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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
BP icon
1051
BP
BP
$113B
– –
-15,105
Closed -$523K
BPOP icon
1052
Popular Inc
BPOP
$11B
– –
-22,498
Closed -$809K
BRKL
1053
DELISTED
Brookline Bancorp
BRKL
– –
-23,658
Closed -$367K
BSBR icon
1054
Santander
BSBR
$39.7B
– –
-26,469
Closed -$222K
BYD icon
1055
Boyd Gaming
BYD
$6.47B
– –
-25,886
Closed -$674K
C icon
1056
Citigroup
C
$222B
– –
-10,448
Closed -$760K
CAG icon
1057
Conagra Brands
CAG
$7.07B
– –
-30,815
Closed -$1.04M
CAH icon
1058
Cardinal Health
CAH
$53.4B
– –
-4,439
Closed -$297K
CASY icon
1059
Casey's General Stores
CASY
$31.9B
– –
-2,441
Closed -$267K
CAT icon
1060
Caterpillar
CAT
$409B
– –
-10,472
Closed -$1.31M
CATO icon
1061
Cato Corp
CATO
$65.9M
– –
-26,379
Closed -$349K
CBSH icon
1062
Commerce Bancshares
CBSH
$8.5B
– –
-16,961
Closed -$632K
CC icon
1063
Chemours
CC
$2.59B
– –
-9,610
Closed -$486K
CCRN
1064
DELISTED
Cross Country Healthcare
CCRN
– –
-10,568
Closed -$150K
CHTR icon
1065
Charter Communications
CHTR
$14.7B
– –
-1,092
Closed -$397K
CMA
1066
DELISTED
Comerica
CMA
– –
-2,810
Closed -$214K
CMC icon
1067
Commercial Metals
CMC
$7.63B
– –
-22,752
Closed -$433K
CMI icon
1068
Cummins
CMI
$91.7B
– –
-3,619
Closed -$608K
CMS icon
1069
CMS Energy
CMS
$23.1B
– –
-12,005
Closed -$556K
CMTL icon
1070
Comtech Telecommunications
CMTL
$51.8M
– –
-30,543
Closed -$627K
COST icon
1071
Costco
COST
$415B
– –
-2,478
Closed -$407K
CRMT icon
1072
America's Car Mart
CRMT
$25.3M
– –
-12,512
Closed -$515K
CRTO icon
1073
Criteo
CRTO
$1.03B
– –
-6,917
Closed -$287K
CSGP icon
1074
CoStar Group
CSGP
$11.3B
– –
-32,280
Closed -$866K
CTAS icon
1075
Cintas
CTAS
$82.4B
– –
-70,124
Closed -$2.53M
41 42
43
44 45

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CM
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X
Xponance Philadelphia, Pennsylvania $14.1B AUM 30.11% 1-Year Est. Return
WHG
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PSCM
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BIP
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SA
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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.