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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
GOGL
551
DELISTED
Golden Ocean Group
GOGL
$484K 0.06%
+63,332
New +$396K
CLS icon
552
Celestica
CLS
$35.1B
$482K 0.06%
+33,159
New +$443K
FHI icon
553
Federated Hermes
FHI
$4.4B
$482K 0.06%
+18,304
New +$490K
RL icon
554
Ralph Lauren
RL
$22.2B
$482K 0.06%
5,900
+1,500
+34% +$124K
LEG icon
555
Leggett & Platt
LEG
$1.52B
$481K 0.06%
9,559
-7,722
-45% -$377K
MTD icon
556
Mettler-Toledo International
MTD
$26.8B
$479K 0.06%
+1,000
New +$457K
LUMN icon
557
Lumen
LUMN
$6.53B
$478K 0.06%
+20,300
New +$495K
AVP
558
DELISTED
Avon Products, Inc.
AVP
$478K 0.06%
108,719
+95,875
+746% +$479K
VC icon
559
Visteon
VC
$2.77B
$477K 0.06%
+4,869
New +$449K
EFSC icon
560
Enterprise Financial Services Corp
EFSC
$2.41B
$476K 0.06%
+11,237
New +$477K
COHU icon
561
Cohu
COHU
$2.39B
$474K 0.06%
+25,699
New +$390K
DG icon
562
Dollar General
DG
$25.9B
$474K 0.06%
+6,800
New +$498K
NTCT icon
563
NETSCOUT
NTCT
$2.86B
$474K 0.06%
+12,500
New +$441K
XCRA
564
DELISTED
Xcerra Corporation
XCRA
$474K 0.06%
+53,369
New +$440K
SCL icon
565
Stepan Co
SCL
$1.31B
$470K 0.06%
5,967
+2,567
+76% +$200K
VCYT icon
566
Veracyte
VCYT
$4.52B
$467K 0.06%
50,865
+30,100
+145% +$246K
EPAY
567
DELISTED
Bottomline Technologies Inc
EPAY
$466K 0.06%
19,700
+6,996
+55% +$176K
GT icon
568
Goodyear
GT
$2.07B
$461K 0.06%
+12,800
New +$435K
MRC
569
DELISTED
MRC Global
MRC
$460K 0.06%
25,100
-29,300
-54% -$581K
TXRH icon
570
Texas Roadhouse
TXRH
$12.7B
$459K 0.06%
+10,300
New +$463K
VRNS icon
571
Varonis Systems
VRNS
$5.25B
$459K 0.06%
43,257
-38,697
-47% -$370K
CZR icon
572
Caesars Entertainment
CZR
$6.1B
$457K 0.06%
+24,153
New +$407K
F icon
573
Ford
F
$57.3B
$456K 0.06%
39,200
-132,100
-77% -$1.64M
STC icon
574
Stewart Information Services
STC
$2.05B
$456K 0.06%
+10,312
New +$454K
RNET
575
DELISTED
RigNet, Inc.
RNET
$456K 0.06%
+21,281
New +$424K
21 22
23
24 25

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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.