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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
AEO icon
1051
American Eagle Outfitters
AEO
$2.85B
– –
-15,000
Closed -$228K
AER icon
1052
AerCap
AER
$23.9B
– –
-22,800
Closed -$949K
ALKS icon
1053
Alkermes
ALKS
$8.82B
– –
-5,800
Closed -$322K
ALLE icon
1054
Allegion
ALLE
$13B
– –
-6,900
Closed -$442K
AME icon
1055
Ametek
AME
$55.5B
– –
-4,200
Closed -$204K
AMED
1056
DELISTED
Amedisys
AMED
– –
-8,890
Closed -$379K
AMG icon
1057
Affiliated Managers Group
AMG
$9.46B
– –
-5,204
Closed -$756K
AMWD
1058
DELISTED
American Woodmark
AMWD
– –
-2,838
Closed -$214K
ANDE icon
1059
Andersons Inc
ANDE
$2.65B
– –
-14,706
Closed -$657K
ANET icon
1060
Arista Networks
ANET
$219B
– –
-199,616
Closed -$1.21M
AON icon
1061
Aon
AON
$77.3B
– –
-11,800
Closed -$1.32M
APD icon
1062
Air Products & Chemicals
APD
$66.3B
– –
-6,900
Closed -$992K
APTV icon
1063
Aptiv
APTV
$12B
– –
-28,600
Closed -$1.93M
ASPS icon
1064
Altisource Portfolio Solutions
ASPS
$65.4M
– –
-2,973
Closed -$632K
ASTE icon
1065
Astec Industries
ASTE
$1.3B
– –
-10,400
Closed -$702K
ATO icon
1066
Atmos Energy
ATO
$29.9B
– –
-11,700
Closed -$868K
AUDC icon
1067
AudioCodes
AUDC
$244M
– –
-20,500
Closed -$130K
AVNT icon
1068
Avient
AVNT
$3.45B
– –
-24,100
Closed -$772K
AVT icon
1069
Avnet
AVT
$7.33B
– –
-6,303
Closed -$300K
DCH
1070
Dauch Corp
DCH
$1.3B
– –
-41,650
Closed -$804K
AXP icon
1071
American Express
AXP
$223B
– –
-7,400
Closed -$548K
AZO icon
1072
AutoZone
AZO
$48.3B
– –
-4,527
Closed -$3.58M
BAH icon
1073
Booz Allen Hamilton
BAH
$8.7B
– –
-25,117
Closed -$906K
BFAM icon
1074
Bright Horizons
BFAM
$3.99B
– –
-10,346
Closed -$724K
BGFV
1075
DELISTED
Big 5 Sporting Goods
BGFV
– –
-10,900
Closed -$189K
41 42
43
44 45

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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.