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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
MRK icon
1176
Merck
MRK
$324B
– –
-13,277
Closed -$811K
MRVL icon
1177
Marvell Technology
MRVL
$174B
– –
-21,680
Closed -$388K
MSI icon
1178
Motorola Solutions
MSI
$69.4B
– –
-4,571
Closed -$388K
MSM icon
1179
MSC Industrial Direct
MSM
$7.02B
– –
-10,508
Closed -$794K
MTDR icon
1180
Matador Resources
MTDR
$6.31B
– –
-15,677
Closed -$426K
MTZ icon
1181
MasTec
MTZ
$26.7B
– –
-4,977
Closed -$231K
MUFG icon
1182
Mitsubishi UFJ Financial
MUFG
$258B
– –
-17,989
Closed -$116K
NBN icon
1183
Northeast Bank
NBN
$1.11B
– –
-10,370
Closed -$271K
NI icon
1184
NiSource
NI
$22.4B
– –
-9,971
Closed -$255K
NMR icon
1185
Nomura Holdings
NMR
$28.7B
– –
-16,093
Closed -$90K
NOMD icon
1186
Nomad Foods
NOMD
$1.64B
– –
-31,808
Closed -$463K
NPO icon
1187
Enpro
NPO
$7.05B
– –
-4,644
Closed -$374K
NTCT icon
1188
NETSCOUT
NTCT
$2.86B
– –
-8,162
Closed -$264K
NTNX icon
1189
Nutanix
NTNX
$14.9B
– –
-38,896
Closed -$871K
NTRS icon
1190
Northern Trust
NTRS
$22.2B
– –
-2,313
Closed -$213K
NVMI
1191
Nova
NVMI
$13.9B
– –
-7,468
Closed -$210K
NVRI icon
1192
Enviri
NVRI
$621M
– –
-15,107
Closed -$316K
NWE icon
1193
NorthWestern Energy
NWE
$4.48B
– –
-7,590
Closed -$432K
NWL icon
1194
Newell Brands
NWL
$2.16B
– –
-16,935
Closed -$723K
NXST icon
1195
Nexstar Media Group
NXST
$5.6B
– –
-7,867
Closed -$490K
OCFC icon
1196
OceanFirst Financial
OCFC
$1.7B
– –
-7,308
Closed -$201K
OGE icon
1197
OGE Energy
OGE
$10.3B
– –
-12,276
Closed -$442K
OIS icon
1198
Oil States International
OIS
$522M
– –
-19,033
Closed -$482K
ORA icon
1199
Ormat Technologies
ORA
$6.11B
– –
-11,966
Closed -$731K
ORCL icon
1200
Oracle
ORCL
$331B
– –
-48,436
Closed -$2.34M
46 47
48
49 50

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CM
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X
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WHG
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PSCM
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BIP
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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.