We are live on
!
Find out more
TI
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
(+129%)
Cap. Flow
+$500M
Cap. Flow
% of AUM
54.89%
Top 10 Holdings %
Top 10 Hldgs %
6.26%
Holding
1,403
New
677
Increased
247
Reduced
94
Closed
385
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Micron Technology
MU
|
+$7.54M |
| 2 |
ExxonMobil
XOM
|
+$5.19M |
| 3 |
Altria Group
MO
|
+$5.03M |
| 4 |
US Bancorp
USB
|
+$4.74M |
| 5 |
Becton Dickinson
BDX
|
+$4.68M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Adobe
ADBE
|
+$2.54M |
| 2 |
Cintas
CTAS
|
+$2.53M |
| 3 |
Accenture
ACN
|
+$2.5M |
| 4 |
Jabil
JBL
|
+$2.45M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
376
World Kinect Corp
WKC
$1.96B
| $739K | 0.08% |
+26,271
| New | +$792K |
|
377
Element Solutions
ESI
$9.12B
| $737K | 0.08% |
74,255
+9,900
| +15% | +$103K |
|
378
Hancock Whitney
HWC
$6.13B
| $735K | 0.08% |
+14,847
| New | +$734K |
|
379
Matthews International
MATW
$864M
| $733K | 0.08% |
+13,877
| New | +$810K |
|
|
IMGN
380
DELISTED
Immunogen Inc
IMGN
| $731K | 0.08% |
113,971
+9,338
| +9% | +$57.6K |
|
|
HOME
381
DELISTED
At Home Group Inc.
HOME
| $728K | 0.08% |
+23,969
| New | +$583K |
|
382
Diodes
DIOD
$4B
| $723K | 0.08% |
+25,222
| New | +$783K |
|
383
Grand Canyon Education
LOPE
$3.71B
| $722K | 0.08% |
+8,061
| New | +$729K |
|
|
EPAY
384
DELISTED
Bottomline Technologies Inc
EPAY
| $717K | 0.08% |
20,676
+12,730
| +160% | +$427K |
|
385
CVS Health
CVS
$137B
| $710K | 0.08% |
+9,792
| New | +$712K |
|
|
FLG
386
Flagstar Bank National Association
FLG
$5.77B
| $710K | 0.08% |
+18,175
| New | +$703K |
|
|
HK
387
DELISTED
Halcon Resources Corporation
HK
| $710K | 0.08% |
+93,775
| New | +$643K |
|
388
Pultegroup
PHM
$24.5B
| $709K | 0.08% |
+21,321
| New | +$662K |
|
389
RPM International
RPM
$13.7B
| $702K | 0.08% |
+13,396
| New | +$701K |
|
390
Pegasystems
PEGA
$4.41B
| $700K | 0.08% |
+29,690
| New | +$797K |
|
391
Johnson Controls International
JCI
$87.5B
| $698K | 0.08% |
18,316
+12,473
| +213% | +$487K |
|
392
Scotiabank
BNS
$106B
| $697K | 0.08% |
10,799
+5,632
| +109% | +$365K |
|
|
DATA
393
DELISTED
Tableau Software, Inc.
DATA
| $696K | 0.08% |
+10,062
| New | +$740K |
|
394
AerCap
AER
$23.9B
| $693K | 0.08% |
+13,175
| New | +$686K |
|
395
Arthur J. Gallagher & Co
AJG
$63.7B
| $692K | 0.08% |
+10,939
| New | +$699K |
|
|
ILG
396
DELISTED
ILG, Inc Common Stock
ILG
| $692K | 0.08% |
+24,294
| New | +$701K |
|
397
Flowers Foods
FLO
$1.64B
| $691K | 0.08% |
+35,802
| New | +$688K |
|
|
TGH
398
DELISTED
Textainer Group Holdings limited
TGH
| $691K | 0.08% |
+32,127
| New | +$663K |
|
|
WGL
399
DELISTED
Wgl Holdings
WGL
| $691K | 0.08% |
+8,053
| New | +$687K |
|
400
Waters Corp
WAT
$36.8B
| $688K | 0.08% |
+3,561
| New | +$688K |
|
Similar funds
SAM
CM
X
WHG
PSCM
BIP
SA
FGP
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.