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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
HLF icon
1176
Herbalife
HLF
$1.23B
– –
-46,058
Closed -$1.11M
HLI icon
1177
Houlihan Lokey
HLI
$9.68B
– –
-6,873
Closed -$214K
HOUS
1178
DELISTED
Anywhere Real Estate
HOUS
– –
-59,984
Closed -$1.54M
HP icon
1179
Helmerich & Payne
HP
$3.53B
– –
-16,800
Closed -$1.3M
HPE icon
1180
Hewlett Packard
HPE
$63.2B
– –
-118,030
Closed -$1.59M
HRTG icon
1181
Heritage Insurance Holdings
HRTG
$842M
– –
-14,085
Closed -$221K
HRTX icon
1182
Heron Therapeutics
HRTX
$86.3M
– –
-26,915
Closed -$353K
HTHT icon
1183
Huazhu Hotels Group
HTHT
$12.4B
– –
-41,968
Closed -$544K
HZO icon
1184
MarineMax
HZO
$800M
– –
-23,077
Closed -$447K
IBKR icon
1185
Interactive Brokers
IBKR
$40.9B
– –
-81,600
Closed -$745K
IBRX icon
1186
ImmunityBio
IBRX
$7.44B
– –
-36,593
Closed -$209K
ICE icon
1187
Intercontinental Exchange
ICE
$82.4B
– –
-42,300
Closed -$2.39M
IMKTA icon
1188
Ingles Markets
IMKTA
$1.63B
– –
-7,421
Closed -$357K
INGN icon
1189
Inogen
INGN
$167M
– –
-4,100
Closed -$275K
INSM icon
1190
Insmed
INSM
$23.2B
– –
-10,576
Closed -$140K
IQV icon
1191
IQVIA
IQV
$34.7B
– –
-8,600
Closed -$654K
ITW icon
1192
Illinois Tool Works
ITW
$81.4B
– –
-10,400
Closed -$1.27M
J icon
1193
Jacobs Solutions
J
$15.9B
– –
-20,915
Closed -$986K
JBLU icon
1194
JetBlue
JBLU
$1.96B
– –
-13,859
Closed -$311K
JJSF icon
1195
J&J Snack Foods
JJSF
$1.43B
– –
-3,517
Closed -$469K
JKHY icon
1196
Jack Henry & Associates
JKHY
$10.7B
– –
-5,000
Closed -$444K
JOUT icon
1197
Johnson Outdoors
JOUT
$482M
– –
-6,494
Closed -$258K
K
1198
DELISTED
Kellanova
K
– –
-10,011
Closed -$693K
KEP icon
1199
Korea Electric Power
KEP
$15.5B
– –
-60,300
Closed -$1.11M
KMB icon
1200
Kimberly-Clark
KMB
$36.4B
– –
-6,500
Closed -$742K
46 47
48
49 50

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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.