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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
PCMI
926
DELISTED
PCM, Inc
PCMI
$217K 0.03%
+7,753
New +$198K
SNBC
927
DELISTED
Sun Bancorp Inc
SNBC
$217K 0.03%
+8,882
New +$223K
FSS icon
928
Federal Signal
FSS
$7.25B
$216K 0.03%
15,677
+1,632
+12% +$24.6K
CZZ
929
DELISTED
Cosan Limited
CZZ
$216K 0.03%
+25,300
New +$212K
KEYW
930
DELISTED
The KEYW Holding Corporation
KEYW
$216K 0.03%
+22,906
New +$237K
ALV icon
931
Autoliv
ALV
$8.6B
$214K 0.03%
+2,908
New +$225K
CLLS
932
Cellectis
CLLS
$286M
$214K 0.03%
+8,919
New +$187K
HI
933
DELISTED
Hillenbrand
HI
$214K 0.03%
5,961
-10,151
-63% -$374K
ECOM
934
DELISTED
CHANNELADVISOR CORPORATION
ECOM
$214K 0.03%
+19,153
New +$236K
BMI icon
935
Badger Meter
BMI
$3.66B
$213K 0.03%
+5,795
New +$213K
WIRE
936
DELISTED
Encore Wire Corp
WIRE
$213K 0.03%
+4,630
New +$207K
CHUBA
937
DELISTED
CommerceHub, Inc. Series A Common Stock
CHUBA
$213K 0.03%
+13,743
New +$213K
COR icon
938
Cencora
COR
$60.3B
$212K 0.03%
2,400
-2,900
-55% -$255K
PCG icon
939
PG&E
PCG
$47.8B
$212K 0.03%
3,200
-9,300
-74% -$593K
ENOC
940
DELISTED
EnerNOC, Inc.
ENOC
$212K 0.03%
35,367
-680
-2% -$3.87K
BLCM
941
DELISTED
Bellicum Pharmaceuticals, Inc.
BLCM
$211K 0.03%
+1,708
New +$224K
CHU
942
DELISTED
China Unicom (HONG KONG) Limited
CHU
$211K 0.03%
+15,669
New +$191K
HA
943
DELISTED
Hawaiian Holdings, Inc.
HA
$209K 0.03%
+4,500
New +$230K
ACIW icon
944
ACI Worldwide
ACIW
$5.72B
$208K 0.03%
+9,708
New +$197K
HRB icon
945
H&R Block
HRB
$5.18B
$208K 0.03%
+8,933
New +$200K
WTRG icon
946
Essential Utilities
WTRG
$11.2B
$208K 0.03%
+6,461
New +$198K
FFNW
947
DELISTED
First Financial Northwest, Inc
FFNW
$208K 0.03%
+11,761
New +$231K
FBNK
948
DELISTED
First Connecticut Bancorp, Inc
FBNK
$208K 0.03%
+8,405
New +$196K
CHDN icon
949
Churchill Downs
CHDN
$6.03B
$207K 0.03%
7,800
-6,516
-46% -$163K
LXFR icon
950
Luxfer Holdings
LXFR
$460M
$207K 0.03%
+17,030
New +$194K
36 37
38
39 40

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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.