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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 | |
|---|---|---|---|---|---|---|
451
Sunrun
RUN
$2.37B
| $314K | 0.08% |
+56,521
| New | +$385K |
|
452
Royal Bank of Canada
RY
$291B
| $314K | 0.08% |
+4,058
| New | +$303K |
|
|
TSE
453
DELISTED
Trinseo
TSE
| $314K | 0.08% |
+4,686
| New | +$312K |
|
454
Cognex
CGNX
$10.3B
| $311K | 0.08% |
+5,646
| New | +$287K |
|
455
First Bancorp
FBP
$4.4B
| $311K | 0.08% |
+60,753
| New | +$346K |
|
456
Maximus
MMS
$3.14B
| $311K | 0.08% |
+4,829
| New | +$296K |
|
|
APC
457
DELISTED
Anadarko Petroleum
APC
| $308K | 0.08% |
6,301
-12,631
| -67% | -$557K |
|
458
Iovance Biotherapeutics
IOVA
$2.23B
| $307K | 0.08% |
+39,590
| New | +$251K |
|
|
SYNH
459
DELISTED
Syneos Health, Inc. Class A Common Stock
SYNH
| $307K | 0.08% |
+5,870
| New | +$327K |
|
460
HUB Group
HUBG
$3.01B
| $306K | 0.08% |
+14,258
| New | +$272K |
|
|
ULTI
461
DELISTED
Ultimate Software Group Inc
ULTI
| $305K | 0.08% |
+1,609
| New | +$325K |
|
|
FOLD
462
DELISTED
Amicus Therapeutics
FOLD
| $304K | 0.08% |
20,160
-22,240
| -52% | -$294K |
|
463
Pan American Silver
PAAS
$18.6B
| $304K | 0.08% |
+17,825
| New | +$307K |
|
|
P
464
DELISTED
Pandora Media Inc
P
| $302K | 0.08% |
+39,278
| New | +$337K |
|
|
ALR
465
DELISTED
Alere Inc
ALR
| $302K | 0.08% |
+5,926
| New | +$296K |
|
466
MGM Resorts International
MGM
$11.7B
| $301K | 0.08% |
9,239
-748
| -7% | -$24.1K |
|
|
MOFG
467
DELISTED
MidWestOne Financial Group
MOFG
| $299K | 0.08% |
8,868
+2,481
| +39% | +$83.7K |
|
468
Navient
NAVI
$774M
| $299K | 0.08% |
+19,913
| New | +$290K |
|
469
Cardinal Health
CAH
$53.4B
| $297K | 0.07% |
+4,439
| New | +$314K |
|
470
Jacobs Solutions
J
$15.9B
| $297K | 0.07% |
+6,162
| New | +$275K |
|
471
Radian Group
RDN
$5.14B
| $295K | 0.07% |
15,758
-28,120
| -64% | -$488K |
|
|
BOLD
472
DELISTED
Audentes Therapeutics, Inc
BOLD
| $295K | 0.07% |
+10,536
| New | +$229K |
|
473
Korn Ferry
KFY
$3.98B
| $294K | 0.07% |
7,454
-36,704
| -83% | -$1.27M |
|
474
Electronic Arts
EA
$52.4B
| $293K | 0.07% |
2,484
-14,116
| -85% | -$1.64M |
|
475
ICICI Bank
IBN
$106B
| $292K | 0.07% |
+34,092
| New | +$312K |
|
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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.