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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
TGTX icon
476
TG Therapeutics
TGTX
$8.58B
$551K 0.06%
+67,243
New +$588K
UMPQ
477
DELISTED
Umpqua Holdings Corp
UMPQ
$551K 0.06%
+26,493
New +$547K
FHB icon
478
First Hawaiian
FHB
$3.42B
$544K 0.06%
+18,642
New +$546K
SWK icon
479
Stanley Black & Decker
SWK
$14.2B
$544K 0.06%
+3,203
New +$524K
ATCO
480
DELISTED
Atlas Corp.
ATCO
$541K 0.06%
80,148
+31,065
+63% +$203K
AGO icon
481
Assured Guaranty
AGO
$3.78B
$540K 0.06%
15,930
+3,579
+29% +$130K
ITCI
482
DELISTED
Intra-Cellular Therapies Inc.
ITCI
$539K 0.06%
37,203
+5,027
+16% +$77.6K
SNBR
483
DELISTED
Sleep Number
SNBR
$538K 0.06%
14,322
-9,738
-40% -$332K
CUBI icon
484
Customers Bancorp
CUBI
$2.59B
$536K 0.06%
+20,614
New +$585K
NETI
485
DELISTED
Eneti Inc.
NETI
$534K 0.06%
7,762
+5,492
+242% +$383K
FORM icon
486
FormFactor
FORM
$8.11B
$530K 0.06%
33,857
+23,328
+222% +$390K
TRI icon
487
Thomson Reuters
TRI
$39.4B
$530K 0.06%
+10,477
New +$548K
TRVG
488
trivago
TRVG
$386M
$529K 0.06%
+15,459
New +$634K
GSK icon
489
GSK
GSK
$103B
$528K 0.06%
+11,903
New +$550K
WFC icon
490
Wells Fargo
WFC
$261B
$527K 0.06%
+8,692
New +$491K
MASI
491
DELISTED
Masimo
MASI
$524K 0.06%
+6,181
New +$536K
QCRH icon
492
QCR Holdings
QCRH
$1.65B
$524K 0.06%
+12,234
New +$558K
HMHC
493
DELISTED
Houghton Mifflin Harcourt Company
HMHC
$521K 0.06%
+56,037
New +$559K
PRI icon
494
Primerica
PRI
$9.81B
$520K 0.06%
+5,119
New +$488K
VRTU
495
DELISTED
Virtusa Corporation
VRTU
$519K 0.06%
11,784
+5,256
+81% +$223K
EMN icon
496
Eastman Chemical
EMN
$7.8B
$518K 0.06%
5,589
+1,495
+37% +$136K
NVCR icon
497
NovoCure
NVCR
$2.04B
$518K 0.06%
25,648
+14,958
+140% +$288K
DVAX
498
DELISTED
Dynavax Technologies
DVAX
$516K 0.06%
+27,577
New +$554K
LZB icon
499
La-Z-Boy
LZB
$1.59B
$516K 0.06%
+16,529
New +$477K
TVPT
500
DELISTED
Travelport Worldwide Limited
TVPT
$515K 0.06%
39,379
+25,170
+177% +$359K
18 19
20
21 22

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CM
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WHG
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PSCM
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FGP
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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.