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Trexquant Investment Portfolio holdings
AUM
$13.9B
1-Year Est. Return
31.98%
This Fund
S&P 500
This Quarter
Est. Return
+5.24%
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
$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 | 16.56% |
| 2 | Technology | 14.65% |
| 3 | Industrials | 12.7% |
| 4 | Healthcare | 11.12% |
| 5 | Financials | 10.78% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
376
Louisiana-Pacific
LPX
$5.2B
| $379K | 0.1% |
13,990
+737
| +6% | +$18.8K |
|
|
AAIC
377
DELISTED
Arlington Asset Investment Corp.
AAIC
| $377K | 0.1% |
+29,605
| New | +$391K |
|
|
FARM
378
DELISTED
Farmer Brothers
FARM
| $376K | 0.09% |
+11,431
| New | +$354K |
|
379
Alphabet (Google) Class A
GOOGL
$3.91T
| $375K | 0.09% |
7,700
-10,300
| -57% | -$489K |
|
380
Synchrony
SYF
$23.7B
| $375K | 0.09% |
+12,070
| New | +$361K |
|
|
CDK
381
DELISTED
CDK Global, Inc.
CDK
| $375K | 0.09% |
5,944
-5,456
| -48% | -$344K |
|
382
Enpro
NPO
$7.05B
| $374K | 0.09% |
+4,644
| New | +$339K |
|
|
BAS
383
DELISTED
Basis Energy Services, Inc.
BAS
| $374K | 0.09% |
+19,370
| New | +$384K |
|
384
Steven Madden
SHOO
$3.12B
| $373K | 0.09% |
+12,929
| New | +$356K |
|
|
BERY
385
DELISTED
Berry Global Group, Inc.
BERY
| $373K | 0.09% |
7,163
-9,825
| -58% | -$513K |
|
386
Eastman Chemical
EMN
$7.8B
| $370K | 0.09% |
4,094
+494
| +14% | +$42.1K |
|
|
CZZ
387
DELISTED
Cosan Limited
CZZ
| $370K | 0.09% |
45,525
+13,805
| +44% | +$104K |
|
|
MITL
388
DELISTED
Mitel Networks Corporation
MITL
| $369K | 0.09% |
44,029
+33,716
| +327% | +$268K |
|
|
BRKL
389
DELISTED
Brookline Bancorp
BRKL
| $367K | 0.09% |
+23,658
| New | +$343K |
|
390
News Corp Class A
NWSA
$14.5B
| $367K | 0.09% |
27,678
+11,930
| +76% | +$161K |
|
|
LOXO
391
DELISTED
Loxo Oncology, Inc
LOXO
| $367K | 0.09% |
+3,988
| New | +$310K |
|
392
Trane Technologies
TT
$106B
| $366K | 0.09% |
4,100
-6,431
| -61% | -$569K |
|
393
Pentair
PNR
$10.2B
| $365K | 0.09% |
+8,003
| New | +$344K |
|
|
HSKA
394
DELISTED
Heska Corp
HSKA
| $365K | 0.09% |
+4,138
| New | +$407K |
|
|
AFSI
395
DELISTED
AmTrust Financial Services, Inc.
AFSI
| $363K | 0.09% |
+26,982
| New | +$380K |
|
396
Steel Dynamics
STLD
$35.6B
| $361K | 0.09% |
+10,468
| New | +$367K |
|
|
EVHC
397
DELISTED
Envision Healthcare Holdings Inc
EVHC
| $361K | 0.09% |
8,040
-460
| -5% | -$24.5K |
|
|
MSGN
398
DELISTED
MSG Networks Inc.
MSGN
| $358K | 0.09% |
+16,905
| New | +$359K |
|
399
Labcorp
LH
$24.3B
| $356K | 0.09% |
+2,745
| New | +$366K |
|
400
Steris
STE
$20.9B
| $353K | 0.09% |
+3,993
| New | +$338K |
|
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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.