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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
NE
51
DELISTED
Noble Corporation
NE
$2.04M 0.26%
+329,132
New +$2.22M
FRAN
52
DELISTED
Francesca's Holdings Corporation
FRAN
$2.02M 0.26%
+10,979
New +$2.27M
VALE icon
53
Vale
VALE
$62.9B
$2.02M 0.26%
+212,331
New +$2.11M
CLR
54
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$2.02M 0.26%
44,355
+24,582
+124% +$1.16M
MDLZ icon
55
Mondelez International
MDLZ
$77.7B
$2.01M 0.26%
+46,659
New +$2.07M
NRG icon
56
NRG Energy
NRG
$29.8B
$2.01M 0.26%
107,400
+59,000
+122% +$978K
BA icon
57
Boeing
BA
$165B
$2M 0.26%
+11,300
New +$1.92M
STI
58
DELISTED
SunTrust Banks, Inc.
STI
$1.98M 0.25%
35,800
-13,100
-27% -$751K
CMS icon
59
CMS Energy
CMS
$23.1B
$1.98M 0.25%
44,200
+10,539
+31% +$457K
HSBC icon
60
HSBC
HSBC
$355B
$1.98M 0.25%
53,579
+41,623
+348% +$1.56M
TXT icon
61
Textron
TXT
$16.6B
$1.95M 0.25%
+41,000
New +$1.98M
MO icon
62
Altria Group
MO
$122B
$1.95M 0.25%
+27,300
New +$1.98M
KMI icon
63
Kinder Morgan
KMI
$73.1B
$1.95M 0.25%
89,600
-25,000
-22% -$546K
TSCO icon
64
Tractor Supply
TSCO
$16.3B
$1.95M 0.25%
141,230
+104,230
+282% +$1.52M
IVZ icon
65
Invesco
IVZ
$13.3B
$1.94M 0.25%
63,400
+19,500
+44% +$609K
SAIC icon
66
Saic
SAIC
$5.03B
$1.92M 0.25%
25,800
+11,800
+84% +$1M
UNH icon
67
UnitedHealth
UNH
$382B
$1.92M 0.25%
11,700
-5,100
-30% -$835K
CHK
68
DELISTED
Chesapeake Energy Corporation
CHK
$1.92M 0.25%
1,613
+887
+122% +$1.08M
PRU icon
69
Prudential Financial
PRU
$41.7B
$1.91M 0.25%
17,921
+4,021
+29% +$434K
X
70
DELISTED
US Steel
X
$1.88M 0.24%
55,559
+21,759
+64% +$773K
HOLX
71
DELISTED
Hologic
HOLX
$1.87M 0.24%
+44,026
New +$1.79M
NTAP icon
72
NetApp
NTAP
$32.9B
$1.85M 0.24%
+44,100
New +$1.74M
NSC icon
73
Norfolk Southern
NSC
$78.8B
$1.82M 0.23%
16,300
+2,900
+22% +$339K
VRTX icon
74
Vertex Pharmaceuticals
VRTX
$121B
$1.81M 0.23%
16,600
+13,100
+374% +$1.15M
NLSN
75
DELISTED
Nielsen Holdings plc
NLSN
$1.8M 0.23%
+43,600
New +$1.87M
1 2
3
4 5

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WHG
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PSCM
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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.