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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
DG icon
26
Dollar General
DG
$27.9B
$3.66M 0.4%
+39,317
New +$3.38M
HAS icon
27
Hasbro
HAS
$12.7B
$3.65M 0.4%
+40,159
New +$3.77M
VZ icon
28
Verizon
VZ
$209B
$3.64M 0.4%
+68,754
New +$3.38M
CPB icon
29
Campbell Soup
CPB
$6.3B
$3.62M 0.4%
+75,169
New +$3.57M
MMM icon
30
3M
MMM
$85.7B
$3.61M 0.4%
+18,325
New +$3.53M
AVGO icon
31
Broadcom
AVGO
$1.77T
$3.59M 0.39%
139,780
+107,920
+339% +$2.81M
UNH icon
32
UnitedHealth
UNH
$354B
$3.57M 0.39%
16,210
+13,005
+406% +$2.76M
GM icon
33
General Motors
GM
$75.4B
$3.54M 0.39%
+86,365
New +$3.75M
HDS
34
DELISTED
HD Supply Holdings, Inc.
HDS
$3.54M 0.39%
88,305
+80,740
+1,067% +$2.96M
WMT icon
35
Walmart Inc
WMT
$841B
$3.48M 0.38%
105,729
+81,444
+335% +$2.49M
COO icon
36
Cooper Companies
COO
$13.3B
$3.43M 0.38%
+62,984
New +$3.68M
QCOM icon
37
Qualcomm
QCOM
$188B
$3.43M 0.38%
+53,565
New +$3.25M
DGX icon
38
Quest Diagnostics
DGX
$26B
$3.41M 0.37%
+34,610
New +$3.28M
UPS icon
39
United Parcel Service
UPS
$86.2B
$3.38M 0.37%
28,368
+25,023
+748% +$2.94M
IDXX icon
40
Idexx Laboratories
IDXX
$41.2B
$3.32M 0.36%
+21,222
New +$3.34M
CVGW
41
DELISTED
Calavo Growers
CVGW
$3.3M 0.36%
+39,109
New +$2.88M
BNY
42
Bank of New York Mellon
BNY
$111B
$3.23M 0.35%
59,913
+54,462
+999% +$2.9M
WBA
43
DELISTED
Walgreens Boots Alliance
WBA
$3.1M 0.34%
42,646
+25,194
+144% +$1.77M
XLNX
44
DELISTED
Xilinx Inc
XLNX
$3.1M 0.34%
+45,931
New +$3.26M
BALL icon
45
Ball Corp
BALL
$16.4B
$3.09M 0.34%
+81,701
New +$3.32M
FRC
46
DELISTED
First Republic Bank
FRC
$3M 0.33%
+34,684
New +$3.29M
EBAY icon
47
eBay
EBAY
$44.8B
$3M 0.33%
79,429
+42,518
+115% +$1.58M
DPZ icon
48
Domino's
DPZ
$11.3B
$2.99M 0.33%
+15,847
New +$2.94M
LOW icon
49
Lowe's Companies
LOW
$113B
$2.94M 0.32%
31,639
+6,207
+24% +$513K
CCK icon
50
Crown Holdings
CCK
$12.5B
$2.93M 0.32%
52,055
+41,768
+406% +$2.47M
1
2
3 4 5

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RFC
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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.