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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 | |
|---|---|---|---|---|---|---|
601
ASE Group
ASX
$80.8B
| $216K | 0.05% |
+35,026
| New | +$220K |
|
|
WW
602
DELISTED
WW International
WW
| $216K | 0.05% |
+4,958
| New | +$206K |
|
603
Sierra Bancorp
BSRR
$548M
| $214K | 0.05% |
7,868
-451
| -5% | -$11.5K |
|
|
CMA
604
DELISTED
Comerica
CMA
| $214K | 0.05% |
2,810
-10,865
| -79% | -$778K |
|
605
FS KKR Capital
FSK
$2.98B
| $214K | 0.05% |
+6,317
| New | +$217K |
|
|
SPNE
606
DELISTED
SeaSpine Holdings Corporation Common Stock
SPNE
| $214K | 0.05% |
+19,086
| New | +$221K |
|
607
Northern Trust
NTRS
$22.2B
| $213K | 0.05% |
+2,313
| New | +$209K |
|
608
Regis Corp
RGS
$69.9M
| $213K | 0.05% |
+747
| New | +$172K |
|
609
Columbus McKinnon
CMCO
$465M
| $212K | 0.05% |
+5,589
| New | +$171K |
|
610
NovoCure
NVCR
$2.04B
| $212K | 0.05% |
+10,690
| New | +$210K |
|
|
TPIC
611
DELISTED
TPI Composites
TPIC
| $211K | 0.05% |
+9,438
| New | +$189K |
|
|
NVMI
612
Nova
NVMI
$13.9B
| $210K | 0.05% |
7,468
-3,910
| -34% | -$95.1K |
|
613
Pacira BioSciences
PCRX
$1.02B
| $210K | 0.05% |
5,584
+684
| +14% | +$27.5K |
|
614
Pool Corp
POOL
$6.7B
| $210K | 0.05% |
1,943
-857
| -31% | -$92.7K |
|
|
WNS
615
DELISTED
WNS Holdings
WNS
| $210K | 0.05% |
+5,756
| New | +$202K |
|
|
ORBK
616
DELISTED
Orbotech Ltd
ORBK
| $210K | 0.05% |
+4,985
| New | +$190K |
|
617
Jefferies Financial Group
JEF
$12.9B
| $209K | 0.05% |
9,253
-2,119
| -19% | -$47.5K |
|
618
TransDigm Group
TDG
$69.2B
| $209K | 0.05% |
+818
| New | +$221K |
|
|
CBM
619
DELISTED
Cambrex Corporation
CBM
| $209K | 0.05% |
+3,793
| New | +$209K |
|
|
HZNP
620
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
| $209K | 0.05% |
16,453
-6,347
| -28% | -$80.7K |
|
621
Liberty Broadband Class A
LBRDA
$4.14B
| $208K | 0.05% |
+2,205
| New | +$210K |
|
622
Kennametal
KMT
$2.68B
| $207K | 0.05% |
+5,130
| New | +$190K |
|
|
HMTV
623
DELISTED
Hemisphere Media Group, Inc.
HMTV
| $207K | 0.05% |
+17,295
| New | +$217K |
|
|
FFWM
624
DELISTED
First Foundation Inc
FFWM
| $206K | 0.05% |
11,529
-4,695
| -29% | -$79.6K |
|
625
Heron Therapeutics
HRTX
$86.3M
| $206K | 0.05% |
+12,776
| New | +$200K |
|
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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.