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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
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
CI icon
51
Cigna
CI
$76.6B
$2.92M 0.32%
+14,362
New +$2.86M
CELG
52
DELISTED
Celgene Corp
CELG
$2.9M 0.32%
+27,840
New +$3.14M
HON icon
53
Honeywell
HON
$77.1B
$2.88M 0.32%
20,802
+18,227
+708% +$2.44M
IQV icon
54
IQVIA
IQV
$34.7B
$2.88M 0.32%
29,407
+23,807
+425% +$2.42M
CL icon
55
Colgate-Palmolive
CL
$72.6B
$2.8M 0.31%
37,111
+22,962
+162% +$1.68M
GAP
56
The Gap Inc
GAP
$6.84B
$2.78M 0.31%
+81,742
New +$2.44M
DIS icon
57
Walt Disney
DIS
$165B
$2.74M 0.3%
+25,506
New +$2.63M
RCL icon
58
Royal Caribbean
RCL
$78.7B
$2.73M 0.3%
+22,849
New +$2.83M
SANM icon
59
Sanmina
SANM
$11.2B
$2.71M 0.3%
+82,162
New +$2.87M
OKE icon
60
Oneok
OKE
$58.7B
$2.7M 0.3%
+50,464
New +$2.69M
INCY icon
61
Incyte
INCY
$23.5B
$2.7M 0.3%
+28,463
New +$2.98M
MTOR
62
DELISTED
MERITOR, Inc.
MTOR
$2.69M 0.3%
+114,541
New +$2.88M
WDC icon
63
Western Digital
WDC
$179B
$2.67M 0.29%
+44,482
New +$2.86M
CCL icon
64
Carnival Corporation Ltd
CCL
$36.1B
$2.67M 0.29%
40,156
+1,111
+3% +$73.6K
PPL
65
PPL Corp
PPL
$27.3B
$2.66M 0.29%
86,068
+72,843
+551% +$2.62M
ITW icon
66
Illinois Tool Works
ITW
$81.4B
$2.62M 0.29%
15,699
+12,670
+418% +$2.02M
QSR icon
67
Restaurant Brands International
QSR
$25.1B
$2.59M 0.28%
+42,163
New +$2.7M
DBI icon
68
Designer Brands
DBI
$277M
$2.55M 0.28%
+119,246
New +$2.45M
PFG icon
69
Principal Financial Group
PFG
$23.6B
$2.55M 0.28%
36,117
+25,360
+236% +$1.75M
NKE icon
70
Nike
NKE
$61.9B
$2.54M 0.28%
+40,607
New +$2.33M
AR icon
71
Antero Resources
AR
$10.9B
$2.5M 0.27%
+131,719
New +$2.53M
JNJ icon
72
Johnson & Johnson
JNJ
$635B
$2.46M 0.27%
17,583
+7,874
+81% +$1.1M
AMTD
73
DELISTED
TD Ameritrade Holding Corp
AMTD
$2.45M 0.27%
+47,943
New +$2.4M
B
74
Barrick Mining
B
$62.2B
$2.42M 0.27%
167,555
+129,956
+346% +$1.92M
CNR
75
DELISTED
Cornerstone Building Brands, Inc.
CNR
$2.42M 0.27%
+125,606
New +$2.11M
1 2
3
4 5

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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.