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TI

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
ITGR icon
301
Integer Holdings
ITGR
$3.35B
$882K 0.11%
+21,940
New +$767K
SWFT
302
DELISTED
Swift Transportation Company
SWFT
$875K 0.11%
+42,607
New +$949K
CPRI icon
303
Capri Holdings
CPRI
$1.77B
$873K 0.11%
22,900
+9,891
+76% +$389K
CSGS
304
DELISTED
CSG Systems International
CSGS
$868K 0.11%
+22,953
New +$973K
DOV icon
305
Dover
DOV
$27.2B
$860K 0.11%
+13,247
New +$845K
ZUMZ icon
306
Zumiez
ZUMZ
$320M
$860K 0.11%
+46,990
New +$920K
RPM icon
307
RPM International
RPM
$13.7B
$858K 0.11%
15,598
+5,898
+61% +$314K
FOR icon
308
Forestar Group
FOR
$1.44B
$857K 0.11%
62,800
+6,797
+12% +$89K
PF
309
DELISTED
Pinnacle Foods, Inc.
PF
$856K 0.11%
+14,800
New +$822K
KMPR icon
310
Kemper
KMPR
$1.7B
$851K 0.11%
+21,331
New +$911K
FHB icon
311
First Hawaiian
FHB
$3.42B
$850K 0.11%
+28,400
New +$909K
BAC icon
312
Bank of America
BAC
$435B
$849K 0.11%
36,000
-132,300
-79% -$3.14M
WPM icon
313
Wheaton Precious Metals
WPM
$50.6B
$848K 0.11%
+40,700
New +$846K
CUDA
314
DELISTED
Barracuda Networks, Inc.
CUDA
$844K 0.11%
36,534
+18,559
+103% +$434K
NWL icon
315
Newell Brands
NWL
$2.16B
$840K 0.11%
+17,800
New +$844K
SNBR
316
DELISTED
Sleep Number
SNBR
$838K 0.11%
33,800
+24,914
+280% +$558K
ORI icon
317
Old Republic International
ORI
$10.3B
$836K 0.11%
+40,800
New +$824K
GTN icon
318
Gray Television
GTN
$407M
$835K 0.11%
+57,580
New +$729K
KHC icon
319
Kraft Heinz
KHC
$30.4B
$835K 0.11%
+9,200
New +$829K
AN icon
320
AutoNation
AN
$6.97B
$834K 0.11%
+19,731
New +$943K
LNC icon
321
Lincoln National
LNC
$7.91B
$834K 0.11%
12,746
-5,654
-31% -$387K
HPQ icon
322
HP
HPQ
$23.5B
$833K 0.11%
+46,567
New +$753K
IPAR icon
323
Interparfums
IPAR
$3.92B
$830K 0.11%
+22,721
New +$787K
BRSS
324
DELISTED
Global Brass & Copper Hldgs, Inc
BRSS
$828K 0.11%
+24,074
New +$819K
CYBR
325
DELISTED
CyberArk
CYBR
$825K 0.11%
16,210
-10,530
-39% -$537K
11 12
13
14 15

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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.