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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
NUAN
1401
DELISTED
Nuance Communications, Inc.
NUAN
– –
-162,278
Closed -$2.09M
FMBI
1402
DELISTED
First Midwest Bancorp Inc/IL
FMBI
– –
-25,000
Closed -$631K
KSU
1403
DELISTED
Kansas City Southern
KSU
– –
-12,400
Closed -$1.05M
HRC
1404
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
– –
-13,871
Closed -$779K
DSPG
1405
DELISTED
DSP Group Inc
DSPG
– –
-11,900
Closed -$155K
CVA
1406
DELISTED
Covanta Holding Corporation
CVA
– –
-32,332
Closed -$504K
TRIL
1407
DELISTED
Trillium Therapeutics Inc.
TRIL
– –
-14,902
Closed -$84K
LMNX
1408
DELISTED
Luminex Corp
LMNX
– –
-12,204
Closed -$247K
PRAH
1409
DELISTED
PRA Health Sciences, Inc.
PRAH
– –
-8,800
Closed -$485K
NAV
1410
DELISTED
Navistar International
NAV
– –
-44,739
Closed -$1.4M
BPFH
1411
DELISTED
Boston Private Financial Holdings, Inc.
BPFH
– –
-18,045
Closed -$299K
GWPH
1412
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
– –
-4,445
Closed -$497K
VAR
1413
DELISTED
Varian Medical Systems, Inc.
VAR
– –
-6,842
Closed -$539K
OCSI
1414
DELISTED
Oaktree Strategic Income Corporation
OCSI
– –
-22,259
Closed -$194K
EV
1415
DELISTED
Eaton Vance Corp.
EV
– –
-20,000
Closed -$838K
PE
1416
DELISTED
PARSLEY ENERGY INC
PE
– –
-11,900
Closed -$419K
GPOR
1417
DELISTED
Gulfport Energy Corp.
GPOR
– –
-16,400
Closed -$355K
HTZ
1418
DELISTED
Hertz Global Holdings, Inc.
HTZ
– –
-56,173
Closed -$1.05M
ETFC
1419
DELISTED
E*Trade Financial Corporation
ETFC
– –
-19,905
Closed -$690K
SMRT
1420
DELISTED
Stein Mart Inc
SMRT
– –
-28,787
Closed -$158K
TLRD
1421
DELISTED
Tailored Brands, Inc.
TLRD
– –
-64,300
Closed -$1.64M
IBKC
1422
DELISTED
IBERIABANK Corp
IBKC
– –
-14,900
Closed -$1.25M
CSFL
1423
DELISTED
CenterState Bank Corporation Common Stock
CSFL
– –
-8,400
Closed -$211K
AVH
1424
DELISTED
AVIANCA HOLDINGS S.A.
AVH
– –
-23,075
Closed -$222K
MLNX
1425
DELISTED
Mellanox Technologies, Ltd.
MLNX
– –
-5,184
Closed -$212K
55 56
57
58 59

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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.