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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
WBT
501
DELISTED
Welbilt, Inc.
WBT
$514K 0.06%
+21,868
New +$482K
AKAO
502
DELISTED
Achaogen Inc
AKAO
$513K 0.06%
+47,742
New +$599K
BOX icon
503
Box
BOX
$4.02B
$511K 0.06%
+24,218
New +$511K
APTI
504
DELISTED
Apptio, Inc. Class A Common Stock
APTI
$511K 0.06%
21,747
+9,311
+75% +$198K
ECPG icon
505
Encore Capital Group
ECPG
$1.93B
$510K 0.06%
+12,116
New +$553K
INFO
506
DELISTED
IHS Markit Ltd. Common Shares
INFO
$509K 0.06%
11,281
-18,315
-62% -$808K
HCI icon
507
HCI Group
HCI
$2.28B
$507K 0.06%
+16,960
New +$565K
MIC
508
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
$507K 0.06%
7,897
+158
+2% +$10.7K
ENTA icon
509
Enanta Pharmaceuticals
ENTA
$372M
$506K 0.06%
+8,620
New +$432K
ABG icon
510
Asbury Automotive
ABG
$4.19B
$504K 0.06%
+7,877
New +$492K
PFSI icon
511
PennyMac Financial
PFSI
$4.38B
$501K 0.06%
+22,397
New +$441K
VIAV icon
512
Viavi Solutions
VIAV
$9.75B
$500K 0.05%
57,172
-11,251
-16% -$102K
TARO
513
DELISTED
Taro Pharmaceutical Industries Ltd.
TARO
$497K 0.05%
+4,742
New +$521K
IMPV
514
DELISTED
Imperva, Inc.
IMPV
$496K 0.05%
+12,506
New +$521K
NGVT icon
515
Ingevity
NGVT
$2.55B
$495K 0.05%
+7,031
New +$507K
EBS icon
516
Emergent Biosolutions
EBS
$375M
$494K 0.05%
+10,635
New +$448K
LUMO
517
DELISTED
Lumos Pharma, Inc. Common Stock
LUMO
$494K 0.05%
6,769
+5,143
+316% +$425K
AKS
518
DELISTED
AK Steel Holding Corp
AKS
$494K 0.05%
87,310
+15,054
+21% +$78.5K
VIA
519
DELISTED
Via Renewables, Inc. Class A Common Stock
VIA
$493K 0.05%
+7,949
New +$522K
HXL icon
520
Hexcel
HXL
$8.32B
$491K 0.05%
+7,941
New +$483K
SJR
521
DELISTED
Shaw Communications Inc.
SJR
$491K 0.05%
+21,524
New +$485K
CALD
522
DELISTED
Callidus Software, Inc.
CALD
$491K 0.05%
17,134
+8,845
+107% +$241K
CTB
523
DELISTED
Cooper Tire & Rubber Co.
CTB
$486K 0.05%
+13,761
New +$486K
BDC icon
524
Belden
BDC
$4B
$485K 0.05%
+6,280
New +$519K
CTLT
525
DELISTED
CATALENT, INC.
CTLT
$484K 0.05%
11,773
+5,324
+83% +$217K
19 20
21
22 23

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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.