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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
RGA icon
326
Reinsurance Group of America
RGA
$15.7B
$825K 0.11%
+6,500
New +$825K
AGCO icon
327
AGCO
AGCO
$8.78B
$824K 0.11%
+13,690
New +$843K
SHOO icon
328
Steven Madden
SHOO
$3.12B
$821K 0.11%
31,950
-6,450
-17% -$157K
BUFF
329
DELISTED
Blue Buffalo Pet Products, Inc
BUFF
$821K 0.11%
+35,706
New +$877K
GMED icon
330
Globus Medical
GMED
$10.4B
$820K 0.11%
+27,700
New +$756K
AMTD
331
DELISTED
TD Ameritrade Holding Corp
AMTD
$820K 0.11%
21,100
+16,500
+359% +$703K
BAS
332
DELISTED
Basis Energy Services, Inc.
BAS
$820K 0.11%
+24,594
New +$925K
ALSN icon
333
Allison Transmission
ALSN
$10.1B
$818K 0.1%
22,677
+9,877
+77% +$352K
INVA icon
334
Innoviva
INVA
$1.58B
$818K 0.1%
+59,126
New +$696K
FIVN icon
335
FIVE9
FIVN
$1.77B
$816K 0.1%
49,564
+23,877
+93% +$392K
ASRT
336
DELISTED
Assertio
ASRT
$815K 0.1%
+1,082
New +$1.1M
ZION icon
337
Zions Bancorporation
ZION
$10.1B
$815K 0.1%
19,400
+13,400
+223% +$582K
AJRD
338
DELISTED
Aerojet Rocketdyne Holdings
AJRD
$814K 0.1%
+37,520
New +$742K
JBL icon
339
Jabil
JBL
$32.8B
$812K 0.1%
+28,062
New +$718K
MGRC icon
340
McGrath RentCorp
MGRC
$2.94B
$812K 0.1%
24,200
+15,163
+168% +$553K
KNGT
341
DELISTED
KNIGHT TRANSPORTATION INC
KNGT
$809K 0.1%
25,799
+1,699
+7% +$53.3K
AOSL icon
342
Alpha and Omega Semiconductor
AOSL
$923M
$808K 0.1%
47,006
+26,340
+127% +$522K
WKC icon
343
World Kinect Corp
WKC
$1.96B
$807K 0.1%
+22,260
New +$905K
CVX icon
344
Chevron
CVX
$388B
$805K 0.1%
+7,500
New +$841K
MOH icon
345
Molina Healthcare
MOH
$10.3B
$803K 0.1%
+17,600
New +$921K
OTEX icon
346
Open Text
OTEX
$5.43B
$803K 0.1%
+23,600
New +$785K
CYTK icon
347
Cytokinetics
CYTK
$11B
$802K 0.1%
+62,381
New +$729K
MMI icon
348
Marcus & Millichap
MMI
$1.15B
$802K 0.1%
+32,608
New +$844K
ABB
349
DELISTED
ABB Ltd
ABB
$800K 0.1%
+34,200
New +$781K
AROC icon
350
Archrock
AROC
$6.33B
$798K 0.1%
64,328
+24,800
+63% +$348K
12 13
14
15 16

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CM
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X
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WHG
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PSCM
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BIP
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FGP
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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.