We are live on ! Find out more
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
AOS icon
476
A.O. Smith
AOS
$8.38B
$568K 0.07%
11,100
+4,300
+63% +$213K
KAI icon
477
Kadant
KAI
$3.69B
$568K 0.07%
9,566
+1,867
+24% +$113K
CMTL icon
478
Comtech Telecommunications
CMTL
$51.8M
$567K 0.07%
38,494
-309
-0.8% -$3.76K
LQ
479
DELISTED
La Quinta Holdings Inc.
LQ
$567K 0.07%
41,962
-22,938
-35% -$321K
EBSB
480
DELISTED
Meridian Bancorp, Inc.
EBSB
$565K 0.07%
+30,880
New +$579K
RRD
481
DELISTED
RR Donnelley & Sons Co.
RRD
$564K 0.07%
+46,554
New +$743K
LTM
482
DELISTED
LATAM Airlines Group S.A American Depositary Shares (Each representing 1 Common Share)
LTM
$564K 0.07%
44,514
+19,744
+80% +$200K
WEB
483
DELISTED
Web.com Group, Inc.
WEB
$564K 0.07%
+29,230
New +$576K
MEOH icon
484
Methanex
MEOH
$4.32B
$563K 0.07%
+12,000
New +$576K
MSI icon
485
Motorola Solutions
MSI
$69.4B
$560K 0.07%
+6,500
New +$531K
SPLK
486
DELISTED
Splunk Inc
SPLK
$559K 0.07%
8,982
-418
-4% -$25K
FANG icon
487
Diamondback Energy
FANG
$57.6B
$558K 0.07%
+5,377
New +$555K
RNG icon
488
RingCentral
RNG
$4.05B
$558K 0.07%
19,700
-284
-1% -$7.02K
FDC
489
DELISTED
First Data Corporation
FDC
$558K 0.07%
36,000
+18,500
+106% +$290K
ANIK icon
490
Anika Therapeutics
ANIK
$199M
$556K 0.07%
+12,807
New +$611K
AYI icon
491
Acuity Brands
AYI
$9.88B
$551K 0.07%
2,700
-100
-4% -$21.1K
SP
492
DELISTED
SP Plus Corporation
SP
$551K 0.07%
+16,320
New +$498K
SSD icon
493
Simpson Manufacturing
SSD
$7.98B
$550K 0.07%
12,754
+6,254
+96% +$271K
ORBC
494
DELISTED
ORBCOMM, Inc.
ORBC
$548K 0.07%
+57,388
New +$493K
HSKA
495
DELISTED
Heska Corp
HSKA
$546K 0.07%
+5,200
New +$445K
SLGN icon
496
Silgan Holdings
SLGN
$4.91B
$543K 0.07%
+18,292
New +$536K
EDIT icon
497
Editas Medicine
EDIT
$399M
$542K 0.07%
+24,303
New +$504K
KEYS icon
498
Keysight
KEYS
$54.5B
$542K 0.07%
14,993
-9,407
-39% -$350K
RPXC
499
DELISTED
RPX Corporation
RPXC
$537K 0.07%
44,787
+1,074
+2% +$12.2K
CTRL
500
DELISTED
Control4 Corporation
CTRL
$536K 0.07%
33,927
-7,014
-17% -$94K
18 19
20
21 22

Similar funds

SAM
Silvercrest Asset Management New York $13.8B AUM 28.39% 1-Year Est. Return
CM
Capula Management Grand Cayman, Cayman Islands $14.1B AUM 19.14% 1-Year Est. Return
X
Xponance Philadelphia, Pennsylvania $14.1B AUM 30.11% 1-Year Est. Return
WHG
Westwood Holdings Group Dallas, Texas $13.7B AUM 21.48% 1-Year Est. Return
PSCM
Pershing Square Capital Management New York $13.7B AUM 13.45% 1-Year Est. Return
BIP
Brandes Investment Partners La Jolla, California $14.1B AUM 25.52% 1-Year Est. Return
SA
Situational Awareness San Francisco, California $13.7B AUM 334.5% 1-Year Est. Return
FGP
Freestone Grove Partners San Francisco, California $14.2B AUM 24.58% 1-Year Est. Return

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.