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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
DE icon
1126
Deere & Co
DE
$170B
– –
-6,000
Closed -$618K
DEO icon
1127
Diageo
DEO
$46.2B
– –
-5,800
Closed -$603K
DGII icon
1128
Digi International
DGII
$2.52B
– –
-12,207
Closed -$168K
DIN icon
1129
Dine Brands
DIN
$432M
– –
-3,000
Closed -$231K
DIS icon
1130
Walt Disney
DIS
$165B
– –
-11,300
Closed -$1.18M
DK icon
1131
Delek US
DK
$3.87B
– –
-46,459
Closed -$1.12M
DLB icon
1132
Dolby
DLB
$4.72B
– –
-17,700
Closed -$800K
DLTR icon
1133
Dollar Tree
DLTR
$23.1B
– –
-34,500
Closed -$2.66M
EBF icon
1134
Ennis
EBF
$546M
– –
-71,037
Closed -$1.23M
EBS icon
1135
Emergent Biosolutions
EBS
$375M
– –
-6,111
Closed -$201K
EDU icon
1136
New Oriental
EDU
$7.84B
– –
-15,718
Closed -$662K
EEFT icon
1137
Euronet Worldwide
EEFT
$3.02B
– –
-9,430
Closed -$683K
ELV icon
1138
Elevance Health
ELV
$81.9B
– –
-12,397
Closed -$1.78M
EMR icon
1139
Emerson Electric
EMR
$82.9B
– –
-13,800
Closed -$769K
ENB icon
1140
Enbridge
ENB
$124B
– –
-22,200
Closed -$935K
ENS icon
1141
EnerSys
ENS
$6.95B
– –
-8,600
Closed -$672K
EPAC icon
1142
Enerpac Tool Group
EPAC
$1.77B
– –
-13,764
Closed -$357K
EVH icon
1143
Evolent Health
EVH
$475M
– –
-23,661
Closed -$350K
EVR icon
1144
Evercore
EVR
$13.1B
– –
-6,782
Closed -$466K
EXAS
1145
DELISTED
Exact Sciences
EXAS
– –
-12,600
Closed -$168K
EXC icon
1146
Exelon
EXC
$48.6B
– –
-73,605
Closed -$1.86M
EXP icon
1147
Eagle Materials
EXP
$6.6B
– –
-8,871
Closed -$874K
EZPW icon
1148
Ezcorp Inc
EZPW
$1.82B
– –
-12,428
Closed -$132K
FBIN icon
1149
Fortune Brands Innovations
FBIN
$6.12B
– –
-29,601
Closed -$1.35M
FCNCA icon
1150
First Citizens BancShares
FCNCA
$24.6B
– –
-829
Closed -$294K
44 45
46
47 48

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SAM
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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
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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.