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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
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 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
CXO
251
DELISTED
CONCHO RESOURCES INC.
CXO
$1M 0.13%
7,800
+200
+3% +$26.9K
AMP icon
252
Ameriprise Financial
AMP
$46.8B
$999K 0.13%
7,700
-2,000
-21% -$248K
WSBC icon
253
WesBanco
WSBC
$3.95B
$998K 0.13%
+26,180
New +$1.06M
NTES icon
254
NetEase
NTES
$76.5B
$994K 0.13%
+17,500
New +$942K
RES icon
255
RPC Inc
RES
$1.24B
$994K 0.13%
54,275
+14,075
+35% +$284K
EMN icon
256
Eastman Chemical
EMN
$7.8B
$986K 0.13%
12,200
-235
-2% -$18.5K
BWA icon
257
BorgWarner
BWA
$13.2B
$980K 0.13%
+26,631
New +$970K
NBR icon
258
Nabors Industries
NBR
$1.23B
$979K 0.13%
+1,498
New +$1.15M
AFL icon
259
Aflac
AFL
$63.9B
$978K 0.13%
+27,000
New +$957K
HTLD icon
260
Heartland Express
HTLD
$1.11B
$978K 0.13%
+48,800
New +$991K
IIIN icon
261
Insteel Industries
IIIN
$633M
$978K 0.13%
27,074
+18,856
+229% +$679K
RATE
262
DELISTED
Bankrate Inc
RATE
$978K 0.13%
101,382
+68,422
+208% +$740K
RHI icon
263
Robert Half
RHI
$3.61B
$977K 0.13%
+20,000
New +$966K
ROST icon
264
Ross Stores
ROST
$76.6B
$975K 0.13%
+14,800
New +$989K
CRM icon
265
Salesforce
CRM
$134B
$973K 0.12%
+11,800
New +$943K
MOV icon
266
Movado Group
MOV
$812M
$967K 0.12%
+38,772
New +$982K
HAL icon
267
Halliburton
HAL
$27.9B
$965K 0.12%
19,600
+3,000
+18% +$161K
MAS icon
268
Masco
MAS
$16B
$965K 0.12%
28,400
-14,106
-33% -$471K
USNA icon
269
Usana Health Sciences
USNA
$394M
$962K 0.12%
16,700
+13,098
+364% +$782K
CENX icon
270
Century Aluminum
CENX
$4.57B
$957K 0.12%
75,417
+17,152
+29% +$228K
FISV
271
Fiserv Inc
FISV
$27.2B
$957K 0.12%
16,600
+12,800
+337% +$718K
REX icon
272
REX American Resources
REX
$1.46B
$954K 0.12%
+63,228
New +$897K
FNB icon
273
FNB Corp
FNB
$6.78B
$952K 0.12%
64,000
+13,300
+26% +$204K
BMO icon
274
Bank of Montreal
BMO
$125B
$950K 0.12%
12,700
+8,700
+218% +$657K
APC
275
DELISTED
Anadarko Petroleum
APC
$949K 0.12%
15,307
-2,393
-14% -$159K
9 10
11
12 13

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PSCM
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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.