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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
JASO
1376
DELISTED
JA Solar Holdings, Co., Ltd
JASO
– –
-56,739
Closed -$432K
ALOG
1377
DELISTED
Analogic Corp
ALOG
– –
-7,937
Closed -$665K
FINL
1378
DELISTED
Finish Line
FINL
– –
-151,209
Closed -$1.82M
STB
1379
DELISTED
Student Transportation Inc
STB
– –
-20,561
Closed -$123K
CGI
1380
DELISTED
Celadon Group Inc
CGI
– –
-24,217
Closed -$163K
JUNO
1381
DELISTED
Juno Therapeutics, Inc.
JUNO
– –
-10,400
Closed -$467K
RGC
1382
DELISTED
Regal Entertainment Group
RGC
– –
-14,566
Closed -$233K
SCMP
1383
DELISTED
Sucampo Pharmaceuticals, Inc.
SCMP
– –
-10,305
Closed -$122K
ACTA
1384
DELISTED
Actua Corp
ACTA
– –
-25,867
Closed -$396K
BRCD
1385
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
– –
-32,623
Closed -$390K
LVLT
1386
DELISTED
Level 3 Communications Inc
LVLT
– –
-8,230
Closed -$439K
ALR
1387
DELISTED
Alere Inc
ALR
– –
-5,926
Closed -$302K
COWN
1388
DELISTED
Cowen Inc. Class A Common Stock
COWN
– –
-14,444
Closed -$257K
XL
1389
DELISTED
XL Group Ltd.
XL
– –
-11,452
Closed -$452K
ESV
1390
DELISTED
Ensco Rowan plc
ESV
– –
-52,635
Closed -$1.26M
HIBB
1391
DELISTED
Hibbett, Inc. Common Stock
HIBB
– –
-17,480
Closed -$249K
MNTX
1392
DELISTED
Manitex International, Inc.
MNTX
– –
-16,692
Closed -$150K
VEDL
1393
DELISTED
Vedanta Limited American Depostary Shares (Each representing four equity shares)
VEDL
– –
-20,167
Closed -$390K
TSS
1394
DELISTED
Total System Services, Inc.
TSS
– –
-9,741
Closed -$638K
IMDZ
1395
DELISTED
Immune Design Corp.
IMDZ
– –
-14,260
Closed -$148K
DST
1396
DELISTED
DST Systems Inc.
DST
– –
-9,466
Closed -$519K
HAWK
1397
DELISTED
Blackhawk Network Holdings, Inc. Common Stock
HAWK
– –
-7,492
Closed -$328K
STMP
1398
DELISTED
Stamps.com, Inc.
STMP
– –
-1,117
Closed -$226K
DO
1399
DELISTED
Diamond Offshore Drilling
DO
– –
-35,918
Closed -$521K
VG
1400
DELISTED
Vonage Holdings Corporation
VG
– –
-31,275
Closed -$255K
53 54 55
56
57

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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.