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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
JNPR
176
DELISTED
Juniper Networks
JNPR
$1.51M 0.17%
+53,053
New +$1.43M
CHKP icon
177
Check Point Software Technologies
CHKP
$13.3B
$1.51M 0.17%
+14,556
New +$1.58M
CLF icon
178
Cleveland-Cliffs
CLF
$6.81B
$1.5M 0.16%
+207,292
New +$1.38M
TT icon
179
Trane Technologies
TT
$106B
$1.49M 0.16%
16,749
+12,649
+309% +$1.11M
LUV icon
180
Southwest Airlines
LUV
$22.1B
$1.49M 0.16%
+22,761
New +$1.34M
WB icon
181
Weibo
WB
$1.9B
$1.49M 0.16%
+14,400
New +$1.49M
APOG icon
182
Apogee Enterprises
APOG
$850M
$1.49M 0.16%
+32,536
New +$1.55M
VRSK icon
183
Verisk Analytics
VRSK
$26.4B
$1.48M 0.16%
+15,451
New +$1.4M
W icon
184
Wayfair
W
$11.1B
$1.48M 0.16%
+18,430
New +$1.29M
GLW icon
185
Corning
GLW
$126B
$1.47M 0.16%
+45,940
New +$1.45M
NOV icon
186
NOV
NOV
$7.45B
$1.47M 0.16%
+40,751
New +$1.38M
VLY icon
187
Valley National Bancorp
VLY
$7.93B
$1.47M 0.16%
130,712
+86,481
+196% +$1M
IVZ icon
188
Invesco
IVZ
$13.3B
$1.46M 0.16%
+40,072
New +$1.45M
ARRY
189
DELISTED
Array Biopharma Inc
ARRY
$1.46M 0.16%
+113,813
New +$1.29M
KDP icon
190
Keurig Dr Pepper
KDP
$40.4B
$1.45M 0.16%
+14,930
New +$1.34M
TRU icon
191
TransUnion
TRU
$14.8B
$1.44M 0.16%
+26,275
New +$1.4M
TEL icon
192
TE Connectivity
TEL
$58.8B
$1.43M 0.16%
15,066
+8,380
+125% +$771K
ATVI
193
DELISTED
Activision Blizzard
ATVI
$1.43M 0.16%
+22,604
New +$1.43M
PEG icon
194
Public Service Enterprise Group
PEG
$39.8B
$1.43M 0.16%
27,750
+5,316
+24% +$268K
AAP icon
195
Advance Auto Parts
AAP
$3.37B
$1.43M 0.16%
14,297
+6,487
+83% +$597K
TTC icon
196
Toro Company
TTC
$8.93B
$1.43M 0.16%
+21,851
New +$1.39M
TAP icon
197
Molson Coors Class B
TAP
$7.68B
$1.42M 0.16%
17,354
+9,083
+110% +$735K
BLUE
198
DELISTED
bluebird bio
BLUE
$1.42M 0.16%
+616
New +$1.25M
STT icon
199
State Street
STT
$50.9B
$1.42M 0.16%
+14,506
New +$1.39M
LMT icon
200
Lockheed Martin
LMT
$134B
$1.4M 0.15%
4,374
-1,112
-20% -$351K
6 7
8
9 10

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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.