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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
TTPH
776
DELISTED
Tetraphase Pharmaceuticals, Inc.
TTPH
$285K 0.03%
+2,258
New +$289K
CHUBA
777
DELISTED
CommerceHub, Inc. Series A Common Stock
CHUBA
$285K 0.03%
12,960
-1,164
-8% -$26.1K
FFBC icon
778
First Financial Bancorp
FFBC
$3.55B
$281K 0.03%
10,670
-1,601
-13% -$43.4K
APPF icon
779
AppFolio
APPF
$5.85B
$280K 0.03%
+6,755
New +$303K
ASND icon
780
Ascendis Pharma A/S
ASND
$16.7B
$280K 0.03%
6,999
-1,833
-21% -$66.6K
ASC icon
781
Ardmore Shipping
ASC
$678M
$278K 0.03%
+34,749
New +$290K
SXC icon
782
SunCoke Energy
SXC
$757M
$278K 0.03%
+23,194
New +$250K
ALTO icon
783
Alto Ingredients
ALTO
$360M
$276K 0.03%
60,629
+42,103
+227% +$200K
CLS icon
784
Celestica
CLS
$35.1B
$274K 0.03%
+26,145
New +$289K
STRA icon
785
Strategic Education
STRA
$1.71B
$273K 0.03%
+3,049
New +$282K
FARO
786
DELISTED
Faro Technologies
FARO
$271K 0.03%
+5,767
New +$270K
TSG
787
DELISTED
The Stars Group Inc.
TSG
$270K 0.03%
11,582
-8,679
-43% -$189K
AWK icon
788
American Water Works
AWK
$26.3B
$268K 0.03%
+2,924
New +$258K
LION
789
DELISTED
Fidelity Southern Corporation
LION
$268K 0.03%
+12,314
New +$272K
BWFG icon
790
Bankwell Financial Group
BWFG
$496M
$267K 0.03%
+7,785
New +$275K
RNR icon
791
RenaissanceRe
RNR
$13.7B
$267K 0.03%
+2,129
New +$286K
FIX icon
792
Comfort Systems
FIX
$61B
$265K 0.03%
+6,061
New +$248K
MKC icon
793
McCormick & Company Non-Voting
MKC
$13.4B
$265K 0.03%
+5,210
New +$260K
NC icon
794
NACCO Industries
NC
$353M
$265K 0.03%
+7,034
New +$283K
DCM
795
DELISTED
NTT DOCOMO, Inc.
DCM
$265K 0.03%
+11,132
New +$271K
IBCP icon
796
Independent Bank Corp
IBCP
$776M
$264K 0.03%
+11,818
New +$266K
LSCC icon
797
Lattice Semiconductor
LSCC
$17.6B
$264K 0.03%
+45,712
New +$268K
PHI icon
798
PLDT
PHI
$4.25B
$264K 0.03%
+8,771
New +$276K
OMN
799
DELISTED
OMNOVA Solutions Inc.
OMN
$263K 0.03%
+26,329
New +$281K
RUN icon
800
Sunrun
RUN
$2.37B
$262K 0.03%
44,414
-12,107
-21% -$69.6K
30 31
32
33 34

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CM
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X
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WHG
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PSCM
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BIP
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FGP
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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.