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TI

Trexquant Investment Portfolio holdings

AUM $17B
1-Year Est. Return 39.66%
This Fund
S&P 500
This Quarter Est. Return
+3.88%
1 Year Est. Return
+39.66%
3 Year Est. Return
+112.15%
5 Year Est. Return
+98.93%
10 Year Est. Return
+403.68%
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 Technology 16.33%
2 Consumer Discretionary 15.28%
3 Industrials 14.18%
4 Healthcare 13.65%
5 Financials 12.89%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
HRL icon
1126
Hormel Foods
HRL
$11.5B
– –
-20,528
Closed -$660K
HSBC icon
1127
HSBC
HSBC
$360B
– –
-10,953
Closed -$494K
HTLD icon
1128
Heartland Express
HTLD
$946M
– –
-23,362
Closed -$586K
HUBG icon
1129
HUB Group
HUBG
$2.16B
– –
-14,258
Closed -$306K
HUBS icon
1130
HubSpot
HUBS
$11.5B
– –
-2,640
Closed -$222K
HUM icon
1131
Humana
HUM
$48B
– –
-6,332
Closed -$1.54M
HURN icon
1132
Huron Consulting
HURN
$2.38B
– –
-5,821
Closed -$200K
HWM icon
1133
Howmet Aerospace
HWM
$92.8B
– –
-58,627
Closed -$1.12M
IBN icon
1134
ICICI Bank
IBN
$104B
– –
-34,092
Closed -$292K
ICE icon
1135
Intercontinental Exchange
ICE
$87.9B
– –
-9,551
Closed -$656K
IEX icon
1136
IDEX
IEX
$16.6B
– –
-2,791
Closed -$339K
ILMN icon
1137
Illumina
ILMN
$31B
– –
-1,326
Closed -$257K
INBK icon
1138
First Internet Bancorp
INBK
$251M
– –
-15,407
Closed -$498K
INFY icon
1139
Infosys
INFY
$44.3B
– –
-45,668
Closed -$333K
IP icon
1140
International Paper
IP
$18.3B
– –
-4,499
Closed -$242K
IRBT
1141
DELISTED
iRobot
IRBT
– –
-3,725
Closed -$287K
IRDM icon
1142
Iridium Communications
IRDM
$4.99B
– –
-18,577
Closed -$191K
J icon
1143
Jacobs Solutions
J
$16.6B
– –
-6,162
Closed -$297K
JBL icon
1144
Jabil
JBL
$32.6B
– –
-85,879
Closed -$2.45M
JELD icon
1145
JELD-WEN Holding
JELD
$182M
– –
-14,235
Closed -$506K
JILL icon
1146
J. Jill
JILL
$325M
– –
-9,313
Closed -$426K
K
1147
DELISTED
Kellanova
K
– –
-27,584
Closed -$1.61M
OPLN
1148
Openlane
OPLN
$4.3B
– –
-31,115
Closed -$562K
KBH icon
1149
KB Home
KBH
$3.05B
– –
-65,616
Closed -$1.58M
KMB icon
1150
Kimberly-Clark
KMB
$32.8B
– –
-8,992
Closed -$1.06M
44 45
46
47 48

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AT
AMF Tjänstepension Stockholm, Sweden $16.9B AUM 36.16% 1-Year Est. Return
FCAS
First Command Advisory Services Fort Worth, Texas $16.8B AUM 23.38% 1-Year Est. Return
RFC
Regions Financial Corp Birmingham, Alabama $16.8B AUM 26.68% 1-Year Est. Return
EH
Equitable Holdings New York $16.7B AUM 24.23% 1-Year Est. Return
VRS
Virginia Retirement Systems Richmond, Virginia $16.7B AUM 42.81% 1-Year Est. Return
OAC
OMERS Administration Corp Toronto, Ontario, Canada $16.7B AUM 35.96% 1-Year Est. Return
WA
Waverly Advisors Birmingham, Alabama $17.2B AUM 24.89% 1-Year Est. Return
DCM
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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 Technology at 16% of assets, up from 16% a quarter earlier, followed by Consumer Discretionary 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.