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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
CI icon
801
Cigna
CI
$76.6B
– –
-7,500
Closed -$1.25M
CLB icon
802
Core Laboratories
CLB
$538M
– –
-8,900
Closed -$901K
CLF icon
803
Cleveland-Cliffs
CLF
$6.81B
– –
-24,348
Closed -$168K
CLH icon
804
Clean Harbors
CLH
$16.1B
– –
-4,019
Closed -$224K
CLX icon
805
Clorox
CLX
$11.6B
– –
-3,200
Closed -$426K
CMCSA icon
806
Comcast
CMCSA
$79.1B
– –
-30,400
Closed -$1.18M
CME icon
807
CME Group
CME
$92.2B
– –
-3,300
Closed -$413K
CNO icon
808
CNO Financial Group
CNO
$4.97B
– –
-9,685
Closed -$202K
COHU icon
809
Cohu
COHU
$2.39B
– –
-11,000
Closed -$173K
CP icon
810
Canadian Pacific Kansas City
CP
$82B
– –
-20,000
Closed -$643K
CPB icon
811
Campbell Soup
CPB
$6.51B
– –
-14,700
Closed -$767K
CPF icon
812
Central Pacific Financial
CPF
$997M
– –
-10,800
Closed -$340K
CSL icon
813
Carlisle Companies
CSL
$13.6B
– –
-4,700
Closed -$448K
CSTM icon
814
Constellium
CSTM
$3.96B
– –
-12,723
Closed -$88K
CSV icon
815
Carriage Services
CSV
$618M
– –
-7,500
Closed -$202K
CVE icon
816
Cenovus Energy
CVE
$54.6B
– –
-124,175
Closed -$915K
CVLT icon
817
Commault Systems
CVLT
$5.89B
– –
-3,800
Closed -$215K
CW icon
818
Curtiss-Wright
CW
$27.7B
– –
-2,386
Closed -$219K
CWH icon
819
Camping World
CWH
$363M
– –
-11,864
Closed -$366K
CYH icon
820
Community Health Systems
CYH
$385M
– –
-35,000
Closed -$349K
D icon
821
Dominion Energy
D
$62.5B
– –
-10,013
Closed -$767K
DAN icon
822
Dana Inc
DAN
$2.91B
– –
-21,500
Closed -$480K
DE icon
823
Deere & Co
DE
$170B
– –
-3,600
Closed -$445K
DECK icon
824
Deckers Outdoor
DECK
$13.3B
– –
-91,800
Closed -$1.04M
DFIN icon
825
Donnelley Financial Solutions
DFIN
$1.21B
– –
-20,082
Closed -$461K
31 32
33
34 35

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CM
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X
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WHG
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PSCM
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BIP
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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.