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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
ARCB icon
501
ArcBest
ARCB
$3.44B
$534K 0.07%
+20,552
New +$604K
EMBJ
502
Embraer S.A. ADS
EMBJ
$11.6B
$534K 0.07%
+24,200
New +$551K
VLO icon
503
Valero Energy
VLO
$89.8B
$530K 0.07%
8,000
+1,000
+14% +$66.9K
PH icon
504
Parker-Hannifin
PH
$125B
$529K 0.07%
+3,300
New +$501K
PJT icon
505
PJT Partners
PJT
$4.37B
$529K 0.07%
+15,082
New +$522K
RYZ
506
Ryerson Holding Corp
RYZ
$1.6B
$529K 0.07%
41,998
+31,306
+293% +$356K
SPN
507
DELISTED
Superior Energy Services, Inc.
SPN
$529K 0.07%
+3,707
New +$610K
CNS icon
508
Cohen & Steers
CNS
$4.18B
$527K 0.07%
+13,191
New +$477K
PIR
509
DELISTED
Pier 1 Imports, Inc.
PIR
$527K 0.07%
3,679
+14
+0.4% +$2.05K
RDN icon
510
Radian Group
RDN
$5.14B
$526K 0.07%
+29,291
New +$542K
OEC icon
511
Orion
OEC
$394M
$523K 0.07%
+25,500
New +$524K
NETI
512
DELISTED
Eneti Inc.
NETI
$522K 0.07%
+6,109
New +$427K
DENN
513
DELISTED
Denny's
DENN
$521K 0.07%
+42,126
New +$524K
TOWR
514
DELISTED
Tower International, Inc.
TOWR
$521K 0.07%
+19,240
New +$522K
TFCF
515
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
$521K 0.07%
16,400
-8,600
-34% -$258K
UL icon
516
Unilever
UL
$131B
$518K 0.07%
9,333
-6,500
-41% -$329K
TMX
517
DELISTED
Terminix Global Holdings, Inc.
TMX
$518K 0.07%
+18,519
New +$481K
MTCH icon
518
Match Group
MTCH
$8.84B
$517K 0.07%
+31,646
New +$541K
OMC icon
519
Omnicom Group
OMC
$22.7B
$517K 0.07%
6,000
+600
+11% +$51.2K
TRMK icon
520
Trustmark
TRMK
$2.73B
$517K 0.07%
16,258
+8,258
+103% +$274K
BOX icon
521
Box
BOX
$4.02B
$516K 0.07%
+31,614
New +$534K
MEDP icon
522
Medpace
MEDP
$16.8B
$516K 0.07%
+17,300
New +$558K
PRKS icon
523
United Parks & Resorts
PRKS
$2.11B
$516K 0.07%
28,269
-8,317
-23% -$155K
RDWR icon
524
Radware
RDWR
$1.24B
$514K 0.07%
+31,832
New +$489K
MDRX
525
DELISTED
Veradigm Inc. Common Stock
MDRX
$511K 0.07%
+40,306
New +$478K
19 20
21
22 23

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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.