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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
ONTO icon
1251
Onto Innovation
ONTO
$13.6B
– –
-11,548
Closed -$289K
ORA icon
1252
Ormat Technologies
ORA
$6.11B
– –
-13,773
Closed -$739K
OSPN icon
1253
OneSpan
OSPN
$562M
– –
-10,603
Closed -$145K
OSUR icon
1254
OraSure Technologies
OSUR
$273M
– –
-92,707
Closed -$814K
OVV icon
1255
Ovintiv
OVV
$17.5B
– –
-40,260
Closed -$2.36M
PAG icon
1256
Penske Automotive Group
PAG
$14.3B
– –
-4,500
Closed -$233K
PBYI icon
1257
Puma Biotechnology
PBYI
$406M
– –
-19,326
Closed -$593K
PEP icon
1258
PepsiCo
PEP
$186B
– –
-16,800
Closed -$1.76M
PFGC icon
1259
Performance Food Group
PFGC
$17.5B
– –
-22,175
Closed -$532K
PFX icon
1260
PhenixFIN
PFX
– –
-2,134
Closed -$320K
PLAB icon
1261
Photronics
PLAB
$1.79B
– –
-23,722
Closed -$268K
PLAY icon
1262
Dave & Buster's
PLAY
$343M
– –
-5,221
Closed -$294K
PLNT icon
1263
Planet Fitness
PLNT
$4.23B
– –
-23,700
Closed -$476K
PNNT
1264
Pennant Park Investment Corp
PNNT
$215M
– –
-43,651
Closed -$334K
PNR icon
1265
Pentair
PNR
$10.2B
– –
-48,690
Closed -$1.83M
PODD icon
1266
Insulet
PODD
$11.3B
– –
-9,563
Closed -$360K
POWI icon
1267
Power Integrations
POWI
$3.54B
– –
-16,400
Closed -$556K
POWL icon
1268
Powell Industries
POWL
$8.46B
– –
-35,301
Closed -$459K
PPBI
1269
DELISTED
Pacific Premier Bancorp
PPBI
– –
-6,925
Closed -$245K
PPC icon
1270
Pilgrim's Pride
PPC
$6.82B
– –
-24,400
Closed -$463K
PPG icon
1271
PPG Industries
PPG
$25.9B
– –
-21,100
Closed -$2M
PPL
1272
PPL Corp
PPL
$27.3B
– –
-6,800
Closed -$232K
PRI icon
1273
Primerica
PRI
$9.81B
– –
-11,800
Closed -$816K
PRTA icon
1274
Prothena Corp
PRTA
$458M
– –
-7,613
Closed -$374K
PSMT icon
1275
Pricesmart
PSMT
$5.75B
– –
-15,449
Closed -$1.29M
49 50
51
52 53

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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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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.