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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
ADI icon
1
Analog Devices
ADI
$181B
$4.38M 0.56%
53,500
+46,700
+687% +$3.67M
RHT
2
DELISTED
Red Hat Inc
RHT
$4.37M 0.56%
50,503
+39,003
+339% +$3.1M
GS icon
3
Goldman Sachs
GS
$313B
$4.32M 0.55%
+18,800
New +$4.54M
CFG icon
4
Citizens Financial Group
CFG
$30.4B
$4.2M 0.54%
121,600
+108,608
+836% +$3.96M
WBA
5
DELISTED
Walgreens Boots Alliance
WBA
$3.84M 0.49%
46,202
+1,602
+4% +$134K
AR icon
6
Antero Resources
AR
$10.9B
$3.58M 0.46%
+157,000
New +$3.84M
NOC icon
7
Northrop Grumman
NOC
$77B
$3.45M 0.44%
14,500
+6,200
+75% +$1.47M
CBOE icon
8
Cboe Global Markets
CBOE
$29.8B
$3.41M 0.44%
+42,100
New +$3.29M
CAG icon
9
Conagra Brands
CAG
$7.07B
$3.33M 0.43%
82,600
-10,700
-11% -$427K
CC icon
10
Chemours
CC
$2.59B
$3.31M 0.43%
+86,100
New +$2.59M
DBI icon
11
Designer Brands
DBI
$277M
$3.25M 0.42%
156,909
+106,109
+209% +$2.2M
TEL icon
12
TE Connectivity
TEL
$58.8B
$3.19M 0.41%
42,800
+17,400
+69% +$1.28M
PGR icon
13
Progressive
PGR
$124B
$3.17M 0.41%
81,000
+11,400
+16% +$435K
FINL
14
DELISTED
Finish Line
FINL
$3.14M 0.4%
+220,895
New +$3.71M
SCG
15
DELISTED
Scana
SCG
$3.11M 0.4%
+47,600
New +$3.29M
PAYX icon
16
Paychex
PAYX
$40.4B
$3.07M 0.39%
+52,100
New +$3.17M
HD icon
17
Home Depot
HD
$332B
$3.04M 0.39%
+20,700
New +$2.94M
GME icon
18
GameStop
GME
$9.5B
$3M 0.38%
531,944
+208,640
+65% +$1.27M
BBY icon
19
Best Buy
BBY
$18B
$3M 0.38%
61,000
+16,500
+37% +$737K
BBBY
20
DELISTED
Bed Bath & Beyond Inc
BBBY
$3M 0.38%
+75,900
New +$3.05M
COF icon
21
Capital One
COF
$124B
$2.91M 0.37%
33,600
+12,100
+56% +$1.08M
YUM icon
22
Yum! Brands
YUM
$41B
$2.91M 0.37%
+45,500
New +$2.96M
CPAY icon
23
Corpay
CPAY
$24.2B
$2.85M 0.37%
+18,836
New +$2.95M
DAL icon
24
Delta Air Lines
DAL
$55.9B
$2.85M 0.37%
61,900
+53,500
+637% +$2.61M
NI icon
25
NiSource
NI
$22.4B
$2.82M 0.36%
118,432
+53,732
+83% +$1.23M
1
2 3 4 5

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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.