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Trexquant Investment Portfolio holdings
AUM
$17B
1-Year Est. Return
39.66%
This Fund
S&P 500
This Quarter
Est. Return
+5.24%
1 Year Est. Return
+39.66%
3 Year Est. Return
+112.15%
5 Year Est. Return
+98.93%
10 Year Est. Return
+403.68%
AUM
$397M
AUM Growth
+$31.6M
(+8.7%)
Cap. Flow
+$21.8M
Cap. Flow
% of AUM
5.49%
Top 10 Holdings %
Top 10 Hldgs %
6.27%
Holding
1,220
New
469
Increased
132
Reduced
125
Closed
494
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
General Mills
GIS
|
+$2.65M |
| 2 |
Carnival Corporation Ltd
CCL
|
+$2.61M |
| 3 |
Jabil
JBL
|
+$2.6M |
| 4 |
Adobe
ADBE
|
+$2.54M |
| 5 |
Accenture
ACN
|
+$2.41M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
CarMax
KMX
|
+$2.3M |
| 2 |
United Airlines
UAL
|
+$2.28M |
| 3 |
X
US Steel
X
|
+$1.98M |
| 4 |
RHT
Red Hat Inc
RHT
|
+$1.89M |
| 5 |
FedEx
FDX
|
+$1.78M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 17.38% |
| 2 | Technology | 15.59% |
| 3 | Industrials | 12.78% |
| 4 | Healthcare | 12.78% |
| 5 | Financials | 11.21% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
326
Commercial Metals
CMC
$7.63B
| $433K | 0.11% |
+22,752
| New | +$427K |
|
327
Braskem
BAK
$785M
| $432K | 0.11% |
+16,172
| New | +$397K |
|
328
NorthWestern Energy
NWE
$4.34B
| $432K | 0.11% |
+7,590
| New | +$453K |
|
|
JASO
329
DELISTED
JA Solar Holdings, Co., Ltd
JASO
| $432K | 0.11% |
+56,739
| New | +$383K |
|
330
Dillards
DDS
$9.74B
| $431K | 0.11% |
+7,683
| New | +$473K |
|
331
J. Jill
JILL
$325M
| $426K | 0.11% |
+9,313
| New | +$440K |
|
332
Matador Resources
MTDR
$7.51B
| $426K | 0.11% |
+15,677
| New | +$372K |
|
|
MNDT
333
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $425K | 0.11% |
+25,356
| New | +$390K |
|
334
Allstate
ALL
$64.1B
| $424K | 0.11% |
4,610
-2,490
| -35% | -$226K |
|
335
Ethan Allen Interiors
ETD
$547M
| $424K | 0.11% |
+13,085
| New | +$401K |
|
336
KT
KT
$9.4B
| $424K | 0.11% |
+30,576
| New | +$502K |
|
337
M&T Bank
MTB
$34.4B
| $423K | 0.11% |
+2,628
| New | +$413K |
|
|
PDCO
338
DELISTED
Patterson Companies, Inc.
PDCO
| $423K | 0.11% |
10,936
-4,864
| -31% | -$194K |
|
|
LDL
339
DELISTED
Lydall, Inc.
LDL
| $416K | 0.1% |
+7,254
| New | +$362K |
|
|
TSG
340
DELISTED
The Stars Group Inc.
TSG
| $415K | 0.1% |
+20,261
| New | +$365K |
|
341
Bloomin' Brands
BLMN
$774M
| $414K | 0.1% |
23,544
+402
| +2% | +$7.34K |
|
|
AMAG
342
DELISTED
AMAG Pharmaceuticals
AMAG
| $412K | 0.1% |
+22,322
| New | +$416K |
|
343
SLR Investment Corp
SLRC
$677M
| $411K | 0.1% |
+18,998
| New | +$409K |
|
|
PERY
344
DELISTED
Perry Ellis International Inc
PERY
| $410K | 0.1% |
+17,335
| New | +$352K |
|
345
Leidos
LDOS
$16.1B
| $408K | 0.1% |
+6,886
| New | +$384K |
|
346
Costco
COST
$400B
| $407K | 0.1% |
+2,478
| New | +$389K |
|
|
CNSL
347
DELISTED
Consolidated Communications Holdings, Inc.
CNSL
| $406K | 0.1% |
21,262
+6,962
| +49% | +$131K |
|
|
MXIM
348
DELISTED
Maxim Integrated Products
MXIM
| $404K | 0.1% |
+8,461
| New | +$388K |
|
|
AKS
349
DELISTED
AK Steel Holding Corp
AKS
| $404K | 0.1% |
72,256
+7,052
| +11% | +$40.3K |
|
350
United Parcel Service
UPS
$84.4B
| $402K | 0.1% |
+3,345
| New | +$380K |
|
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Trexquant Investment's Q3 2017 Portfolio in Review
As of Q3 2017, Trexquant Investment held 1,220 positions worth $397M, up 8.7% from $365M the previous quarter. Its ten largest holdings account for 6.3% of the portfolio.
Trexquant Investment deployed $21.8M of net new capital in Q3 2017, opening 469 new positions and adding to 132 existing holdings. Its largest new stake was General Mills: 48,345 shares worth $2.5M.
By sector, the portfolio is most concentrated in Consumer Discretionary at 17% of assets, up from 16% a quarter earlier, followed by Technology and Industrials.
On the sell side, the largest reduction was Electronic Arts, an estimated $1.64M trimmed.
- Trexquant Investment's largest Q3 2017 buy was General Mills: 48,345 shares worth $2.5M.
- Trexquant Investment added most to PepsiCo in Q3 2017, an estimated $1.92M increase.
- Trexquant Investment's biggest Q3 2017 reduction was Electronic Arts, cutting an estimated $1.64M.
- Trexquant Investment fully exited CarMax in Q3 2017, selling an estimated $2.3M.
- Trexquant Investment's ten largest holdings make up 6.3% of its $397M portfolio in Q3 2017.
- Trexquant Investment opened 469 new positions and closed 494 in Q3 2017.
- Trexquant Investment's portfolio value rose 8.7% quarter-over-quarter to $397M.
Based on Trexquant Investment's 13F filing for Q3 2017, filed 9 Nov 2017.