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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
LXFT
1351
DELISTED
Luxoft Holding, Inc.
LXFT
– –
-5,663
Closed -$271K
BRS
1352
DELISTED
Bristow Group, Inc.
BRS
– –
-36,535
Closed -$342K
HZNP
1353
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
– –
-16,453
Closed -$209K
ULTI
1354
DELISTED
Ultimate Software Group Inc
ULTI
– –
-1,609
Closed -$305K
ELLI
1355
DELISTED
Ellie Mae Inc
ELLI
– –
-7,017
Closed -$576K
RDC
1356
DELISTED
Rowan Companies Plc
RDC
– –
-112,712
Closed -$1.45M
TAHO
1357
DELISTED
Tahoe Resources Inc
TAHO
– –
-11,173
Closed -$59K
MB
1358
DELISTED
MINDBODY, Inc. Class A Common Stock
MB
– –
-19,931
Closed -$515K
LOXO
1359
DELISTED
Loxo Oncology, Inc
LOXO
– –
-3,988
Closed -$367K
AHL
1360
DELISTED
ASPEN Insurance Holding Limited
AHL
– –
-21,678
Closed -$876K
ATHN
1361
DELISTED
Athenahealth, Inc.
ATHN
– –
-5,844
Closed -$727K
P
1362
DELISTED
Pandora Media Inc
P
– –
-39,278
Closed -$302K
ESIO
1363
DELISTED
Electro Scientific Industries
ESIO
– –
-23,525
Closed -$327K
BOJA
1364
DELISTED
Bojangles', Inc. Common Stock
BOJA
– –
-11,502
Closed -$155K
HDP
1365
DELISTED
Hortonworks, Inc.
HDP
– –
-10,747
Closed -$182K
FBR
1366
DELISTED
Fibria Celulose Sa
FBR
– –
-32,698
Closed -$443K
SODA
1367
DELISTED
SodaStream International Ltd
SODA
– –
-9,440
Closed -$627K
MITL
1368
DELISTED
Mitel Networks Corporation
MITL
– –
-44,029
Closed -$369K
AFSI
1369
DELISTED
AmTrust Financial Services, Inc.
AFSI
– –
-26,982
Closed -$363K
AET
1370
DELISTED
Aetna Inc
AET
– –
-7,746
Closed -$1.23M
KTWO
1371
DELISTED
K2M Group Holdings, Inc
KTWO
– –
-10,526
Closed -$223K
PERY
1372
DELISTED
Perry Ellis International Inc
PERY
– –
-17,335
Closed -$410K
PNK
1373
DELISTED
Pinnacle Entertainment Inc.
PNK
– –
-16,558
Closed -$353K
EVHC
1374
DELISTED
Envision Healthcare Holdings Inc
EVHC
– –
-8,040
Closed -$361K
ANDV
1375
DELISTED
Andeavor
ANDV
– –
-16,880
Closed -$1.74M
53 54
55
56 57

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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.