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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
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 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
HOLX
26
DELISTED
Hologic
HOLX
$1.81M 0.46%
49,267
+29,267
+146% +$1.18M
PG icon
27
Procter & Gamble
PG
$343B
$1.78M 0.45%
+19,544
New +$1.78M
AZO icon
28
AutoZone
AZO
$48.3B
$1.75M 0.44%
+2,948
New +$1.57M
ANDV
29
DELISTED
Andeavor
ANDV
$1.74M 0.44%
16,880
+9,880
+141% +$972K
JD icon
30
JD.com
JD
$40.8B
$1.74M 0.44%
+45,493
New +$1.95M
DISH
31
DELISTED
DISH Network Corp.
DISH
$1.74M 0.44%
+31,986
New +$1.89M
KR icon
32
Kroger
KR
$34.8B
$1.72M 0.43%
85,544
+36,444
+74% +$821K
FL
33
DELISTED
Foot Locker
FL
$1.71M 0.43%
48,581
+23,381
+93% +$983K
LMT icon
34
Lockheed Martin
LMT
$134B
$1.7M 0.43%
5,486
+2,886
+111% +$861K
AA icon
35
Alcoa
AA
$11.7B
$1.68M 0.42%
35,927
+5,056
+16% +$202K
K
36
DELISTED
Kellanova
K
$1.61M 0.41%
+27,584
New +$1.74M
KBH icon
37
KB Home
KBH
$3.48B
$1.58M 0.4%
+65,616
New +$1.48M
TMO icon
38
Thermo Fisher Scientific
TMO
$211B
$1.58M 0.4%
8,340
+1,289
+18% +$233K
BFH icon
39
Bread Financial
BFH
$4.21B
$1.57M 0.4%
+8,883
New +$1.65M
HUM icon
40
Humana
HUM
$46.7B
$1.54M 0.39%
+6,332
New +$1.55M
NFLX icon
41
Netflix
NFLX
$292B
$1.49M 0.38%
82,250
+17,250
+27% +$301K
RDC
42
DELISTED
Rowan Companies Plc
RDC
$1.45M 0.36%
+112,712
New +$1.21M
PF
43
DELISTED
Pinnacle Foods, Inc.
PF
$1.44M 0.36%
+25,115
New +$1.49M
RH icon
44
RH
RH
$3.3B
$1.43M 0.36%
+20,357
New +$1.28M
EBAY icon
45
eBay
EBAY
$48.6B
$1.42M 0.36%
+36,911
New +$1.34M
TLRD
46
DELISTED
Tailored Brands, Inc.
TLRD
$1.42M 0.36%
98,095
+79,723
+434% +$970K
EW icon
47
Edwards Lifesciences
EW
$47.6B
$1.41M 0.36%
+38,766
New +$1.48M
BA icon
48
Boeing
BA
$165B
$1.38M 0.35%
+5,427
New +$1.27M
STZ icon
49
Constellation Brands
STZ
$22.2B
$1.36M 0.34%
+6,802
New +$1.35M
WBA
50
DELISTED
Walgreens Boots Alliance
WBA
$1.35M 0.34%
17,452
-2,248
-11% -$180K
1
2
3 4 5

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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.