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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
TJX icon
76
TJX Companies
TJX
$170B
$1.79M 0.23%
45,400
+1,400
+3% +$54K
OXM icon
77
Oxford Industries
OXM
$577M
$1.79M 0.23%
+31,256
New +$1.73M
TSM icon
78
TSMC
TSM
$2.09T
$1.79M 0.23%
54,500
+47,400
+668% +$1.48M
MLCO icon
79
Melco Resorts & Entertainment
MLCO
$2.1B
$1.78M 0.23%
96,100
+59,800
+165% +$1.03M
FLS icon
80
Flowserve
FLS
$9.25B
$1.78M 0.23%
+36,700
New +$1.78M
WM icon
81
Waste Management
WM
$95.9B
$1.76M 0.23%
24,100
+1,300
+6% +$92.8K
EOG icon
82
EOG Resources
EOG
$78B
$1.75M 0.22%
17,900
+800
+5% +$79.8K
LEN icon
83
Lennar Class A
LEN
$20.4B
$1.75M 0.22%
35,824
+5,988
+20% +$271K
DFS
84
DELISTED
Discover Financial Services
DFS
$1.74M 0.22%
+25,460
New +$1.79M
INTU icon
85
Intuit
INTU
$81.1B
$1.74M 0.22%
15,000
+11,341
+310% +$1.36M
FIS icon
86
Fidelity National Information Services
FIS
$21.5B
$1.74M 0.22%
+21,832
New +$1.76M
ITUB icon
87
Itaú Unibanco
ITUB
$91.3B
$1.73M 0.22%
+296,237
New +$1.76M
JNJ icon
88
Johnson & Johnson
JNJ
$635B
$1.73M 0.22%
+13,900
New +$1.66M
SBGI icon
89
Sinclair Inc
SBGI
$974M
$1.71M 0.22%
+42,300
New +$1.56M
HBAN icon
90
Huntington Bancshares
HBAN
$35.1B
$1.71M 0.22%
127,875
-72,025
-36% -$984K
VRNT
91
DELISTED
Verint Systems
VRNT
$1.71M 0.22%
+77,156
New +$1.5M
GPN icon
92
Global Payments
GPN
$22.1B
$1.7M 0.22%
21,100
-11,900
-36% -$933K
SUP
93
DELISTED
Superior Industries International
SUP
$1.7M 0.22%
+67,091
New +$1.65M
HDS
94
DELISTED
HD Supply Holdings, Inc.
HDS
$1.69M 0.22%
41,000
+21,300
+108% +$901K
DNOW icon
95
DNOW Inc
DNOW
$2.63B
$1.68M 0.22%
99,100
+80,856
+443% +$1.59M
LYB icon
96
LyondellBasell Industries
LYB
$19.5B
$1.68M 0.22%
18,428
+4,528
+33% +$413K
MS icon
97
Morgan Stanley
MS
$337B
$1.68M 0.22%
39,206
-47,094
-55% -$2.09M
ALL icon
98
Allstate
ALL
$66.9B
$1.68M 0.22%
20,600
+2,648
+15% +$208K
PTEN icon
99
Patterson-UTI
PTEN
$3.87B
$1.67M 0.21%
+68,800
New +$1.86M
GIS icon
100
General Mills
GIS
$19.2B
$1.66M 0.21%
28,200
-6,900
-20% -$422K
2 3
4
5 6

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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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SA
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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.