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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
AAN.A
201
DELISTED
The Aaron's Company Inc Class A
AAN.A
$1.13M 0.14%
+37,886
New +$1.13M
DIOD icon
202
Diodes
DIOD
$4B
$1.12M 0.14%
+46,526
New +$1.16M
XPO icon
203
XPO
XPO
$25B
$1.12M 0.14%
67,369
+11,276
+20% +$184K
HSY icon
204
Hershey
HSY
$35.4B
$1.11M 0.14%
+10,200
New +$1.09M
SJM icon
205
J.M. Smucker
SJM
$12.6B
$1.11M 0.14%
+8,500
New +$1.16M
MODV
206
DELISTED
ModivCare
MODV
$1.11M 0.14%
25,038
+15,192
+154% +$624K
GPK icon
207
Graphic Packaging
GPK
$3.26B
$1.11M 0.14%
86,097
+40,197
+88% +$522K
NOK icon
208
Nokia
NOK
$50.8B
$1.11M 0.14%
+204,484
New +$1.03M
C icon
209
Citigroup
C
$222B
$1.11M 0.14%
18,500
-23,400
-56% -$1.38M
RS icon
210
Reliance Steel & Aluminium
RS
$20.8B
$1.11M 0.14%
13,835
+6,435
+87% +$528K
LAD icon
211
Lithia Motors
LAD
$7.78B
$1.11M 0.14%
+12,913
New +$1.25M
SNI
212
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
$1.1M 0.14%
14,100
-1,400
-9% -$108K
IPCC
213
DELISTED
Infinity Property & Casualty C
IPCC
$1.1M 0.14%
11,529
+7,792
+209% +$707K
KLXI
214
DELISTED
KLX Inc.
KLXI
$1.09M 0.14%
+29,025
New +$1.17M
YELP icon
215
Yelp
YELP
$1.38B
$1.09M 0.14%
+33,300
New +$1.23M
SPLS
216
DELISTED
Staples Inc
SPLS
$1.09M 0.14%
123,800
+113,258
+1,074% +$1.02M
TRV icon
217
Travelers Companies
TRV
$80.8B
$1.08M 0.14%
+9,000
New +$1.08M
DVN icon
218
Devon Energy
DVN
$51.9B
$1.08M 0.14%
25,987
-7,154
-22% -$315K
KSS icon
219
Kohl's
KSS
$2.03B
$1.08M 0.14%
27,200
+11,700
+75% +$478K
PTLA
220
DELISTED
Portola Pharmaceuticals, Inc.
PTLA
$1.08M 0.14%
+27,621
New +$880K
BSAC icon
221
Banco Santander Chile
BSAC
$15.8B
$1.08M 0.14%
+43,085
New +$974K
IBM icon
222
IBM
IBM
$202B
$1.08M 0.14%
+6,485
New +$1.09M
MNK
223
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
$1.08M 0.14%
24,200
-10,634
-31% -$525K
MTG icon
224
MGIC Investment
MTG
$6.27B
$1.08M 0.14%
106,365
-53,303
-33% -$561K
BHC icon
225
Bausch Health
BHC
$1.65B
$1.07M 0.14%
97,453
+76,853
+373% +$1.06M
7 8
9
10 11

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WHG
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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.