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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
ATHN
1451
DELISTED
Athenahealth, Inc.
ATHN
– –
-5,636
Closed -$593K
DNB
1452
DELISTED
Dun & Bradstreet
DNB
– –
-1,712
Closed -$208K
EOCC
1453
DELISTED
Enel Generacion Chile S.A.
EOCC
– –
-12,538
Closed -$244K
OCLR
1454
DELISTED
Oclaro Inc.
OCLR
– –
-17,916
Closed -$160K
AFSI
1455
DELISTED
AmTrust Financial Services, Inc.
AFSI
– –
-16,200
Closed -$444K
EGN
1456
DELISTED
Energen
EGN
– –
-18,700
Closed -$1.08M
COL
1457
DELISTED
Rockwell Collins
COL
– –
-2,900
Closed -$269K
SVU
1458
DELISTED
SUPERVALU Inc.
SVU
– –
-19,242
Closed -$629K
PHH
1459
DELISTED
PHH Corporation
PHH
– –
-47,682
Closed -$723K
AVHI
1460
DELISTED
A V Homes, Inc.
AVHI
– –
-11,734
Closed -$185K
EGLT
1461
DELISTED
Egalet Corporation
EGLT
– –
-11,122
Closed -$85K
ILG
1462
DELISTED
ILG, Inc Common Stock
ILG
– –
-25,349
Closed -$461K
PAY
1463
DELISTED
Verifone Systems Inc
PAY
– –
-23,381
Closed -$415K
VR
1464
DELISTED
Validus Hold Ltd
VR
– –
-3,800
Closed -$209K
LAYN
1465
DELISTED
Layne Christensen Co
LAYN
– –
-16,028
Closed -$174K
WIN
1466
DELISTED
Windstream Holdings Inc
WIN
– –
-3,543
Closed -$130K
CSRA
1467
DELISTED
CSRA Inc.
CSRA
– –
-15,123
Closed -$482K
CASC
1468
DELISTED
Cascadian Therapeutics, Inc.
CASC
– –
-16,283
Closed -$70K
CCC
1469
DELISTED
Calgon Carbon Corp
CCC
– –
-17,300
Closed -$294K
CPN
1470
DELISTED
Calpine Corporation
CPN
– –
-11,100
Closed -$127K
BKMU
1471
DELISTED
Bank Mutual Corp
BKMU
– –
-27,463
Closed -$260K
SSNI
1472
DELISTED
Silver Spring Networks, Inc.
SSNI
– –
-22,963
Closed -$306K
OME
1473
DELISTED
Omega Protein
OME
– –
-10,878
Closed -$272K
CBF
1474
DELISTED
Capital Bank Financial Corp. Class A Common Stock
CBF
– –
-8,500
Closed -$334K
SCLN
1475
DELISTED
Sciclone Pharmaceuticals Inc
SCLN
– –
-46,629
Closed -$504K
57 58
59
60 61

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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.