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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
CAR icon
651
Avis
CAR
$5.63B
$364K 0.04%
+8,296
New +$330K
EZPW icon
652
Ezcorp Inc
EZPW
$1.82B
$364K 0.04%
+29,854
New +$326K
FOLD
653
DELISTED
Amicus Therapeutics
FOLD
$364K 0.04%
25,261
+5,101
+25% +$70.1K
RDWR icon
654
Radware
RDWR
$1.24B
$363K 0.04%
18,696
+2,421
+15% +$45.9K
VAC icon
655
Marriott Vacations Worldwide
VAC
$3.24B
$363K 0.04%
+2,685
New +$354K
ADNT icon
656
Adient
ADNT
$1.6B
$362K 0.04%
4,602
+1,638
+55% +$132K
ALNT icon
657
Allient
ALNT
$1.47B
$362K 0.04%
+16,428
New +$334K
CNOB icon
658
Center Bancorp
CNOB
$1.63B
$362K 0.04%
14,042
+5,830
+71% +$153K
ESNT icon
659
Essent Group
ESNT
$6.06B
$361K 0.04%
8,309
+412
+5% +$18K
FCN icon
660
FTI Consulting
FCN
$4.82B
$361K 0.04%
+8,413
New +$343K
MX icon
661
Magnachip Semiconductor
MX
$128M
$361K 0.04%
+36,276
New +$409K
QUAD icon
662
Quad
QUAD
$430M
$359K 0.04%
+15,893
New +$360K
SYKE
663
DELISTED
SYKES Enterprises Inc
SYKE
$358K 0.04%
+11,396
New +$344K
PTGX icon
664
Protagonist Therapeutics
PTGX
$8.75B
$356K 0.04%
+17,106
New +$303K
AYR
665
DELISTED
Aircastle Ltd
AYR
$355K 0.04%
+15,183
New +$357K
LEN icon
666
Lennar Class A
LEN
$20.4B
$354K 0.04%
5,788
-5,495
-49% -$312K
LEG icon
667
Leggett & Platt
LEG
$1.52B
$353K 0.04%
+7,386
New +$349K
SNDX icon
668
Syndax Pharmaceuticals
SNDX
$1.84B
$353K 0.04%
40,274
+28,923
+255% +$286K
HSII
669
DELISTED
Heidrick & Struggles
HSII
$352K 0.04%
+14,319
New +$336K
FFWM
670
DELISTED
First Foundation Inc
FFWM
$351K 0.04%
18,906
+7,377
+64% +$136K
PCTY icon
671
Paylocity
PCTY
$6.71B
$350K 0.04%
7,411
-1,854
-20% -$89.9K
WERN icon
672
Werner Enterprises
WERN
$2.54B
$350K 0.04%
+9,053
New +$329K
MCY icon
673
Mercury Insurance
MCY
$5.94B
$349K 0.04%
+6,534
New +$359K
MERC icon
674
Mercer International
MERC
$44.9M
$349K 0.04%
24,380
+10,518
+76% +$144K
GNBC
675
DELISTED
Green Bancorp, Inc
GNBC
$349K 0.04%
+17,216
New +$382K
25 26
27
28 29

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CM
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X
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WHG
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PSCM
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BIP
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SA
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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.