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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
CMD
1326
DELISTED
Cantel Medical Corporation
CMD
– –
-3,704
Closed -$349K
GNMK
1327
DELISTED
GenMark Diagnostics, Inc
GNMK
– –
-15,696
Closed -$151K
IPHI
1328
DELISTED
INPHI CORPORATION
IPHI
– –
-11,325
Closed -$449K
VAR
1329
DELISTED
Varian Medical Systems, Inc.
VAR
– –
-6,834
Closed -$684K
CZZ
1330
DELISTED
Cosan Limited
CZZ
– –
-45,525
Closed -$370K
EV
1331
DELISTED
Eaton Vance Corp.
EV
– –
-11,545
Closed -$570K
FIT
1332
DELISTED
Fitbit, Inc. Class A common stock
FIT
– –
-116,114
Closed -$808K
PE
1333
DELISTED
PARSLEY ENERGY INC
PE
– –
-7,821
Closed -$206K
NGHC
1334
DELISTED
National General Holdings Corp
NGHC
– –
-10,584
Closed -$202K
DNKN
1335
DELISTED
Dunkin' Brands Group, Inc.
DNKN
– –
-12,057
Closed -$640K
IMMU
1336
DELISTED
Immunomedics Inc
IMMU
– –
-79,923
Closed -$1.12M
LOGM
1337
DELISTED
LogMein, Inc.
LOGM
– –
-10,542
Closed -$1.16M
BFYT
1338
DELISTED
Benefytt Technologies, Inc. Class A Common Stock
BFYT
– –
-30,316
Closed -$440K
GCAP
1339
DELISTED
Gain Capital Holdings, Inc.
GCAP
– –
-17,007
Closed -$109K
PTLA
1340
DELISTED
Portola Pharmaceuticals, Inc.
PTLA
– –
-7,325
Closed -$396K
TECD
1341
DELISTED
Tech Data Corp
TECD
– –
-5,802
Closed -$516K
ARCH
1342
DELISTED
Arch Resources, Inc.
ARCH
– –
-3,809
Closed -$273K
CBPX
1343
DELISTED
CONTINENTAL BUILDING PRODUCTS, INC.
CBPX
– –
-13,503
Closed -$351K
WCG
1344
DELISTED
Wellcare Health Plans, Inc.
WCG
– –
-4,986
Closed -$856K
JAG
1345
DELISTED
Jagged Peak Energy Inc.
JAG
– –
-15,020
Closed -$205K
VSI
1346
DELISTED
Vitamin Shoppe Inc.
VSI
– –
-45,374
Closed -$243K
CBM
1347
DELISTED
Cambrex Corporation
CBM
– –
-3,793
Closed -$209K
LTXB
1348
DELISTED
LegacyTexas Financial Group Inc
LTXB
– –
-8,211
Closed -$328K
TRK
1349
DELISTED
Speedway Motorsports, Inc.
TRK
– –
-16,083
Closed -$343K
QTNA
1350
DELISTED
Quantenna Communications, Inc. Common Stock
QTNA
– –
-13,516
Closed -$227K
52 53
54
55 56

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CM
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WHG
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PSCM
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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.