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TI

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
HBNC icon
876
Horizon Bancorp
HBNC
$1B
– –
-12,237
Closed -$215K
HCKT icon
877
Hackett Group
HCKT
$273M
– –
-18,729
Closed -$290K
HELE icon
878
Helen of Troy
HELE
$636M
– –
-2,800
Closed -$263K
HGV icon
879
Hilton Grand Vacations
HGV
$3.13B
– –
-10,810
Closed -$390K
HOS
880
Hornbeck Offshore Services, Inc.
HOS
$2.98B
– –
-99,600
Closed -$562K
HMC icon
881
Honda
HMC
$40.6B
– –
-11,382
Closed -$312K
HOG icon
882
Harley-Davidson
HOG
$2.78B
– –
-9,800
Closed -$529K
HOMB icon
883
Home BancShares
HOMB
$5.94B
– –
-17,600
Closed -$438K
HPE icon
884
Hewlett Packard
HPE
$78.2B
– –
-18,562
Closed -$239K
HPQ icon
885
HP
HPQ
$29.2B
– –
-25,100
Closed -$439K
HRI icon
886
Herc Holdings
HRI
$4.84B
– –
-5,835
Closed -$229K
HRB icon
887
H&R Block
HRB
$5.56B
– –
-49,056
Closed -$1.52M
HSIC icon
888
Henry Schein
HSIC
$9.8B
– –
-8,415
Closed -$604K
HTH icon
889
Hilltop Holdings
HTH
$2.2B
– –
-18,500
Closed -$485K
HUBB icon
890
Hubbell
HUBB
$24B
– –
-4,400
Closed -$498K
PPLI
891
People Inc
PPLI
$2.81B
– –
-39,727
Closed -$733K
IBM icon
892
IBM
IBM
$226B
– –
-2,824
Closed -$415K
ICHR icon
893
Ichor Holdings
ICHR
$2.17B
– –
-12,394
Closed -$250K
IDCC icon
894
InterDigital
IDCC
$8.76B
– –
-4,200
Closed -$325K
IDXX icon
895
Idexx Laboratories
IDXX
$40.6B
– –
-4,800
Closed -$775K
IONS icon
896
Ionis Pharmaceuticals
IONS
$9.31B
– –
-4,580
Closed -$233K
ISRG icon
897
Intuitive Surgical
ISRG
$125B
– –
-2,700
Closed -$281K
ITT icon
898
ITT
ITT
$17.7B
– –
-13,357
Closed -$537K
ITRI icon
899
Itron
ITRI
$4.14B
– –
-4,820
Closed -$327K
IVZ icon
900
Invesco
IVZ
$14.2B
– –
-12,572
Closed -$442K
34 35
36
37 38

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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.