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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
SWX icon
451
Southwest Gas
SWX
$6.74B
$597K 0.07%
+7,416
New +$602K
TDG icon
452
TransDigm Group
TDG
$69.2B
$593K 0.07%
2,160
+1,342
+164% +$365K
ENS icon
453
EnerSys
ENS
$6.95B
$588K 0.06%
8,446
+4,741
+128% +$325K
VIPS icon
454
Vipshop
VIPS
$6.84B
$588K 0.06%
50,162
-15,622
-24% -$138K
ED icon
455
Consolidated Edison
ED
$41.6B
$587K 0.06%
+6,907
New +$593K
MTSI icon
456
MACOM Technology Solutions
MTSI
$20.4B
$587K 0.06%
+18,027
New +$652K
AIG icon
457
American International
AIG
$41.9B
$586K 0.06%
+9,840
New +$604K
SNP
458
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
$586K 0.06%
7,989
-1,725
-18% -$126K
IMAX icon
459
IMAX
IMAX
$2.38B
$585K 0.06%
+25,262
New +$595K
LPG icon
460
Dorian LPG
LPG
$1.94B
$584K 0.06%
+71,076
New +$546K
AMP icon
461
Ameriprise Financial
AMP
$46.8B
$581K 0.06%
+3,426
New +$549K
NCLH icon
462
Norwegian Cruise Line
NCLH
$8.89B
$581K 0.06%
+10,910
New +$604K
TTSH
463
DELISTED
Tile Shop Holdings
TTSH
$581K 0.06%
60,482
+47,224
+356% +$417K
XOMA
464
DELISTED
Xoma
XOMA
$579K 0.06%
+16,264
New +$441K
ZEN
465
DELISTED
ZENDESK INC
ZEN
$577K 0.06%
17,057
+5,478
+47% +$179K
SUPN icon
466
Supernus Pharmaceuticals
SUPN
$2.68B
$574K 0.06%
+14,392
New +$569K
DLB icon
467
Dolby
DLB
$4.72B
$569K 0.06%
+9,176
New +$554K
HRG
468
DELISTED
HRG Group, Inc.
HRG
$565K 0.06%
+33,348
New +$539K
PVH icon
469
PVH
PVH
$3.71B
$564K 0.06%
4,114
-2,750
-40% -$359K
NWSA icon
470
News Corp Class A
NWSA
$14.5B
$562K 0.06%
34,669
+6,991
+25% +$105K
JWN
471
DELISTED
Nordstrom
JWN
$559K 0.06%
+11,790
New +$508K
ARRS
472
DELISTED
ARRIS International plc Ordinary Shares
ARRS
$559K 0.06%
21,750
+5,947
+38% +$167K
ORBK
473
DELISTED
Orbotech Ltd
ORBK
$555K 0.06%
11,053
+6,068
+122% +$295K
SAVE
474
DELISTED
Spirit Airlines, Inc.
SAVE
$554K 0.06%
+12,346
New +$475K
TER icon
475
Teradyne
TER
$54.8B
$552K 0.06%
+13,189
New +$544K
17 18
19
20 21

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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.