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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
MKTX icon
676
MarketAxess Holdings
MKTX
$4.15B
$348K 0.04%
1,727
-1,490
-46% -$281K
HSTM icon
677
HealthStream
HSTM
$793M
$347K 0.04%
14,999
-1,874
-11% -$44.1K
HTO
678
H2O America
HTO
$2.67B
$347K 0.04%
+5,443
New +$344K
BHVN
679
DELISTED
Biohaven Pharmaceutical Holding Company Ltd.
BHVN
$346K 0.04%
+12,836
New +$353K
UFI icon
680
UNIFI
UFI
$117M
$344K 0.04%
+9,588
New +$347K
WBC
681
DELISTED
WABCO HOLDINGS INC.
WBC
$343K 0.04%
2,390
-4,500
-65% -$661K
WST icon
682
West Pharmaceutical
WST
$23.1B
$342K 0.04%
+3,465
New +$340K
ZG icon
683
Zillow
ZG
$7.02B
$342K 0.04%
+8,403
New +$345K
IAG icon
684
IAMGOLD
IAG
$8.47B
$341K 0.04%
58,497
+29,435
+101% +$168K
INO icon
685
Inovio Pharmaceuticals
INO
$79.8M
$339K 0.04%
+6,844
New +$424K
OFG icon
686
OFG Bancorp
OFG
$2.21B
$339K 0.04%
36,098
+20,248
+128% +$182K
UMBF icon
687
UMB Financial
UMBF
$10.7B
$339K 0.04%
+4,714
New +$346K
EEX
688
DELISTED
Emerald Holding
EEX
$338K 0.04%
+16,633
New +$368K
LDL
689
DELISTED
Lydall, Inc.
LDL
$338K 0.04%
6,654
-600
-8% -$32.8K
RPXC
690
DELISTED
RPX Corporation
RPXC
$337K 0.04%
+25,087
New +$332K
SIOX
691
DELISTED
Sio Gene Therapies Inc. Common Stock
SIOX
$336K 0.04%
+7,970
New +$358K
FCFS icon
692
FirstCash
FCFS
$8.55B
$335K 0.04%
+4,974
New +$321K
TACO
693
DELISTED
Del Taco Restaurants, Inc. Common Stock
TACO
$335K 0.04%
+27,609
New +$357K
DPLO
694
DELISTED
DIPLOMAT PHARMACY, INC.
DPLO
$334K 0.04%
+16,661
New +$328K
TCF
695
DELISTED
TCF Financial Corporation
TCF
$334K 0.04%
+16,281
New +$305K
BJRI icon
696
BJ's Restaurants
BJRI
$1.41B
$332K 0.04%
9,116
-8,686
-49% -$290K
DGICA icon
697
Donegal Group Class A
DGICA
$695M
$332K 0.04%
+19,162
New +$327K
FND icon
698
Floor & Decor
FND
$5.81B
$332K 0.04%
+6,821
New +$276K
NNBR icon
699
NN Inc
NNBR
$272M
$332K 0.04%
+12,033
New +$342K
SSRM icon
700
SSR Mining
SSRM
$5.57B
$332K 0.04%
+37,803
New +$349K
26 27
28
29 30

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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.