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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
CROX icon
776
Crocs
CROX
$6.69B
$288K 0.04%
40,742
-14,605
-26% -$101K
KE
777
Kimball Electronics
KE
$598M
$287K 0.04%
+16,952
New +$283K
PFE icon
778
Pfizer
PFE
$140B
$287K 0.04%
+8,854
New +$279K
SEIC icon
779
SEI Investments
SEIC
$11.9B
$287K 0.04%
+5,683
New +$287K
ADMS
780
DELISTED
Adamas Pharmaceuticals
ADMS
$287K 0.04%
+16,372
New +$279K
BBSI icon
781
Barrett Business Services
BBSI
$976M
$286K 0.04%
+20,952
New +$313K
STE icon
782
Steris
STE
$20.9B
$286K 0.04%
4,120
-3,299
-44% -$228K
FICO icon
783
Fair Isaac
FICO
$28.7B
$284K 0.04%
+2,200
New +$279K
SNDX icon
784
Syndax Pharmaceuticals
SNDX
$1.84B
$283K 0.04%
+20,595
New +$214K
FNV icon
785
Franco-Nevada
FNV
$41.4B
$281K 0.04%
+4,290
New +$277K
GD icon
786
General Dynamics
GD
$105B
$281K 0.04%
1,500
-4,700
-76% -$869K
POLY
787
DELISTED
Plantronics, Inc.
POLY
$281K 0.04%
5,200
+700
+16% +$38.1K
XLRN
788
DELISTED
Acceleron Pharma
XLRN
$281K 0.04%
+10,601
New +$279K
CHH icon
789
Choice Hotels
CHH
$5.03B
$280K 0.04%
4,472
+328
+8% +$19.3K
MSGS icon
790
Madison Square Garden
MSGS
$9.54B
$280K 0.04%
+1,963
New +$255K
QUAD icon
791
Quad
QUAD
$430M
$280K 0.04%
+11,100
New +$284K
AAMI
792
Acadian Asset Management
AAMI
$2.88B
$279K 0.04%
18,436
-17,949
-49% -$265K
CI icon
793
Cigna
CI
$76.6B
$278K 0.04%
+1,900
New +$280K
TMUS icon
794
T-Mobile US
TMUS
$193B
$278K 0.04%
4,300
+600
+16% +$36.9K
CNH
795
CNH Industrial
CNH
$13.8B
$278K 0.04%
+33,130
New +$270K
KND
796
DELISTED
Kindred Healthcare
KND
$278K 0.04%
33,279
+3,528
+12% +$27.6K
ALTO icon
797
Alto Ingredients
ALTO
$360M
$277K 0.04%
40,437
-35,402
-47% -$270K
CMCO icon
798
Columbus McKinnon
CMCO
$465M
$277K 0.04%
11,164
+3,352
+43% +$88.2K
GLNG icon
799
Golar LNG
GLNG
$4.95B
$277K 0.04%
9,930
-2,342
-19% -$62.6K
IONS icon
800
Ionis Pharmaceuticals
IONS
$9.35B
$277K 0.04%
+6,900
New +$310K
30 31
32
33 34

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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.