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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
MRO
326
DELISTED
Marathon Oil Corporation
MRO
$902K 0.1%
+53,262
New +$791K
GCO icon
327
Genesco
GCO
$396M
$893K 0.1%
+27,464
New +$755K
VVV icon
328
Valvoline
VVV
$4.97B
$893K 0.1%
+35,618
New +$861K
RMAX icon
329
RE/MAX Holdings
RMAX
$200M
$892K 0.1%
+18,383
New +$1.05M
AAMI
330
Acadian Asset Management
AAMI
$2.88B
$882K 0.1%
+52,649
New +$836K
LSTR icon
331
Landstar System
LSTR
$6.8B
$881K 0.1%
+8,466
New +$850K
MSGS icon
332
Madison Square Garden
MSGS
$9.54B
$874K 0.1%
5,811
+2,655
+84% +$410K
OLN icon
333
Olin
OLN
$2.64B
$872K 0.1%
+24,501
New +$871K
NXPI icon
334
NXP Semiconductors
NXPI
$68B
$869K 0.1%
+7,421
New +$857K
SIX
335
DELISTED
Six Flags Entertainment Corp.
SIX
$868K 0.1%
+13,034
New +$834K
AU icon
336
AngloGold Ashanti
AU
$40.3B
$867K 0.1%
+85,052
New +$820K
ZTO icon
337
ZTO Express
ZTO
$18.2B
$861K 0.09%
54,294
+14,594
+37% +$230K
VRNS icon
338
Varonis Systems
VRNS
$5.25B
$860K 0.09%
+53,139
New +$833K
STX icon
339
Seagate
STX
$193B
$859K 0.09%
+20,537
New +$785K
RXDX
340
DELISTED
Ignyta, Inc.
RXDX
$859K 0.09%
32,187
+19,842
+161% +$322K
OMF icon
341
OneMain Financial
OMF
$6.9B
$854K 0.09%
+32,850
New +$908K
HZO icon
342
MarineMax
HZO
$800M
$847K 0.09%
+44,807
New +$863K
OVV icon
343
Ovintiv
OVV
$17.5B
$846K 0.09%
12,700
-6,532
-34% -$385K
REVG
344
DELISTED
REV Group
REVG
$846K 0.09%
+25,993
New +$712K
GEN icon
345
Gen Digital
GEN
$15.6B
$841K 0.09%
29,985
+12,247
+69% +$366K
FIS icon
346
Fidelity National Information Services
FIS
$21.5B
$834K 0.09%
8,863
+2,105
+31% +$198K
SBH icon
347
Sally Beauty Holdings
SBH
$1.4B
$832K 0.09%
+44,356
New +$769K
VOD icon
348
Vodafone
VOD
$34.9B
$832K 0.09%
26,093
+6,759
+35% +$203K
EXAS
349
DELISTED
Exact Sciences
EXAS
$831K 0.09%
15,816
+3,671
+30% +$196K
DORM icon
350
Dorman Products
DORM
$4.01B
$823K 0.09%
+13,461
New +$913K
12 13
14
15 16

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CM
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WHG
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PSCM
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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.