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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
KN icon
801
Knowles
KN
$3.22B
$277K 0.04%
+14,622
New +$267K
KFY icon
802
Korn Ferry
KFY
$3.98B
$275K 0.04%
8,744
-35,158
-80% -$1.06M
GPRE icon
803
Green Plains
GPRE
$1.19B
$274K 0.04%
11,089
-19,410
-64% -$462K
NWSA icon
804
News Corp Class A
NWSA
$14.5B
$274K 0.04%
21,100
-51,200
-71% -$641K
TDC icon
805
Teradata
TDC
$2.68B
$274K 0.04%
8,800
-4,400
-33% -$133K
UMBF icon
806
UMB Financial
UMBF
$10.7B
$274K 0.04%
3,635
-3,031
-45% -$232K
MRLN
807
DELISTED
Marlin Business Services Corp
MRLN
$274K 0.04%
+10,655
New +$250K
PEGA icon
808
Pegasystems
PEGA
$4.41B
$272K 0.03%
12,402
-9,842
-44% -$199K
CRCM
809
DELISTED
CARE.COM, INC.
CRCM
$271K 0.03%
+21,672
New +$215K
EIG icon
810
Employers Holdings
EIG
$908M
$270K 0.03%
+7,113
New +$268K
TBHC
811
DELISTED
The Brand House Collective
TBHC
$270K 0.03%
+21,786
New +$274K
REV
812
DELISTED
Revlon, Inc.
REV
$270K 0.03%
+9,700
New +$309K
AGX icon
813
Argan
AGX
$7.98B
$269K 0.03%
+4,072
New +$285K
GXP
814
DELISTED
Great Plains Energy Incorporated
GXP
$269K 0.03%
+9,200
New +$258K
LHX icon
815
L3Harris
LHX
$55.9B
$267K 0.03%
2,400
-15,100
-86% -$1.61M
MERC icon
816
Mercer International
MERC
$44.9M
$267K 0.03%
+22,842
New +$269K
CUTR
817
DELISTED
Cutera, Inc.
CUTR
$267K 0.03%
+12,877
New +$254K
NGS icon
818
Natural Gas Services Group
NGS
$470M
$266K 0.03%
+10,200
New +$286K
EXPE icon
819
Expedia Group
EXPE
$31.2B
$265K 0.03%
2,100
-7,800
-79% -$952K
TTPH
820
DELISTED
Tetraphase Pharmaceuticals, Inc.
TTPH
$265K 0.03%
+1,443
New +$162K
ALDR
821
DELISTED
Alder Biopharmaceuticals
ALDR
$265K 0.03%
+12,726
New +$282K
SHOR
822
DELISTED
ShoreTel, Inc.
SHOR
$265K 0.03%
43,158
+16,745
+63% +$112K
HAPN
823
Happen Inc
HAPN
$2.08B
$264K 0.03%
9,600
+1,226
+15% +$34.8K
PTR
824
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
$264K 0.03%
3,604
-226
-6% -$17.4K
AOI
825
DELISTED
Alliance One International
AOI
$263K 0.03%
+20,449
New +$321K
31 32
33
34 35

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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.