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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
Cap. Flow
+$21.8M
Cap. Flow %
5.49%
Top 10 Hldgs %
6.27%
Holding
1,220
New
469
Increased
132
Reduced
125
Closed
494

Top Buys

Rank Stock Value
1
GIS icon
General Mills
GIS
+$2.65M
2
CCL icon
Carnival Corporation Ltd
CCL
+$2.61M
3
JBL icon
Jabil
JBL
+$2.6M
4
ADBE icon
Adobe
ADBE
+$2.54M
5
ACN icon
Accenture
ACN
+$2.41M

Top Sells

Rank Stock Value
1
KMX icon
CarMax
KMX
+$2.3M
2
UAL icon
United Airlines
UAL
+$2.28M
3
X
US Steel
X
+$1.98M
4
RHT
Red Hat Inc
RHT
+$1.89M
5
FDX icon
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
AON icon
751
Aon
AON
$64.6B
– –
-1,900
Closed -$253K
AORT icon
752
Artivion
AORT
$1.23B
– –
-14,574
Closed -$291K
AOS icon
753
A.O. Smith
AOS
$7.86B
– –
-12,840
Closed -$723K
AQN icon
754
Algonquin Power & Utilities
AQN
$4.3B
– –
-11,300
Closed -$119K
ARCB icon
755
ArcBest
ARCB
$3.04B
– –
-13,980
Closed -$288K
ASH icon
756
Ashland
ASH
$3.29B
– –
-4,400
Closed -$290K
ASIX icon
757
AdvanSix
ASIX
$456M
– –
-11,900
Closed -$372K
ASMB icon
758
Assembly Biosciences
ASMB
$669M
– –
-875
Closed -$217K
ASTE icon
759
Astec Industries
ASTE
$974M
– –
-5,680
Closed -$315K
AUB icon
760
Atlantic Union Bankshares
AUB
$5.65B
– –
-6,685
Closed -$227K
AVAV icon
761
AeroVironment
AVAV
$7.16B
– –
-11,900
Closed -$455K
AXS icon
762
AXIS Capital
AXS
$7.18B
– –
-5,000
Closed -$323K
AZTA icon
763
Azenta
AZTA
$1.32B
– –
-43,900
Closed -$952K
BABA icon
764
Alibaba
BABA
$272B
– –
-1,800
Closed -$254K
BANR icon
765
Banner Corp
BANR
$2.58B
– –
-4,300
Closed -$243K
BAX icon
766
Baxter International
BAX
$12.6B
– –
-22,100
Closed -$1.34M
BB icon
767
BlackBerry
BB
$4.54B
– –
-132,300
Closed -$1.32M
BBY icon
768
Best Buy
BBY
$18.5B
– –
-15,700
Closed -$900K
BCO icon
769
Brink's
BCO
$4.46B
– –
-5,178
Closed -$347K
BCRX icon
770
BioCryst Pharmaceuticals
BCRX
$2.25B
– –
-38,432
Closed -$214K
BEN icon
771
Franklin Templeton
BEN
$17.3B
– –
-13,300
Closed -$596K
BFAM icon
772
Bright Horizons
BFAM
$3.2B
– –
-4,700
Closed -$363K
BG icon
773
Bunge Global
BG
$23.7B
– –
-15,400
Closed -$1.15M
BGFV
774
DELISTED
Big 5 Sporting Goods
BGFV
– –
-16,395
Closed -$214K
BBT
775
Beacon Financial Corp
BBT
$2.6B
– –
-6,600
Closed -$232K
29 30
31
32 33

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AT
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FCAS
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RFC
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EH
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VRS
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OAC
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WA
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DCM
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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.