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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
EXEL icon
101
Exelixis
EXEL
$13.9B
$2.11M 0.23%
+69,390
New +$1.85M
ADP icon
102
Automatic Data Processing
ADP
$100B
$2.1M 0.23%
17,962
+7,572
+73% +$866K
ALGN icon
103
Align Technology
ALGN
$12B
$2.09M 0.23%
+9,393
New +$2.13M
SLB icon
104
SLB Ltd
SLB
$77.8B
$2.08M 0.23%
+30,937
New +$2M
WR
105
DELISTED
Westar Energy Inc
WR
$2.03M 0.22%
+38,486
New +$2.08M
UNM icon
106
Unum
UNM
$13.8B
$2.03M 0.22%
+36,911
New +$1.98M
BIIB icon
107
Biogen
BIIB
$29.9B
$2.02M 0.22%
6,338
+3,516
+125% +$1.13M
PNC icon
108
PNC Financial Services
PNC
$100B
$2M 0.22%
+13,846
New +$1.91M
HD icon
109
Home Depot
HD
$332B
$1.99M 0.22%
+10,493
New +$1.81M
MCK icon
110
McKesson
MCK
$98.5B
$1.99M 0.22%
12,747
+10,600
+494% +$1.57M
BSX icon
111
Boston Scientific
BSX
$65.8B
$1.98M 0.22%
+79,874
New +$2.2M
LPX icon
112
Louisiana-Pacific
LPX
$5.2B
$1.98M 0.22%
75,211
+61,221
+438% +$1.66M
DISH
113
DELISTED
DISH Network Corp.
DISH
$1.97M 0.22%
41,328
+9,342
+29% +$466K
CVX icon
114
Chevron
CVX
$388B
$1.97M 0.22%
15,709
-4,383
-22% -$520K
GE icon
115
GE Aerospace
GE
$367B
$1.96M 0.22%
+23,445
New +$2.24M
MAS icon
116
Masco
MAS
$16B
$1.96M 0.22%
+44,614
New +$1.81M
FE icon
117
FirstEnergy
FE
$28.9B
$1.96M 0.21%
63,871
+45,210
+242% +$1.47M
CNH
118
CNH Industrial
CNH
$13.8B
$1.95M 0.21%
+167,050
New +$1.85M
BIVV
119
DELISTED
Bioverativ Inc. Common Stock
BIVV
$1.94M 0.21%
36,012
+20,149
+127% +$1.1M
PENG
120
Penguin Solutions Inc
PENG
$2.76B
$1.92M 0.21%
+113,898
New +$1.81M
PNW icon
121
Pinnacle West Capital
PNW
$12.9B
$1.92M 0.21%
+22,515
New +$1.99M
GPN icon
122
Global Payments
GPN
$22.1B
$1.91M 0.21%
19,019
-606
-3% -$60.6K
SYY icon
123
Sysco
SYY
$39.7B
$1.89M 0.21%
+31,182
New +$1.77M
HRC
124
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
$1.89M 0.21%
+22,398
New +$1.81M
HIG icon
125
Hartford Financial Services
HIG
$38.5B
$1.88M 0.21%
33,445
+29,228
+693% +$1.63M
3 4
5
6 7

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WHG
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PSCM
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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.