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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
CFR icon
1101
Cullen/Frost Bankers
CFR
$10.3B
– –
-10,863
Closed -$958K
CIEN icon
1102
Ciena
CIEN
$55.3B
– –
-32,339
Closed -$789K
CINF icon
1103
Cincinnati Financial
CINF
$28.3B
– –
-6,000
Closed -$454K
CLSD
1104
DELISTED
Clearside Biomedical
CLSD
– –
-713
Closed -$96K
CNC icon
1105
Centene
CNC
$31.3B
– –
-19,200
Closed -$542K
CNO icon
1106
CNO Financial Group
CNO
$4.97B
– –
-57,000
Closed -$1.09M
COHR icon
1107
Coherent
COHR
$55.2B
– –
-25,900
Closed -$768K
COLM icon
1108
Columbia Sportswear
COLM
$3.19B
– –
-4,969
Closed -$290K
VISN
1109
Vistance Networks Inc
VISN
$2.66B
– –
-32,000
Closed -$1.19M
COO icon
1110
Cooper Companies
COO
$13.7B
– –
-78,608
Closed -$3.44M
COTY icon
1111
Coty
COTY
$2.33B
– –
-39,000
Closed -$714K
CP icon
1112
Canadian Pacific Kansas City
CP
$82B
– –
-28,535
Closed -$815K
CPF icon
1113
Central Pacific Financial
CPF
$997M
– –
-16,807
Closed -$528K
CRL icon
1114
Charles River Laboratories
CRL
$10.9B
– –
-9,381
Closed -$715K
CSGP icon
1115
CoStar Group
CSGP
$11.3B
– –
-18,000
Closed -$339K
CSIQ icon
1116
Canadian Solar
CSIQ
$906M
– –
-29,626
Closed -$361K
CSTM icon
1117
Constellium
CSTM
$3.96B
– –
-103,374
Closed -$610K
CUBI icon
1118
Customers Bancorp
CUBI
$2.59B
– –
-11,966
Closed -$429K
CVE icon
1119
Cenovus Energy
CVE
$54.6B
– –
-13,600
Closed -$206K
CVGW
1120
DELISTED
Calavo Growers
CVGW
– –
-13,218
Closed -$812K
CVLT icon
1121
Commault Systems
CVLT
$5.89B
– –
-6,300
Closed -$324K
CWST icon
1122
Casella Waste Systems
CWST
$5.69B
– –
-30,191
Closed -$375K
CYH icon
1123
Community Health Systems
CYH
$385M
– –
-120,276
Closed -$672K
DAN icon
1124
Dana Inc
DAN
$2.91B
– –
-27,800
Closed -$528K
DCI icon
1125
Donaldson
DCI
$10.8B
– –
-30,951
Closed -$1.3M
43 44
45
46 47

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SAM
Silvercrest Asset Management New York $13.8B AUM 28.39% 1-Year Est. Return
CM
Capula Management Grand Cayman, Cayman Islands $14.1B AUM 19.14% 1-Year Est. Return
X
Xponance Philadelphia, Pennsylvania $14.1B AUM 30.11% 1-Year Est. Return
WHG
Westwood Holdings Group Dallas, Texas $13.7B AUM 21.48% 1-Year Est. Return
PSCM
Pershing Square Capital Management New York $13.7B AUM 13.45% 1-Year Est. Return
BIP
Brandes Investment Partners La Jolla, California $14.1B AUM 25.52% 1-Year Est. Return
SA
Situational Awareness San Francisco, California $13.7B AUM 334.5% 1-Year Est. Return
FGP
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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.