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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
EWBC icon
1101
East-West Bancorp
EWBC
$17.9B
– –
-7,381
Closed -$441K
EXP icon
1102
Eagle Materials
EXP
$6.6B
– –
-7,145
Closed -$762K
F icon
1103
Ford
F
$57.3B
– –
-32,719
Closed -$392K
FARM
1104
DELISTED
Farmer Brothers
FARM
– –
-11,431
Closed -$376K
FBP icon
1105
First Bancorp
FBP
$4.4B
– –
-60,753
Closed -$311K
FCX icon
1106
Freeport-McMoran
FCX
$90B
– –
-92,659
Closed -$1.3M
FDS icon
1107
Factset
FDS
$9.05B
– –
-13,364
Closed -$2.41M
FIBK icon
1108
First Interstate BancSystem
FIBK
$3.7B
– –
-8,197
Closed -$314K
FLWS icon
1109
1-800-Flowers.com
FLWS
$245M
– –
-27,841
Closed -$274K
FRME icon
1110
First Merchants
FRME
$2.72B
– –
-5,671
Closed -$243K
FSLR icon
1111
First Solar
FSLR
$21.8B
– –
-20,491
Closed -$940K
FSM icon
1112
Fortuna Silver Mines
FSM
$2.59B
– –
-31,179
Closed -$137K
FTNT icon
1113
Fortinet
FTNT
$112B
– –
-68,530
Closed -$491K
GDS icon
1114
GDS Holdings
GDS
$6.34B
– –
-12,486
Closed -$141K
GILD icon
1115
Gilead Sciences
GILD
$161B
– –
-12,010
Closed -$973K
GL icon
1116
Globe Life
GL
$13.5B
– –
-3,044
Closed -$244K
GNRC icon
1117
Generac Holdings
GNRC
$11.9B
– –
-14,653
Closed -$673K
GPRE icon
1118
Green Plains
GPRE
$1.19B
– –
-26,615
Closed -$536K
HAE icon
1119
Haemonetics
HAE
$3.58B
– –
-10,302
Closed -$462K
HALO icon
1120
Halozyme
HALO
$9.72B
– –
-12,915
Closed -$224K
HBI
1121
DELISTED
Hanesbrands
HBI
– –
-15,476
Closed -$381K
HDSN
1122
Hudson Technologies
HDSN
$267M
– –
-21,510
Closed -$168K
HIMX
1123
Himax Technologies
HIMX
$2.2B
– –
-61,369
Closed -$671K
HL icon
1124
Hecla Mining
HL
$10.2B
– –
-123,080
Closed -$618K
HOLX
1125
DELISTED
Hologic
HOLX
– –
-49,267
Closed -$1.81M
43 44
45
46 47

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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.