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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
TNET icon
601
TriNet
TNET
$2.84B
$408K 0.04%
+9,201
New +$368K
WRB icon
602
W.R. Berkley
WRB
$28B
$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
$42.5M
$406K 0.04%
8,929
-15,002
-63% -$591K
BANC icon
606
Banc of California
BANC
$3.28B
$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
$22.9B
$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
$3.47B
$400K 0.04%
+13,817
New +$401K
PCAR icon
611
PACCAR
PCAR
$69.6B
$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
$5.58B
$397K 0.04%
40,893
+6,817
+20% +$68.8K
ALLY icon
615
Ally Financial
ALLY
$13.1B
$395K 0.04%
+13,549
New +$360K
SXI icon
616
Standex International
SXI
$3.68B
$395K 0.04%
+3,881
New +$400K
UTL icon
617
Unitil
UTL
$1,000M
$395K 0.04%
+8,655
New +$434K
GPK icon
618
Graphic Packaging
GPK
$3.26B
$391K 0.04%
25,309
-2,825
-10% -$42.5K
CNMD icon
619
CONMED
CNMD
$1.29B
$388K 0.04%
+7,610
New +$396K
INDB icon
620
Independent Bank
INDB
$4.05B
$387K 0.04%
+5,545
New +$397K
DLTR icon
621
Dollar Tree
DLTR
$23.1B
$386K 0.04%
3,593
-957
-21% -$93.5K
NTB icon
622
Bank of N.T. Butterfield & Son
NTB
$2.42B
$386K 0.04%
+10,649
New +$396K
PKG icon
623
Packaging Corp of America
PKG
$22.7B
$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
$36.3B
$384K 0.04%
+3,021
New +$380K
23 24
25
26 27

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WHG
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PSCM
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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.