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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 | |
|---|---|---|---|---|---|---|
426
8x8 Inc
EGHT
$247M
| $332K | 0.08% |
+24,623
| New | +$335K |
|
|
EVRI
427
DELISTED
Everi Holdings
EVRI
| $331K | 0.08% |
+43,672
| New | +$328K |
|
428
Honeywell
HON
$77.1B
| $330K | 0.08% |
+2,575
| New | +$319K |
|
429
McKesson
MCK
$98.5B
| $330K | 0.08% |
+2,147
| New | +$335K |
|
|
GRMN
430
Garmin
GRMN
$46.9B
| $329K | 0.08% |
6,096
-204
| -3% | -$10.6K |
|
431
Guidewire Software
GWRE
$11.5B
| $328K | 0.08% |
+4,211
| New | +$308K |
|
|
ZVO
432
DELISTED
Zovio Inc. Common Stock
ZVO
| $328K | 0.08% |
+34,170
| New | +$355K |
|
|
LTXB
433
DELISTED
LegacyTexas Financial Group Inc
LTXB
| $328K | 0.08% |
+8,211
| New | +$309K |
|
|
HAWK
434
DELISTED
Blackhawk Network Holdings, Inc. Common Stock
HAWK
| $328K | 0.08% |
7,492
-5,739
| -43% | -$250K |
|
|
ESIO
435
DELISTED
Electro Scientific Industries
ESIO
| $327K | 0.08% |
23,525
+8,470
| +56% | +$91.7K |
|
436
Banc of California
BANC
$3.28B
| $326K | 0.08% |
15,689
-1,942
| -11% | -$38.3K |
|
437
Flotek Industries
FTK
$935M
| $326K | 0.08% |
+11,702
| New | +$463K |
|
438
First Financial Bancorp
FFBC
$3.55B
| $321K | 0.08% |
+12,271
| New | +$314K |
|
439
Ascendis Pharma A/S
ASND
$16.7B
| $320K | 0.08% |
8,832
+32
| +0.4% | +$918 |
|
440
Essent Group
ESNT
$6.06B
| $320K | 0.08% |
+7,897
| New | +$305K |
|
|
BGG
441
DELISTED
Briggs & Stratton Corp.
BGG
| $320K | 0.08% |
+13,608
| New | +$309K |
|
442
United Fire Group
UFCS
$1.32B
| $319K | 0.08% |
+6,957
| New | +$301K |
|
|
CHUBA
443
DELISTED
CommerceHub, Inc. Series A Common Stock
CHUBA
| $319K | 0.08% |
14,124
+2,224
| +19% | +$45.2K |
|
444
BGC Group
BGC
$5.58B
| $317K | 0.08% |
34,076
-38,325
| -53% | -$320K |
|
|
P
445
Everpure Inc
P
$24.8B
| $317K | 0.08% |
+19,807
| New | +$272K |
|
446
Ternium
TX
$9.29B
| $317K | 0.08% |
+10,241
| New | +$310K |
|
447
American States Water
AWR
$3.39B
| $316K | 0.08% |
+6,408
| New | +$316K |
|
448
Enviri
NVRI
$621M
| $316K | 0.08% |
15,107
+4,607
| +44% | +$78.6K |
|
449
St. Joe Company
JOE
$3.57B
| $315K | 0.08% |
+16,711
| New | +$310K |
|
450
First Interstate BancSystem
FIBK
$3.7B
| $314K | 0.08% |
8,197
-7,303
| -47% | -$265K |
|
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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.