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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
VOYA icon
26
Voya Financial
VOYA
$8.94B
$2.75M 0.35%
72,397
+54,147
+297% +$2.18M
TMO icon
27
Thermo Fisher Scientific
TMO
$211B
$2.67M 0.34%
+17,400
New +$2.66M
AAP icon
28
Advance Auto Parts
AAP
$3.37B
$2.65M 0.34%
17,900
+14,600
+442% +$2.35M
JBHT icon
29
JB Hunt Transport Services
JBHT
$27.1B
$2.62M 0.34%
28,500
+19,300
+210% +$1.87M
TROW icon
30
T. Rowe Price
TROW
$25B
$2.58M 0.33%
+37,900
New +$2.69M
MNST icon
31
Monster Beverage
MNST
$91.4B
$2.56M 0.33%
110,830
+82,430
+290% +$1.84M
CSX icon
32
CSX Corp
CSX
$98.6B
$2.51M 0.32%
162,024
-37,176
-19% -$567K
LOW icon
33
Lowe's Companies
LOW
$116B
$2.51M 0.32%
30,500
-21,500
-41% -$1.65M
EQT icon
34
EQT Corp
EQT
$33.2B
$2.49M 0.32%
+74,894
New +$2.5M
CME icon
35
CME Group
CME
$92.2B
$2.48M 0.32%
+20,900
New +$2.51M
SYF icon
36
Synchrony
SYF
$23.7B
$2.46M 0.32%
71,800
+37,400
+109% +$1.34M
SWN
37
DELISTED
Southwestern Energy Company
SWN
$2.45M 0.31%
+299,600
New +$2.59M
RF icon
38
Regions Financial
RF
$26.3B
$2.35M 0.3%
161,400
+33,700
+26% +$497K
VZ icon
39
Verizon
VZ
$194B
$2.35M 0.3%
+48,100
New +$2.41M
FCX icon
40
Freeport-McMoran
FCX
$90B
$2.33M 0.3%
174,711
-66,389
-28% -$954K
OC icon
41
Owens Corning
OC
$11.5B
$2.29M 0.29%
+37,400
New +$2.14M
ESV
42
DELISTED
Ensco Rowan plc
ESV
$2.26M 0.29%
+63,050
New +$2.56M
PKG icon
43
Packaging Corp of America
PKG
$22.7B
$2.22M 0.28%
24,200
+4,000
+20% +$367K
AES icon
44
AES
AES
$10.6B
$2.21M 0.28%
+197,252
New +$2.25M
DRI icon
45
Darden Restaurants
DRI
$22.5B
$2.18M 0.28%
+26,100
New +$1.95M
PENN icon
46
PENN Entertainment
PENN
$2.74B
$2.16M 0.28%
+117,300
New +$1.72M
CVS icon
47
CVS Health
CVS
$137B
$2.12M 0.27%
+27,000
New +$2.16M
TFC icon
48
Truist Financial
TFC
$63.2B
$2.11M 0.27%
47,300
+21,900
+86% +$1.02M
MRK icon
49
Merck
MRK
$324B
$2.11M 0.27%
34,794
+2,411
+7% +$146K
RRC icon
50
Range Resources
RRC
$9.11B
$2.06M 0.26%
+70,700
New +$2.18M
1
2
3 4 5

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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.