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TI

Trexquant Investment Portfolio holdings

AUM $17B
1-Year Est. Return 39.66%
This Fund
S&P 500
This Quarter Est. Return
+3.88%
1 Year Est. Return
+39.66%
3 Year Est. Return
+112.15%
5 Year Est. Return
+98.93%
10 Year Est. Return
+403.68%
AUM
$911M
AUM Growth
+$514M
Cap. Flow
+$500M
Cap. Flow %
54.89%
Top 10 Hldgs %
6.26%
Holding
1,403
New
677
Increased
247
Reduced
94
Closed
385

Top Buys

Rank Stock Value
1
MU icon
Micron Technology
MU
+$7.54M
2
XOM icon
ExxonMobil
XOM
+$5.19M
3
MO icon
Altria Group
MO
+$5.03M
4
USB icon
US Bancorp
USB
+$4.74M
5
BDX icon
Becton Dickinson
BDX
+$4.68M

Top Sells

Rank Stock Value
1
ADBE icon
Adobe
ADBE
+$2.54M
2
CTAS icon
Cintas
CTAS
+$2.53M
3
ACN icon
Accenture
ACN
+$2.5M
4
JBL icon
Jabil
JBL
+$2.45M
5
FDS icon
Factset
FDS
+$2.41M

Sector Composition

Rank Sector Weight
1 Technology 16.33%
2 Consumer Discretionary 15.28%
3 Industrials 14.18%
4 Healthcare 13.65%
5 Financials 12.89%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
WKC icon
376
World Kinect Corp
WKC
$1.82B
$739K 0.08%
+26,271
New +$792K
ESI icon
377
Element Solutions
ESI
$8.72B
$737K 0.08%
74,255
+9,900
+15% +$103K
HWC icon
378
Hancock Whitney
HWC
$5.97B
$735K 0.08%
+14,847
New +$734K
MATW icon
379
Matthews International
MATW
$637M
$733K 0.08%
+13,877
New +$810K
IMGN
380
DELISTED
Immunogen Inc
IMGN
$731K 0.08%
113,971
+9,338
+9% +$57.6K
HOME
381
DELISTED
At Home Group Inc.
HOME
$728K 0.08%
+23,969
New +$583K
DIOD icon
382
Diodes
DIOD
$4.15B
$723K 0.08%
+25,222
New +$783K
LOPE icon
383
Grand Canyon Education
LOPE
$3.94B
$722K 0.08%
+8,061
New +$729K
EPAY
384
DELISTED
Bottomline Technologies Inc
EPAY
$717K 0.08%
20,676
+12,730
+160% +$427K
CVS icon
385
CVS Health
CVS
$122B
$710K 0.08%
+9,792
New +$712K
FLG
386
Flagstar Bank National Association
FLG
$5.5B
$710K 0.08%
+18,175
New +$703K
HK
387
DELISTED
Halcon Resources Corporation
HK
$710K 0.08%
+93,775
New +$643K
PHM icon
388
Pultegroup
PHM
$22.7B
$709K 0.08%
+21,321
New +$662K
RPM icon
389
RPM International
RPM
$12.7B
$702K 0.08%
+13,396
New +$701K
PEGA icon
390
Pegasystems
PEGA
$5.76B
$700K 0.08%
+29,690
New +$797K
JCI icon
391
Johnson Controls International
JCI
$87.8B
$698K 0.08%
18,316
+12,473
+213% +$487K
BNS icon
392
Scotiabank
BNS
$112B
$697K 0.08%
10,799
+5,632
+109% +$365K
DATA
393
DELISTED
Tableau Software, Inc.
DATA
$696K 0.08%
+10,062
New +$740K
AER icon
394
AerCap
AER
$22.2B
$693K 0.08%
+13,175
New +$686K
AJG icon
395
Arthur J. Gallagher & Co
AJG
$62.6B
$692K 0.08%
+10,939
New +$699K
ILG
396
DELISTED
ILG, Inc Common Stock
ILG
$692K 0.08%
+24,294
New +$701K
FLO icon
397
Flowers Foods
FLO
$1.32B
$691K 0.08%
+35,802
New +$688K
TGH
398
DELISTED
Textainer Group Holdings limited
TGH
$691K 0.08%
+32,127
New +$663K
WGL
399
DELISTED
Wgl Holdings
WGL
$691K 0.08%
+8,053
New +$687K
WAT icon
400
Waters Corp
WAT
$39.8B
$688K 0.08%
+3,561
New +$688K
14 15
16
17 18

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Trexquant Investment's Q4 2017 Portfolio in Review

As of Q4 2017, Trexquant Investment held 1,403 positions worth $911M, up 129% from $397M the previous quarter. Its ten largest holdings account for 6.3% of the portfolio.

Trexquant Investment deployed $500M of net new capital in Q4 2017, opening 677 new positions and adding to 247 existing holdings. Its largest new stake was Altria Group: 75,069 shares worth $5.36M.

By sector, the portfolio is most concentrated in Technology at 16% of assets, up from 16% a quarter earlier, followed by Consumer Discretionary and Industrials.

On the sell side, the largest reduction was Skechers, an estimated $1.74M trimmed.

  • Trexquant Investment's largest Q4 2017 buy was Altria Group: 75,069 shares worth $5.36M.
  • Trexquant Investment added most to Micron Technology in Q4 2017, an estimated $7.54M increase.
  • Trexquant Investment's biggest Q4 2017 reduction was Skechers, cutting an estimated $1.74M.
  • Trexquant Investment fully exited Adobe in Q4 2017, selling an estimated $2.54M.
  • Trexquant Investment's ten largest holdings make up 6.3% of its $911M portfolio in Q4 2017.
  • Trexquant Investment opened 677 new positions and closed 385 in Q4 2017.
  • Trexquant Investment's portfolio value rose 129% quarter-over-quarter to $911M.

Based on Trexquant Investment's 13F filing for Q4 2017, filed 9 Feb 2018.