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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
CYOU
1426
DELISTED
Changyou.com Limited American Depositary Share
CYOU
– –
-11,596
Closed -$246K
RRTS
1427
DELISTED
RoadRunner Transportation Systems, Inc.
RRTS
– –
-604
Closed -$157K
AKS
1428
DELISTED
AK Steel Holding Corp
AKS
– –
-72,520
Closed -$740K
FOMX
1429
DELISTED
Foamix Pharmaceuticals Ltd. Ordinary Shares
FOMX
– –
-22,000
Closed -$244K
DPLO
1430
DELISTED
DIPLOMAT PHARMACY, INC.
DPLO
– –
-37,238
Closed -$469K
UCFC
1431
DELISTED
United Community Financial Corp
UCFC
– –
-21,700
Closed -$194K
HOS
1432
DELISTED
Hornbeck Offshore Services, Inc.
HOS
– –
-37,429
Closed -$270K
ASNA
1433
DELISTED
Ascena Retail Group, Inc.
ASNA
– –
-3,116
Closed -$386K
VIAB
1434
DELISTED
Viacom Inc. Class B
VIAB
– –
-47,100
Closed -$1.65M
ORIT
1435
DELISTED
Oritani Financial Corp. New
ORIT
– –
-14,870
Closed -$279K
NCI
1436
DELISTED
Navigant Consulting, Inc.
NCI
– –
-16,839
Closed -$441K
BID
1437
DELISTED
Sotheby's
BID
– –
-26,126
Closed -$1.04M
BKS
1438
DELISTED
Barnes & Noble
BKS
– –
-25,056
Closed -$279K
ARRY
1439
DELISTED
Array Biopharma Inc
ARRY
– –
-41,332
Closed -$363K
AMBR
1440
DELISTED
Amber Road Inc
AMBR
– –
-19,979
Closed -$181K
USG
1441
DELISTED
Usg
USG
– –
-7,700
Closed -$222K
IDTI
1442
DELISTED
Integrated Device Technology I
IDTI
– –
-16,700
Closed -$393K
MBFI
1443
DELISTED
MB Financial Corp
MBFI
– –
-8,200
Closed -$387K
ICON
1444
DELISTED
Iconix Brand Group, Inc.
ICON
– –
-1,441
Closed -$135K
NTRI
1445
DELISTED
NutriSystem, Inc.
NTRI
– –
-22,686
Closed -$786K
ITG
1446
DELISTED
Investment Technology Group Inc
ITG
– –
-17,640
Closed -$348K
SN
1447
DELISTED
Sanchez Energy Corporation
SN
– –
-63,950
Closed -$577K
ORBK
1448
DELISTED
Orbotech Ltd
ORBK
– –
-10,542
Closed -$352K
LOXO
1449
DELISTED
Loxo Oncology, Inc
LOXO
– –
-10,969
Closed -$352K
NFX
1450
DELISTED
Newfield Exploration
NFX
– –
-26,300
Closed -$1.06M
56 57
58
59 60

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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.