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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
FAF icon
701
First American
FAF
$7.67B
$340K 0.04%
8,657
+2,957
+52% +$113K
FLO icon
702
Flowers Foods
FLO
$1.64B
$340K 0.04%
+17,500
New +$344K
BERY
703
DELISTED
Berry Global Group, Inc.
BERY
$340K 0.04%
7,623
-4,574
-38% -$210K
INST
704
DELISTED
Instructure, Inc.
INST
$340K 0.04%
+14,537
New +$330K
IPHS
705
DELISTED
Innophos Holdings, Inc.
IPHS
$340K 0.04%
+6,300
New +$325K
HAFC icon
706
Hanmi Financial
HAFC
$943M
$339K 0.04%
+11,038
New +$364K
HMHC
707
DELISTED
Houghton Mifflin Harcourt Company
HMHC
$336K 0.04%
33,069
+11,552
+54% +$121K
MATV icon
708
Mativ Holdings
MATV
$448M
$334K 0.04%
8,054
-3,607
-31% -$156K
JASO
709
DELISTED
JA Solar Holdings, Co., Ltd
JASO
$334K 0.04%
51,098
-1,502
-3% -$7.6K
AEE icon
710
Ameren
AEE
$31.5B
$333K 0.04%
+6,100
New +$326K
PNW icon
711
Pinnacle West Capital
PNW
$12.9B
$333K 0.04%
+3,989
New +$319K
SCWX
712
DELISTED
SecureWorks Corp Class A Common Stock
SCWX
$333K 0.04%
35,100
+21,501
+158% +$230K
ERF
713
DELISTED
Enerplus Corporation
ERF
$333K 0.04%
41,357
-13,243
-24% -$116K
LNTH icon
714
Lantheus
LNTH
$6.82B
$332K 0.04%
+26,544
New +$281K
RUN icon
715
Sunrun
RUN
$2.37B
$332K 0.04%
61,475
+14,859
+32% +$82.7K
GWR
716
DELISTED
Genesee & Wyoming Inc.
GWR
$332K 0.04%
4,891
-2,609
-35% -$189K
CWT icon
717
California Water Service
CWT
$3.04B
$330K 0.04%
+9,218
New +$319K
FLWS icon
718
1-800-Flowers.com
FLWS
$245M
$329K 0.04%
+32,252
New +$323K
MOFG
719
DELISTED
MidWestOne Financial Group
MOFG
$329K 0.04%
+9,585
New +$345K
SGEN
720
DELISTED
Seagen Inc. Common Stock
SGEN
$328K 0.04%
+5,218
New +$326K
OFS icon
721
OFS Capital
OFS
$43.8M
$327K 0.04%
+23,038
New +$335K
PFS icon
722
Provident Financial Services
PFS
$3.11B
$327K 0.04%
12,647
-2,774
-18% -$73.6K
ABG icon
723
Asbury Automotive
ABG
$4.19B
$324K 0.04%
+5,386
New +$345K
CLX icon
724
Clorox
CLX
$11.6B
$324K 0.04%
+2,400
New +$311K
LXRX icon
725
Lexicon Pharmaceuticals
LXRX
$1.02B
$323K 0.04%
+22,535
New +$334K
27 28
29
30 31

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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.