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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
ENTL
876
DELISTED
Entellus Medical, Inc. Common Stock
ENTL
$227K 0.02%
+9,303
New +$179K
PGC icon
877
Peapack-Gladstone Financial
PGC
$822M
$226K 0.02%
+6,440
New +$220K
VST icon
878
Vistra
VST
$55.1B
$226K 0.02%
+12,335
New +$231K
LL
879
DELISTED
LL Flooring Holdings, Inc.
LL
$226K 0.02%
+7,200
New +$228K
NATI
880
DELISTED
National Instruments Corp
NATI
$226K 0.02%
+5,436
New +$237K
LMNX
881
DELISTED
Luminex Corp
LMNX
$226K 0.02%
+11,458
New +$238K
GBNK
882
DELISTED
Guaranty Bancorp
GBNK
$225K 0.02%
+8,133
New +$231K
ASMB icon
883
Assembly Biosciences
ASMB
$506M
$224K 0.02%
+412
New +$186K
PAG icon
884
Penske Automotive Group
PAG
$14.3B
$224K 0.02%
+4,680
New +$220K
FMBI
885
DELISTED
First Midwest Bancorp Inc/IL
FMBI
$224K 0.02%
+9,339
New +$222K
ARGX icon
886
argenx
ARGX
$57.4B
$223K 0.02%
+3,530
New +$116K
GOLF icon
887
Acushnet Holdings
GOLF
$6.13B
$223K 0.02%
+10,559
New +$201K
OMER icon
888
Omeros
OMER
$709M
$222K 0.02%
+11,421
New +$214K
TEN
889
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
$222K 0.02%
3,784
-5,219
-58% -$308K
ESND
890
DELISTED
Essendant Inc.
ESND
$222K 0.02%
23,984
+11,042
+85% +$114K
BCBP icon
891
BCB Bancorp
BCBP
$176M
$221K 0.02%
+15,237
New +$219K
CWBC
892
Community West Bancshares
CWBC
$678M
$221K 0.02%
+10,973
New +$225K
MOFG
893
DELISTED
MidWestOne Financial Group
MOFG
$221K 0.02%
6,601
-2,267
-26% -$80.1K
REN
894
DELISTED
Resolute Energy Corporaton
REN
$221K 0.02%
7,019
-11,369
-62% -$330K
LOGI icon
895
Logitech
LOGI
$15.2B
$220K 0.02%
+6,530
New +$229K
WTTR icon
896
Select Water Solutions
WTTR
$2.51B
$219K 0.02%
+12,011
New +$193K
SPWR
897
DELISTED
SunPower Corporation Common Stock
SPWR
$219K 0.02%
+39,668
New +$205K
MACK
898
DELISTED
Merrimack Pharmaceuticals, Inc.
MACK
$219K 0.02%
+27,132
New +$253K
SIGI icon
899
Selective Insurance
SIGI
$5.74B
$218K 0.02%
+3,717
New +$215K
WPP icon
900
WPP
WPP
$4.04B
$218K 0.02%
+2,407
New +$213K
34 35
36
37 38

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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.