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Trexquant Investment Portfolio holdings

AUM $17B
1-Year Est. Return 39.66%
This Fund
S&P 500
This Quarter Est. Return
+3.88%
1 Year Est. Return
+39.66%
3 Year Est. Return
+112.15%
5 Year Est. Return
+98.93%
10 Year Est. Return
+403.68%
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 Technology 16.33%
2 Consumer Discretionary 15.28%
3 Industrials 14.18%
4 Healthcare 13.65%
5 Financials 12.89%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
TNET icon
601
TriNet
TNET
$3.06B
$408K 0.04%
+9,201
New +$368K
WRB icon
602
W.R. Berkley
WRB
$26B
$407K 0.04%
+19,173
New +$392K
RFP
603
DELISTED
Resolute Forest Products Inc.
RFP
$407K 0.04%
+36,794
New +$298K
SONC
604
DELISTED
Sonic Corp
SONC
$407K 0.04%
+14,828
New +$382K
PETS icon
605
PetMed Express
PETS
$37.1M
$406K 0.04%
8,929
-15,002
-63% -$591K
BANC icon
606
Banc of California
BANC
$2.92B
$404K 0.04%
19,586
+3,897
+25% +$81.4K
CHL
607
DELISTED
China Mobile Limited
CHL
$404K 0.04%
7,998
+464
+6% +$23.4K
BRO icon
608
Brown & Brown
BRO
$22.3B
$402K 0.04%
+15,612
New +$392K
GPX
609
DELISTED
GP Strategies Corp.
GPX
$402K 0.04%
+17,338
New +$453K
MCHB
610
Mechanics Bancorp
MCHB
$3.42B
$400K 0.04%
+13,817
New +$401K
PCAR icon
611
PACCAR
PCAR
$64.2B
$400K 0.04%
+8,432
New +$399K
CALA
612
DELISTED
Calithera Biosciences, Inc
CALA
$400K 0.04%
2,398
+1,864
+349% +$477K
SYNH
613
DELISTED
Syneos Health, Inc. Class A Common Stock
SYNH
$398K 0.04%
9,128
+3,258
+56% +$152K
BGC icon
614
BGC Group
BGC
$5.8B
$397K 0.04%
40,893
+6,817
+20% +$68.8K
ALLY icon
615
Ally Financial
ALLY
$12.7B
$395K 0.04%
+13,549
New +$360K
SXI icon
616
Standex International
SXI
$3.31B
$395K 0.04%
+3,881
New +$400K
UTL icon
617
Unitil
UTL
$980M
$395K 0.04%
+8,655
New +$434K
GPK icon
618
Graphic Packaging
GPK
$2.82B
$391K 0.04%
25,309
-2,825
-10% -$42.5K
CNMD icon
619
CONMED
CNMD
$1.41B
$388K 0.04%
+7,610
New +$396K
INDB icon
620
Independent Bank
INDB
$3.9B
$387K 0.04%
+5,545
New +$397K
DLTR icon
621
Dollar Tree
DLTR
$22.2B
$386K 0.04%
3,593
-957
-21% -$93.5K
NTB icon
622
Bank of N.T. Butterfield & Son
NTB
$2.35B
$386K 0.04%
+10,649
New +$396K
PKG icon
623
Packaging Corp of America
PKG
$20.3B
$386K 0.04%
+3,205
New +$372K
MANT
624
DELISTED
Mantech International Corp
MANT
$386K 0.04%
+7,698
New +$374K
ALNY icon
625
Alnylam Pharmaceuticals
ALNY
$34.5B
$384K 0.04%
+3,021
New +$380K
23 24
25
26 27

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FCAS
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RFC
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VRS
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WA
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DCM
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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 Technology at 16% of assets, up from 16% a quarter earlier, followed by Consumer Discretionary 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.