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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
+3.88%
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
$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 Consumer Discretionary 14.94%
2 Technology 14.92%
3 Industrials 13.95%
4 Healthcare 12.83%
5 Financials 12.36%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
SRE icon
401
Sempra
SRE
$60.8B
$681K 0.07%
+12,746
New +$739K
CVE icon
402
Cenovus Energy
CVE
$54.6B
$679K 0.07%
+74,416
New +$723K
XRX icon
403
Xerox
XRX
$337M
$675K 0.07%
+23,139
New +$703K
THS
404
DELISTED
Treehouse Foods
THS
$674K 0.07%
+13,625
New +$729K
EXTR icon
405
Extreme Networks
EXTR
$3.86B
$671K 0.07%
53,612
+30,523
+132% +$377K
BITA
406
DELISTED
Bitauto Holdings Limited
BITA
$670K 0.07%
+21,057
New +$859K
LYV icon
407
Live Nation Entertainment
LYV
$41.2B
$669K 0.07%
15,718
+9,151
+139% +$398K
SSB icon
408
SouthState Bank Corp
SSB
$10.3B
$662K 0.07%
+7,598
New +$682K
CSIQ icon
409
Canadian Solar
CSIQ
$906M
$660K 0.07%
+39,128
New +$672K
GVA icon
410
Granite Construction
GVA
$5.45B
$657K 0.07%
+10,359
New +$647K
ZTS icon
411
Zoetis
ZTS
$31.6B
$656K 0.07%
9,109
-2,776
-23% -$191K
EMKR
412
DELISTED
Emcore Corp
EMKR
$651K 0.07%
+10,096
New +$758K
PCRX icon
413
Pacira BioSciences
PCRX
$1.02B
$650K 0.07%
14,246
+8,662
+155% +$343K
ROL icon
414
Rollins
ROL
$18.6B
$648K 0.07%
+31,331
New +$640K
ARCO icon
415
Arcos Dorados Holdings
ARCO
$1.73B
$647K 0.07%
64,248
+40,178
+167% +$393K
CYBR
416
DELISTED
CyberArk
CYBR
$646K 0.07%
15,612
+8,832
+130% +$387K
HTBK
417
DELISTED
Heritage Commerce
HTBK
$645K 0.07%
42,114
+31,861
+311% +$485K
BLBD icon
418
Blue Bird Corp
BLBD
$2.41B
$644K 0.07%
+32,366
New +$641K
CNDT icon
419
Conduent
CNDT
$230M
$643K 0.07%
39,798
+8,854
+29% +$139K
MDLZ icon
420
Mondelez International
MDLZ
$77.7B
$643K 0.07%
15,029
-11,432
-43% -$480K
ABT icon
421
Abbott
ABT
$180B
$642K 0.07%
+11,254
New +$624K
JJSF icon
422
J&J Snack Foods
JJSF
$1.43B
$642K 0.07%
+4,230
New +$594K
MDCO
423
DELISTED
Medicines Co
MDCO
$638K 0.07%
23,340
+10,840
+87% +$334K
MMS icon
424
Maximus
MMS
$3.14B
$636K 0.07%
8,886
+4,057
+84% +$273K
AFG icon
425
American Financial Group
AFG
$11.9B
$635K 0.07%
+5,854
New +$614K
15 16
17
18 19

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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 Consumer Discretionary at 15% of assets, down from 17% a quarter earlier, followed by Technology 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.