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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
RCI icon
1226
Rogers Communications
RCI
$17.7B
– –
-3,968
Closed -$205K
RGS icon
1227
Regis Corp
RGS
$69.9M
– –
-747
Closed -$213K
RL icon
1228
Ralph Lauren
RL
$22.2B
– –
-5,397
Closed -$477K
RNAC icon
1229
Cartesian Therapeutics
RNAC
$232M
– –
-641
Closed -$351K
RSG icon
1230
Republic Services
RSG
$66.7B
– –
-12,092
Closed -$799K
RUSHA icon
1231
Rush Enterprises Class A
RUSHA
$5.95B
– –
-9,920
Closed -$204K
RYAM icon
1232
Rayonier Advanced Materials
RYAM
$565M
– –
-15,821
Closed -$217K
SBSW icon
1233
Sibanye-Stillwater
SBSW
$5.92B
– –
-46,786
Closed -$197K
SCS
1234
DELISTED
Steelcase
SCS
– –
-61,483
Closed -$947K
SFL icon
1235
SFL Corp
SFL
$1.59B
– –
-51,123
Closed -$741K
SFM icon
1236
Sprouts Farmers Market
SFM
$7.04B
– –
-33,622
Closed -$631K
SHEN icon
1237
Shenandoah Telecom
SHEN
$632M
– –
-5,858
Closed -$218K
SHOO icon
1238
Steven Madden
SHOO
$3.12B
– –
-12,929
Closed -$373K
SLGN icon
1239
Silgan Holdings
SLGN
$4.91B
– –
-9,509
Closed -$280K
SLRC icon
1240
SLR Investment Corp
SLRC
$706M
– –
-18,998
Closed -$411K
SO icon
1241
Southern Company
SO
$110B
– –
-9,548
Closed -$469K
SON icon
1242
Sonoco
SON
$5.76B
– –
-13,704
Closed -$691K
SRPT icon
1243
Sarepta Therapeutics
SRPT
$1.66B
– –
-8,846
Closed -$401K
STAA icon
1244
STAAR Surgical
STAA
$1.16B
– –
-19,716
Closed -$245K
STE icon
1245
Steris
STE
$20.9B
– –
-3,993
Closed -$353K
STN icon
1246
Stantec
STN
$7.69B
– –
-9,805
Closed -$272K
STZ icon
1247
Constellation Brands
STZ
$22.2B
– –
-6,802
Closed -$1.36M
SYNA icon
1248
Synaptics
SYNA
$4.41B
– –
-20,523
Closed -$804K
TAL icon
1249
TAL Education Group
TAL
$5.71B
– –
-18,231
Closed -$615K
TBBK icon
1250
The Bancorp
TBBK
$2.79B
– –
-19,600
Closed -$162K
48 49
50
51 52

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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.