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TI

Trexquant Investment Portfolio holdings

AUM $17B
1-Year Est. Return 39.66%
This Fund
S&P 500
This Quarter Est. Return
+3.88%
1 Year Est. Return
+39.66%
3 Year Est. Return
+112.15%
5 Year Est. Return
+98.93%
10 Year Est. Return
+403.68%
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 Technology 16.33%
2 Consumer Discretionary 15.28%
3 Industrials 14.18%
4 Healthcare 13.65%
5 Financials 12.89%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
KMT icon
1151
Kennametal
KMT
$2.26B
– –
-5,130
Closed -$207K
KOP icon
1152
Koppers
KOP
$871M
– –
-8,417
Closed -$388K
LAUR icon
1153
Laureate Education
LAUR
$4.96B
– –
-32,539
Closed -$473K
LAZ icon
1154
Lazard
LAZ
$4.16B
– –
-17,488
Closed -$791K
HAPN
1155
Happen Inc
HAPN
$1.94B
– –
-7,319
Closed -$223K
LDOS icon
1156
Leidos
LDOS
$16.1B
– –
-6,886
Closed -$408K
LH icon
1157
Labcorp
LH
$26B
– –
-2,745
Closed -$356K
LIND icon
1158
Lindblad Expeditions
LIND
$1.66B
– –
-11,986
Closed -$128K
LKQ icon
1159
LKQ Corp
LKQ
$6.12B
– –
-18,387
Closed -$662K
LXU icon
1160
LSB Industries
LXU
$842M
– –
-18,871
Closed -$115K
LYB icon
1161
LyondellBasell Industries
LYB
$20.8B
– –
-3,465
Closed -$343K
LYTS icon
1162
LSI Industries
LYTS
$730M
– –
-30,679
Closed -$203K
MA icon
1163
Mastercard
MA
$497B
– –
-7,721
Closed -$1.09M
MAN icon
1164
ManpowerGroup
MAN
$2.64B
– –
-6,315
Closed -$744K
MANH icon
1165
Manhattan Associates
MANH
$12B
– –
-15,399
Closed -$640K
MCD icon
1166
McDonald's
MCD
$179B
– –
-13,002
Closed -$2.04M
MCFT icon
1167
MasterCraft Boat Holdings
MCFT
$552M
– –
-13,757
Closed -$280K
MCHP icon
1168
Microchip Technology
MCHP
$39.6B
– –
-16,886
Closed -$758K
MDXG icon
1169
MiMedx Group
MDXG
$683M
– –
-68,609
Closed -$815K
MEOH icon
1170
Methanex
MEOH
$4.82B
– –
-7,717
Closed -$388K
MHK icon
1171
Mohawk Industries
MHK
$8.67B
– –
-1,755
Closed -$434K
KG
1172
Kestrel Group
KG
$57.7M
– –
-1,166
Closed -$185K
MLM icon
1173
Martin Marietta Materials
MLM
$35.7B
– –
-1,370
Closed -$283K
MMSI icon
1174
Merit Medical Systems
MMSI
$5.21B
– –
-6,844
Closed -$290K
MOMO
1175
Hello Group
MOMO
$685M
– –
-25,603
Closed -$802K
45 46
47
48 49

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FCAS
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RFC
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EH
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VRS
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OAC
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WA
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DCM
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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 Technology at 16% of assets, up from 16% a quarter earlier, followed by Consumer Discretionary 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.