0.16%
+43,723
New +$1.34M
NXST icon
167
Nexstar Media Group
NXST
$5.08B
$1.26M 0.16%
+18,000
New +$1.21M
P
168
DELISTED
Pandora Media Inc
P
$1.26M 0.16%
106,875
+89,275
+507% +$1.12M
TSN icon
169
Tyson Foods
TSN
$18.2B
$1.26M 0.16%
20,400
-16,392
-45% -$1.03M
TRN icon
170
Trinity Industries
TRN
$2.24B
$1.26M 0.16%
+65,700
New +$1.29M
GRA
171
DELISTED
W.R. Grace & Co.
GRA
$1.25M 0.16%
17,921
+4,184
+30% +$294K
PAGP icon
172
Plains GP Holdings
PAGP
$5.54B
$1.25M 0.16%
39,900
+27,600
+224% +$897K
CARB
173
DELISTED
Carbonite Inc
CARB
$1.25M 0.16%
61,406
+19,971
+48% +$375K
EXPR
174
DELISTED
Express, Inc.
EXPR
$1.24M 0.16%
6,816
+4,522
+197% +$934K
HNI icon
175
HNI Corp
HNI
$3.41B
$1.23M 0.16%
+26,749
New +$1.29M
5 6
7
8 9

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RFC
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VRS
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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.