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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
MU icon
1
Micron Technology
MU
$1.04T
$9.89M 1.09%
240,562
+175,047
+267% +$7.54M
XOM icon
2
ExxonMobil
XOM
$651B
$5.7M 0.63%
68,202
+62,715
+1,143% +$5.19M
BDX icon
3
Becton Dickinson
BDX
$43.1B
$5.59M 0.61%
26,784
+22,337
+502% +$4.68M
X
4
DELISTED
US Steel
X
$5.37M 0.59%
+152,529
New +$4.44M
MO icon
5
Altria Group
MO
$122B
$5.36M 0.59%
+75,069
New +$5.03M
GIS icon
6
General Mills
GIS
$19.2B
$5.32M 0.58%
89,788
+41,443
+86% +$2.24M
USB icon
7
US Bancorp
USB
$99.6B
$5.19M 0.57%
96,812
+88,034
+1,003% +$4.74M
PEP icon
8
PepsiCo
PEP
$186B
$5.1M 0.56%
42,523
+20,816
+96% +$2.38M
HUN icon
9
Huntsman Corp
HUN
$2.24B
$4.93M 0.54%
+148,109
New +$4.54M
BBBY
10
DELISTED
Bed Bath & Beyond Inc
BBBY
$4.6M 0.5%
209,089
+184,043
+735% +$4M
KHC icon
11
Kraft Heinz
KHC
$30.4B
$4.53M 0.5%
58,313
+42,523
+269% +$3.34M
MPC icon
12
Marathon Petroleum
MPC
$90.3B
$4.46M 0.49%
67,527
+35,148
+109% +$2.15M
TOL icon
13
Toll Brothers
TOL
$14B
$4.32M 0.47%
89,903
+76,057
+549% +$3.5M
CGNX icon
14
Cognex
CGNX
$10.3B
$4.25M 0.47%
69,488
+63,842
+1,131% +$4.07M
CSX icon
15
CSX Corp
CSX
$98.6B
$4.23M 0.46%
+230,679
New +$4.08M
WP
16
DELISTED
Worldpay, Inc.
WP
$4.18M 0.46%
+56,814
New +$4.06M
HPE icon
17
Hewlett Packard
HPE
$63.2B
$4.14M 0.45%
+288,394
New +$4.1M
TMUS icon
18
T-Mobile US
TMUS
$193B
$4.08M 0.45%
64,208
+44,747
+230% +$2.73M
ORLY icon
19
O'Reilly Automotive
ORLY
$72.4B
$3.91M 0.43%
+243,675
New +$3.63M
AZO icon
20
AutoZone
AZO
$48.3B
$3.88M 0.43%
5,454
+2,506
+85% +$1.6M
DKS icon
21
Dick's Sporting Goods
DKS
$18.4B
$3.87M 0.43%
+134,720
New +$3.72M
REGN icon
22
Regeneron Pharmaceuticals
REGN
$68.8B
$3.86M 0.42%
+10,275
New +$4.16M
CRM icon
23
Salesforce
CRM
$134B
$3.73M 0.41%
36,465
+24,002
+193% +$2.45M
IBM icon
24
IBM
IBM
$202B
$3.67M 0.4%
+25,054
New +$3.64M
CUDA
25
DELISTED
Barracuda Networks, Inc.
CUDA
$3.67M 0.4%
133,437
+122,167
+1,084% +$3.03M
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.