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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
JACK icon
901
Jack in the Box
JACK
$283M
– –
-10,400
Closed -$1.02M
JAZZ icon
902
Jazz Pharmaceuticals
JAZZ
$15.7B
– –
-1,600
Closed -$249K
JBHT icon
903
JB Hunt Transport Services
JBHT
$25.2B
– –
-5,400
Closed -$493K
JLL icon
904
Jones Lang LaSalle
JLL
$15.9B
– –
-2,300
Closed -$288K
JNPR
905
DELISTED
Juniper Networks
JNPR
– –
-25,600
Closed -$714K
KDP icon
906
Keurig Dr Pepper
KDP
$43.7B
– –
-5,084
Closed -$463K
KEY icon
907
KeyCorp
KEY
$23.2B
– –
-85,144
Closed -$1.6M
KMI icon
908
Kinder Morgan
KMI
$69.9B
– –
-13,100
Closed -$251K
KMX icon
909
CarMax
KMX
$8.56B
– –
-36,500
Closed -$2.3M
KOS icon
910
Kosmos Energy
KOS
$1.71B
– –
-63,300
Closed -$406K
KPTI icon
911
Karyopharm Therapeutics
KPTI
$38.3M
– –
-1,490
Closed -$202K
KRO icon
912
KRONOS Worldwide
KRO
$974M
– –
-12,800
Closed -$233K
MZTI
913
The Marzetti Company
MZTI
$2.76B
– –
-3,700
Closed -$454K
LEA icon
914
Lear
LEA
$6.26B
– –
-3,400
Closed -$483K
LFCR icon
915
Lifecore Biomedical
LFCR
$155M
– –
-11,259
Closed -$167K
LHX icon
916
L3Harris
LHX
$46.6B
– –
-3,400
Closed -$371K
LII icon
917
Lennox International
LII
$13B
– –
-1,175
Closed -$216K
LITE icon
918
Lumentum
LITE
$88.7B
– –
-11,965
Closed -$683K
LNC icon
919
Lincoln National
LNC
$8.34B
– –
-12,627
Closed -$853K
LNN icon
920
Lindsay Corp
LNN
$1.23B
– –
-5,352
Closed -$478K
LNT icon
921
Alliant Energy
LNT
$17.6B
– –
-13,700
Closed -$550K
LOPE icon
922
Grand Canyon Education
LOPE
$3.94B
– –
-3,800
Closed -$298K
LPLA icon
923
LPL Financial
LPLA
$27.5B
– –
-6,000
Closed -$255K
LXFR icon
924
Luxfer Holdings
LXFR
$461M
– –
-13,514
Closed -$173K
LZB icon
925
La-Z-Boy
LZB
$1.26B
– –
-38,029
Closed -$1.24M
35 36
37
38 39

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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.