We are live on ! Find out more
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
GCO icon
101
Genesco
GCO
$396M
$1.66M 0.21%
+29,983
New +$1.79M
SO icon
102
Southern Company
SO
$110B
$1.64M 0.21%
32,956
+22,256
+208% +$1.1M
QCOM icon
103
Qualcomm
QCOM
$176B
$1.63M 0.21%
28,500
-5,700
-17% -$331K
HOG icon
104
Harley-Davidson
HOG
$2.68B
$1.63M 0.21%
26,900
+11,300
+72% +$664K
USB icon
105
US Bancorp
USB
$99.6B
$1.62M 0.21%
31,500
+24,600
+357% +$1.31M
RCL icon
106
Royal Caribbean
RCL
$78.7B
$1.62M 0.21%
16,469
+12,369
+302% +$1.16M
ARCC icon
107
Ares Capital
ARCC
$13.5B
$1.61M 0.21%
+92,800
New +$1.6M
PEG icon
108
Public Service Enterprise Group
PEG
$39.8B
$1.61M 0.21%
+36,225
New +$1.6M
PNC icon
109
PNC Financial Services
PNC
$100B
$1.61M 0.21%
13,362
-838
-6% -$103K
JD icon
110
JD.com
JD
$40.8B
$1.6M 0.21%
+51,541
New +$1.52M
B
111
Barrick Mining
B
$62.2B
$1.6M 0.2%
84,100
+70,544
+520% +$1.3M
STZ icon
112
Constellation Brands
STZ
$22.2B
$1.59M 0.2%
9,800
-6,900
-41% -$1.08M
HAS icon
113
Hasbro
HAS
$12.6B
$1.59M 0.2%
15,900
+9,000
+130% +$833K
TSS
114
DELISTED
Total System Services, Inc.
TSS
$1.58M 0.2%
29,600
+20,600
+229% +$1.1M
MCD icon
115
McDonald's
MCD
$188B
$1.58M 0.2%
+12,200
New +$1.53M
VMI icon
116
Valmont Industries
VMI
$9.44B
$1.57M 0.2%
10,118
+7,279
+256% +$1.07M
CBRE icon
117
CBRE Group
CBRE
$40.8B
$1.57M 0.2%
+45,129
New +$1.51M
GRUB
118
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
$1.56M 0.2%
+23,797
New +$1.76M
FE icon
119
FirstEnergy
FE
$28.9B
$1.55M 0.2%
48,800
+12,300
+34% +$379K
DKS icon
120
Dick's Sporting Goods
DKS
$18.4B
$1.55M 0.2%
31,766
+9,766
+44% +$495K
RTN
121
DELISTED
Raytheon Company
RTN
$1.54M 0.2%
+10,100
New +$1.52M
AVGO icon
122
Broadcom
AVGO
$1.82T
$1.54M 0.2%
70,250
+17,250
+33% +$355K
MPC icon
123
Marathon Petroleum
MPC
$90.3B
$1.53M 0.2%
30,300
+24,100
+389% +$1.2M
EWBC icon
124
East-West Bancorp
EWBC
$17.9B
$1.5M 0.19%
+29,076
New +$1.53M
KALU icon
125
Kaiser Aluminum
KALU
$2.67B
$1.49M 0.19%
18,700
+14,485
+344% +$1.15M
3 4
5
6 7

Similar funds

SAM
Silvercrest Asset Management New York $13.8B AUM 28.39% 1-Year Est. Return
CM
Capula Management Grand Cayman, Cayman Islands $14.1B AUM 19.14% 1-Year Est. Return
X
Xponance Philadelphia, Pennsylvania $14.1B AUM 30.11% 1-Year Est. Return
WHG
Westwood Holdings Group Dallas, Texas $13.7B AUM 21.48% 1-Year Est. Return
PSCM
Pershing Square Capital Management New York $13.7B AUM 13.45% 1-Year Est. Return
BIP
Brandes Investment Partners La Jolla, California $14.1B AUM 25.52% 1-Year Est. Return
SA
Situational Awareness San Francisco, California $13.7B AUM 334.5% 1-Year Est. Return
FGP
Freestone Grove Partners San Francisco, California $14.2B AUM 24.58% 1-Year Est. Return

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.