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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
MODN
851
DELISTED
MODEL N, INC.
MODN
$239K 0.03%
15,172
+4,900
+48% +$73.8K
CCMP
852
DELISTED
CMC Materials, Inc. Common Stock
CCMP
$238K 0.03%
+2,525
New +$233K
FTD
853
DELISTED
FTD Companies, Inc. Common Stock
FTD
$238K 0.03%
+33,042
New +$307K
WNS
854
DELISTED
WNS Holdings
WNS
$237K 0.03%
5,915
+159
+3% +$6.25K
TECK icon
855
Teck Resources
TECK
$34.5B
$236K 0.03%
9,013
-24,268
-73% -$553K
NAV
856
DELISTED
Navistar International
NAV
$236K 0.03%
+5,502
New +$229K
CTRN icon
857
Citi Trends
CTRN
$552M
$235K 0.03%
+8,885
New +$207K
FSS icon
858
Federal Signal
FSS
$7.17B
$235K 0.03%
+11,703
New +$246K
VRA icon
859
Vera Bradley
VRA
$87.6M
$235K 0.03%
+19,278
New +$174K
ENLC
860
DELISTED
ENLINK MIDSTREAM, LLC
ENLC
$235K 0.03%
+13,330
New +$219K
GTS
861
DELISTED
Triple-S Management Corporation
GTS
$234K 0.03%
9,880
-12,477
-56% -$304K
NBIX icon
862
Neurocrine Biosciences
NBIX
$15.8B
$233K 0.03%
3,005
-1,014
-25% -$69.2K
WAFD icon
863
WaFd
WAFD
$2.51B
$233K 0.03%
+6,797
New +$233K
HRTG icon
864
Heritage Insurance Holdings
HRTG
$1.01B
$232K 0.03%
+12,901
New +$214K
IRTC icon
865
iRhythm Holdings
IRTC
$3.94B
$232K 0.03%
+4,147
New +$217K
EHC icon
866
Encompass Health
EHC
$12B
$231K 0.03%
+5,885
New +$224K
SRDX
867
DELISTED
Surmodics
SRDX
$231K 0.03%
+8,247
New +$252K
TNAV
868
DELISTED
Telenav Inc.
TNAV
$231K 0.03%
+42,010
New +$234K
MRNS
869
DELISTED
Marinus Pharmaceuticals, Inc
MRNS
$230K 0.03%
+7,059
New +$190K
CCXI
870
DELISTED
ChemoCentryx, Inc.
CCXI
$230K 0.03%
+38,585
New +$265K
RTEC
871
DELISTED
Rudolph Technologies Inc
RTEC
$229K 0.03%
+9,565
New +$246K
REGI
872
DELISTED
Renewable Energy Group, Inc.
REGI
$229K 0.03%
19,385
+3,223
+20% +$37.2K
CYOU
873
DELISTED
Changyou.com Limited American Depositary Share
CYOU
$228K 0.03%
+6,267
New +$237K
JOE icon
874
St. Joe Company
JOE
$3.64B
$227K 0.02%
12,585
-4,126
-25% -$76.4K
TPC
875
Tutor Perini Cor
TPC
$4.63B
$227K 0.02%
+8,940
New +$238K
33 34
35
36 37

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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.