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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
VRTX icon
1276
Vertex Pharmaceuticals
VRTX
$121B
– –
-5,664
Closed -$861K
VYX icon
1277
NCR Voyix
VYX
$1.06B
– –
-16,846
Closed -$388K
WD icon
1278
Walker & Dunlop
WD
$1.65B
– –
-8,658
Closed -$453K
WDAY icon
1279
Workday
WDAY
$33.4B
– –
-9,781
Closed -$1.03M
WLK icon
1280
Westlake Corp
WLK
$9.46B
– –
-27,039
Closed -$2.25M
WMB icon
1281
Williams Companies
WMB
$90.5B
– –
-16,230
Closed -$487K
WMK icon
1282
Weis Markets
WMK
$1.82B
– –
-6,195
Closed -$269K
WPM icon
1283
Wheaton Precious Metals
WPM
$50.6B
– –
-11,371
Closed -$217K
WTS icon
1284
Watts Water Technologies
WTS
$11.5B
– –
-5,046
Closed -$349K
WTW icon
1285
Willis Towers Watson
WTW
$27.9B
– –
-2,924
Closed -$451K
WYNN icon
1286
Wynn Resorts
WYNN
$10.1B
– –
-5,591
Closed -$833K
Z icon
1287
Zillow
Z
$7.04B
– –
-11,872
Closed -$477K
MTUS icon
1288
Metallus
MTUS
$873M
– –
-10,854
Closed -$179K
INVX
1289
Innovex International
INVX
$1.87B
– –
-13,739
Closed -$607K
SGI
1290
Somnigroup International
SGI
$15.1B
– –
-39,432
Closed -$636K
PDCO
1291
DELISTED
Patterson Companies, Inc.
PDCO
– –
-10,936
Closed -$423K
LGTY
1292
DELISTED
Logility Supply Chain Solutions, Inc. Common Stock
LGTY
– –
-17,377
Closed -$197K
SYRS
1293
DELISTED
Syros Pharmaceuticals, Inc. Common Stock
SYRS
– –
-1,914
Closed -$282K
SCWX
1294
DELISTED
SecureWorks Corp Class A Common Stock
SCWX
– –
-14,187
Closed -$175K
SWN
1295
DELISTED
Southwestern Energy Company
SWN
– –
-174,529
Closed -$1.07M
BIG
1296
DELISTED
Big Lots, Inc.
BIG
– –
-6,571
Closed -$352K
CPE
1297
DELISTED
Callon Petroleum Company
CPE
– –
-4,973
Closed -$559K
DSKE
1298
DELISTED
Daseke, Inc. Common Stock
DSKE
– –
-13,303
Closed -$174K
MDRX
1299
DELISTED
Veradigm Inc. Common Stock
MDRX
– –
-26,982
Closed -$384K
NSTG
1300
DELISTED
NanoString Technologies, Inc.
NSTG
– –
-12,586
Closed -$203K
50 51
52
53 54

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CM
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X
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WHG
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PSCM
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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.