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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
STRL icon
801
Sterling Infrastructure
STRL
$20.3B
$262K 0.03%
+16,092
New +$265K
KNL
802
DELISTED
Knoll, Inc.
KNL
$262K 0.03%
+11,362
New +$237K
AZUL
803
DELISTED
Azul
AZUL
$261K 0.03%
+10,965
New +$280K
TCPC icon
804
BlackRock TCP Capital
TCPC
$265M
$261K 0.03%
17,077
+5,544
+48% +$88.7K
ADSK icon
805
Autodesk
ADSK
$44.3B
$260K 0.03%
+2,483
New +$290K
HBM icon
806
Hudbay
HBM
$9.92B
$260K 0.03%
+29,574
New +$231K
THFF icon
807
First Financial Corp
THFF
$922M
$260K 0.03%
+5,741
New +$272K
SP
808
DELISTED
SP Plus Corporation
SP
$260K 0.03%
+7,006
New +$272K
TGE
809
DELISTED
Tallgrass Energy, LP Class A Shares
TGE
$260K 0.03%
+10,117
New +$253K
ASYS icon
810
Amtech Systems
ASYS
$278M
$259K 0.03%
+25,680
New +$314K
CSS
811
DELISTED
CSS Industries, Inc.
CSS
$259K 0.03%
+9,302
New +$264K
MGEE icon
812
MGE Energy Inc
MGEE
$3.11B
$258K 0.03%
+4,089
New +$266K
SCSC icon
813
Scansource
SCSC
$1.12B
$258K 0.03%
+7,194
New +$281K
WIRE
814
DELISTED
Encore Wire Corp
WIRE
$258K 0.03%
+5,299
New +$245K
NAGE
815
Niagen Bioscience
NAGE
$256M
$257K 0.03%
+43,748
New +$236K
PIR
816
DELISTED
Pier 1 Imports, Inc.
PIR
$257K 0.03%
+3,099
New +$276K
WDR
817
DELISTED
Waddell & Reed Financial, Inc.
WDR
$256K 0.03%
+11,465
New +$233K
RRC icon
818
Range Resources
RRC
$9.11B
$255K 0.03%
+14,975
New +$269K
SPTN
819
DELISTED
SpartanNash
SPTN
$255K 0.03%
+9,572
New +$238K
FFKT
820
DELISTED
Farmers Capital Bank Corp
FFKT
$255K 0.03%
+6,632
New +$274K
EIGI
821
DELISTED
Endurance International Group Holdings, Inc.
EIGI
$254K 0.03%
+30,222
New +$256K
TIVO
822
DELISTED
Tivo Inc
TIVO
$254K 0.03%
+16,279
New +$282K
CLSD
823
DELISTED
Clearside Biomedical
CLSD
$251K 0.03%
+2,391
New +$257K
TMX
824
DELISTED
Terminix Global Holdings, Inc.
TMX
$251K 0.03%
7,299
-1,941
-21% -$62.5K
CO
825
DELISTED
Global Cord Blood Corporation
CO
$251K 0.03%
25,274
+4,035
+19% +$44.1K
31 32
33
34 35

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CM
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WHG
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PSCM
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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.