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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
BCO icon
426
Brink's
BCO
$5.02B
$633K 0.07%
+8,037
New +$651K
SPSC icon
427
SPS Commerce
SPSC
$2.25B
$633K 0.07%
26,052
+17,394
+201% +$447K
SC
428
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
$631K 0.07%
+33,902
New +$567K
MTX icon
429
Minerals Technologies
MTX
$2.31B
$630K 0.07%
+9,155
New +$651K
CDK
430
DELISTED
CDK Global, Inc.
CDK
$629K 0.07%
8,829
+2,885
+49% +$194K
AROC icon
431
Archrock
AROC
$6.33B
$627K 0.07%
59,708
+49,250
+471% +$535K
PRTY
432
DELISTED
Party City Holdco Inc.
PRTY
$627K 0.07%
+44,933
New +$553K
MON
433
DELISTED
Monsanto Co
MON
$623K 0.07%
5,339
+964
+22% +$115K
ALE
434
DELISTED
Allete
ALE
$621K 0.07%
+8,354
New +$650K
BRSS
435
DELISTED
Global Brass & Copper Hldgs, Inc
BRSS
$621K 0.07%
+18,776
New +$639K
CTS icon
436
CTS Corp
CTS
$1.72B
$620K 0.07%
+24,063
New +$633K
CSTE icon
437
Caesarstone
CSTE
$72.3M
$619K 0.07%
28,153
+20,521
+269% +$527K
NDSN icon
438
Nordson
NDSN
$16.5B
$618K 0.07%
+4,224
New +$543K
GRA
439
DELISTED
W.R. Grace & Co.
GRA
$618K 0.07%
8,818
+5,761
+188% +$417K
LBRDA icon
440
Liberty Broadband Class A
LBRDA
$4.14B
$617K 0.07%
7,251
+5,046
+229% +$444K
CAL icon
441
Caleres
CAL
$396M
$615K 0.07%
+18,360
New +$557K
OKTA icon
442
Okta
OKTA
$24.1B
$613K 0.07%
+23,917
New +$669K
RGA icon
443
Reinsurance Group of America
RGA
$15.7B
$607K 0.07%
+3,893
New +$589K
APA icon
444
APA Corp
APA
$12.8B
$606K 0.07%
+14,353
New +$604K
MTH icon
445
Meritage Homes
MTH
$4.87B
$604K 0.07%
+23,598
New +$585K
NEM icon
446
Newmont
NEM
$98.2B
$603K 0.07%
+16,066
New +$591K
FFIV icon
447
F5
FFIV
$22.1B
$600K 0.07%
4,572
-1,207
-21% -$150K
IDCC icon
448
InterDigital
IDCC
$6.68B
$599K 0.07%
+7,862
New +$588K
RPD icon
449
Rapid7
RPD
$634M
$599K 0.07%
32,077
+21,028
+190% +$390K
OII icon
450
Oceaneering
OII
$5.25B
$598K 0.07%
+28,287
New +$601K
16 17
18
19 20

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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.