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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
AWI icon
276
Armstrong World Industries
AWI
$6.86B
$1.03M 0.11%
+17,057
New +$940K
NXEO
277
DELISTED
Nexeo Solutions, Inc. Common Stock
NXEO
$1.03M 0.11%
113,024
+81,736
+261% +$646K
GKOS icon
278
Glaukos
GKOS
$9.02B
$1.02M 0.11%
+39,926
New +$1.19M
KBR icon
279
KBR
KBR
$4.68B
$1.02M 0.11%
51,554
+39,274
+320% +$743K
FICO icon
280
Fair Isaac
FICO
$28.7B
$1.02M 0.11%
6,646
+5,071
+322% +$767K
CPRI icon
281
Capri Holdings
CPRI
$1.77B
$1.02M 0.11%
16,162
-10,989
-40% -$602K
SCG
282
DELISTED
Scana
SCG
$1.02M 0.11%
25,543
-379
-1% -$16.9K
PAY
283
DELISTED
Verifone Systems Inc
PAY
$1.01M 0.11%
57,263
+14,851
+35% +$276K
AJRD
284
DELISTED
Aerojet Rocketdyne Holdings
AJRD
$1.01M 0.11%
+32,463
New +$1.03M
COP icon
285
ConocoPhillips
COP
$147B
$1M 0.11%
18,311
-21,089
-54% -$1.08M
DCI icon
286
Donaldson
DCI
$10.8B
$1M 0.11%
+20,466
New +$976K
EA icon
287
Electronic Arts
EA
$52.4B
$1M 0.11%
9,535
+7,051
+284% +$784K
BNED icon
288
Barnes & Noble Education
BNED
$412M
$1M 0.11%
+1,215
New +$803K
MDSO
289
DELISTED
Medidata Solutions, Inc.
MDSO
$995K 0.11%
+15,704
New +$1.12M
KR icon
290
Kroger
KR
$34.8B
$989K 0.11%
36,044
-49,500
-58% -$1.15M
CROX icon
291
Crocs
CROX
$6.69B
$988K 0.11%
78,193
+59,557
+320% +$638K
ROP icon
292
Roper Technologies
ROP
$36.3B
$987K 0.11%
3,809
-642
-14% -$165K
ATHM icon
293
Autohome
ATHM
$2.43B
$985K 0.11%
+15,235
New +$920K
AUD
294
DELISTED
Audacy, Inc.
AUD
$984K 0.11%
+91,070
New +$1.04M
ETD icon
295
Ethan Allen Interiors
ETD
$581M
$982K 0.11%
34,353
+21,268
+163% +$624K
PRGO icon
296
Perrigo
PRGO
$1.4B
$982K 0.11%
11,262
-1,564
-12% -$134K
KEM
297
DELISTED
KEMET Corporation
KEM
$981K 0.11%
65,134
+44,317
+213% +$844K
AAN.A
298
DELISTED
The Aaron's Company Inc Class A
AAN.A
$981K 0.11%
+24,618
New +$981K
WWD icon
299
Woodward
WWD
$25B
$977K 0.11%
+12,769
New +$997K
BIDU icon
300
Baidu
BIDU
$35.8B
$973K 0.11%
+4,156
New +$1.02M
10 11
12
13 14

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WHG
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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.