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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
GWRE icon
626
Guidewire Software
GWRE
$11.8B
$383K 0.04%
5,161
+950
+23% +$73.4K
AMAG
627
DELISTED
AMAG Pharmaceuticals
AMAG
$383K 0.04%
28,940
+6,618
+30% +$99.8K
GNRT
628
DELISTED
Gener8 Maritime, Inc.
GNRT
$383K 0.04%
+57,847
New +$277K
HSKA
629
DELISTED
Heska Corp
HSKA
$383K 0.04%
4,778
+640
+15% +$56.4K
RNG icon
630
RingCentral
RNG
$5.82B
$380K 0.04%
+7,842
New +$357K
KMI icon
631
Kinder Morgan
KMI
$69.9B
$379K 0.04%
+20,984
New +$377K
ANET icon
632
Arista Networks
ANET
$243B
$377K 0.04%
+25,584
New +$342K
UVE icon
633
Universal Insurance Holdings
UVE
$1.21B
$377K 0.04%
+13,771
New +$346K
MRCY icon
634
Mercury Systems
MRCY
$4.86B
$376K 0.04%
+7,327
New +$376K
LM
635
DELISTED
Legg Mason, Inc.
LM
$375K 0.04%
+8,925
New +$351K
GRMN
636
Garmin
GRMN
$52.5B
$374K 0.04%
6,273
+177
+3% +$10.4K
STML
637
DELISTED
Stemline Therapeutics, Inc.
STML
$374K 0.04%
+23,973
New +$321K
TOUR
638
Tuniu
TOUR
$56.1M
$373K 0.04%
4,860
+1,859
+62% +$145K
ARCC icon
639
Ares Capital
ARCC
$14.1B
$372K 0.04%
23,650
+9,754
+70% +$158K
CNQ icon
640
Canadian Natural Resources
CNQ
$106B
$371K 0.04%
21,198
-23,838
-53% -$400K
EXPO icon
641
Exponent
EXPO
$3.21B
$371K 0.04%
10,442
+4,378
+72% +$161K
QUOT
642
DELISTED
Quotient Technology Inc
QUOT
$369K 0.04%
+31,364
New +$435K
EQNR icon
643
Equinor
EQNR
$107B
$368K 0.04%
+17,169
New +$350K
ICFI icon
644
ICF International
ICFI
$1.55B
$368K 0.04%
+7,012
New +$378K
MTRN icon
645
Materion
MTRN
$5.27B
$367K 0.04%
+7,548
New +$359K
CBU icon
646
Community Bank
CBU
$3.28B
$366K 0.04%
+6,806
New +$370K
PHH
647
DELISTED
PHH Corporation
PHH
$366K 0.04%
+35,499
New +$431K
COLB icon
648
Columbia Banking Systems
COLB
$8.44B
$365K 0.04%
+8,391
New +$366K
TTMI icon
649
TTM Technologies
TTMI
$13.1B
$365K 0.04%
+23,262
New +$374K
BBL
650
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
$365K 0.04%
+9,067
New +$337K
24 25
26
27 28

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RFC
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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.