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
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
AIZ icon
1026
Assurant
AIZ
$13.7B
– –
-2,703
Closed -$258K
ALK icon
1027
Alaska Air
ALK
$5.15B
– –
-14,422
Closed -$1.1M
ALKS icon
1028
Alkermes
ALKS
$8.82B
– –
-4,291
Closed -$218K
ALL icon
1029
Allstate
ALL
$66.9B
– –
-4,610
Closed -$424K
ALSN icon
1030
Allison Transmission
ALSN
$10.1B
– –
-31,016
Closed -$1.16M
AMZN icon
1031
Amazon
AMZN
$2.5T
– –
-18,020
Closed -$866K
ANGO icon
1032
AngioDynamics
ANGO
$562M
– –
-10,220
Closed -$175K
APTV icon
1033
Aptiv
APTV
$12B
– –
-5,633
Closed -$554K
ASB icon
1034
Associated Banc-Corp
ASB
$5.81B
– –
-19,086
Closed -$463K
ASX icon
1035
ASE Group
ASX
$80.8B
– –
-35,026
Closed -$216K
ATI icon
1036
ATI
ATI
$27B
– –
-20,286
Closed -$485K
ATO icon
1037
Atmos Energy
ATO
$29.9B
– –
-10,568
Closed -$886K
AWR icon
1038
American States Water
AWR
$3.39B
– –
-6,408
Closed -$316K
AZN icon
1039
AstraZeneca
AZN
$263B
– –
-9,529
Closed -$646K
BA icon
1040
Boeing
BA
$165B
– –
-5,427
Closed -$1.38M
BBD icon
1041
Banco Bradesco
BBD
$38.1B
– –
-77,768
Closed -$490K
BBW icon
1042
Build-A-Bear
BBW
$423M
– –
-25,366
Closed -$232K
BCC icon
1043
Boise Cascade
BCC
$2.74B
– –
-13,637
Closed -$476K
BCS icon
1044
Barclays
BCS
$94.1B
– –
-53,829
Closed -$533K
BFH icon
1045
Bread Financial
BFH
$4.21B
– –
-8,883
Closed -$1.57M
BKD icon
1046
Brookdale Senior Living
BKD
$3.62B
– –
-32,348
Closed -$343K
BLDR icon
1047
Builders FirstSource
BLDR
$7.84B
– –
-11,334
Closed -$204K
BLK icon
1048
Blackrock
BLK
$164B
– –
-630
Closed -$282K
BMY icon
1049
Bristol-Myers Squibb
BMY
$127B
– –
-3,522
Closed -$224K
BOH icon
1050
Bank of Hawaii
BOH
$3.33B
– –
-2,880
Closed -$240K
40 41
42
43 44

Similar funds

SAM
Silvercrest Asset Management New York $13.8B AUM 28.39% 1-Year Est. Return
CM
Capula Management Grand Cayman, Cayman Islands $14.1B AUM 19.14% 1-Year Est. Return
X
Xponance Philadelphia, Pennsylvania $14.1B AUM 30.11% 1-Year Est. Return
WHG
Westwood Holdings Group Dallas, Texas $13.7B AUM 21.48% 1-Year Est. Return
PSCM
Pershing Square Capital Management New York $13.7B AUM 13.45% 1-Year Est. Return
BIP
Brandes Investment Partners La Jolla, California $14.1B AUM 25.52% 1-Year Est. Return
SA
Situational Awareness San Francisco, California $13.7B AUM 334.5% 1-Year Est. Return
FGP
Freestone Grove Partners San Francisco, California $14.2B AUM 24.58% 1-Year Est. Return

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.