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TI

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
YUMC icon
51
Yum China
YUMC
$14.9B
$1.34M 0.34%
33,634
+14,293
+74% +$533K
CAT icon
52
Caterpillar
CAT
$409B
$1.31M 0.33%
10,472
+7,872
+303% +$907K
INFO
53
DELISTED
IHS Markit Ltd. Common Shares
INFO
$1.3M 0.33%
+29,596
New +$1.36M
FCX icon
54
Freeport-McMoran
FCX
$90B
$1.3M 0.33%
+92,659
New +$1.3M
CPRI icon
55
Capri Holdings
CPRI
$1.77B
$1.3M 0.33%
27,151
-3,649
-12% -$148K
TJX icon
56
TJX Companies
TJX
$170B
$1.29M 0.32%
+34,878
New +$1.24M
RIG icon
57
Transocean
RIG
$5.92B
$1.27M 0.32%
117,843
+83,343
+242% +$718K
BRSL
58
Brightstar Lottery PLC
BRSL
$1.91B
$1.26M 0.32%
51,483
+20,583
+67% +$420K
JNJ icon
59
Johnson & Johnson
JNJ
$635B
$1.26M 0.32%
+9,709
New +$1.29M
SCG
60
DELISTED
Scana
SCG
$1.26M 0.32%
+25,922
New +$1.59M
ESV
61
DELISTED
Ensco Rowan plc
ESV
$1.26M 0.32%
52,635
-1,690
-3% -$33.7K
CTXS
62
DELISTED
Citrix Systems Inc
CTXS
$1.25M 0.32%
+16,286
New +$1.27M
DAL icon
63
Delta Air Lines
DAL
$55.9B
$1.24M 0.31%
+25,619
New +$1.28M
AET
64
DELISTED
Aetna Inc
AET
$1.23M 0.31%
+7,746
New +$1.21M
KHC icon
65
Kraft Heinz
KHC
$30.4B
$1.23M 0.31%
+15,790
New +$1.32M
TROW icon
66
T. Rowe Price
TROW
$25B
$1.21M 0.31%
+13,383
New +$1.11M
TMUS icon
67
T-Mobile US
TMUS
$193B
$1.2M 0.3%
19,461
-12,839
-40% -$805K
GD icon
68
General Dynamics
GD
$105B
$1.19M 0.3%
+5,797
New +$1.16M
CTRA
69
DELISTED
Coterra Energy
CTRA
$1.18M 0.3%
+44,048
New +$1.12M
TRV icon
70
Travelers Companies
TRV
$80.8B
$1.17M 0.29%
9,544
+4,744
+99% +$592K
ALSN icon
71
Allison Transmission
ALSN
$10.1B
$1.16M 0.29%
+31,016
New +$1.13M
CRM icon
72
Salesforce
CRM
$134B
$1.16M 0.29%
12,463
+8,947
+254% +$823K
LOGM
73
DELISTED
LogMein, Inc.
LOGM
$1.16M 0.29%
10,542
+8,540
+427% +$958K
EDU icon
74
New Oriental
EDU
$7.84B
$1.15M 0.29%
13,018
+8,618
+196% +$702K
ADP icon
75
Automatic Data Processing
ADP
$100B
$1.14M 0.29%
+10,390
New +$1.11M
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.