We are live on ! Find out more
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
DFS
826
DELISTED
Discover Financial Services
DFS
– –
-12,906
Closed -$803K
DG icon
827
Dollar General
DG
$25.9B
– –
-18,300
Closed -$1.32M
DGX icon
828
Quest Diagnostics
DGX
$25.1B
– –
-2,700
Closed -$300K
DHI icon
829
D.R. Horton
DHI
$41B
– –
-11,081
Closed -$383K
DHR icon
830
Danaher
DHR
$135B
– –
-14,664
Closed -$1.1M
DIN icon
831
Dine Brands
DIN
$432M
– –
-11,300
Closed -$498K
DIOD icon
832
Diodes
DIOD
$4B
– –
-10,800
Closed -$260K
DKS icon
833
Dick's Sporting Goods
DKS
$18.4B
– –
-13,200
Closed -$526K
DLB icon
834
Dolby
DLB
$4.72B
– –
-9,005
Closed -$441K
DVN icon
835
Devon Energy
DVN
$51.9B
– –
-7,700
Closed -$246K
DXCM icon
836
DexCom
DXCM
$27.6B
– –
-23,672
Closed -$433K
EBF icon
837
Ennis
EBF
$546M
– –
-20,873
Closed -$399K
EC icon
838
Ecopetrol
EC
$32.9B
– –
-16,025
Closed -$146K
EFSC icon
839
Enterprise Financial Services Corp
EFSC
$2.41B
– –
-7,422
Closed -$303K
EG icon
840
Everest Group
EG
$15.2B
– –
-2,000
Closed -$509K
EHC icon
841
Encompass Health
EHC
$11.2B
– –
-7,374
Closed -$284K
EIX icon
842
Edison International
EIX
$30.7B
– –
-7,200
Closed -$563K
ELV icon
843
Elevance Health
ELV
$81.9B
– –
-1,300
Closed -$245K
ENOV icon
844
Enovis
ENOV
$1.56B
– –
-5,155
Closed -$349K
ENR icon
845
Energizer
ENR
$1.44B
– –
-9,500
Closed -$456K
ENTG icon
846
Entegris
ENTG
$19.7B
– –
-15,340
Closed -$337K
ENVA icon
847
Enova International
ENVA
$5.91B
– –
-16,426
Closed -$244K
EPAM icon
848
EPAM Systems
EPAM
$4.69B
– –
-4,000
Closed -$336K
EPC icon
849
Edgewell Personal Care
EPC
$1.27B
– –
-4,800
Closed -$365K
EQNR icon
850
Equinor
EQNR
$95.9B
– –
-25,159
Closed -$416K
32 33
34
35 36

Similar funds

SAM
Silvercrest Asset Management New York $13.8B AUM 28.39% 1-Year Est. Return
CM
Capula Management Grand Cayman, Cayman Islands $14.1B AUM 19.14% 1-Year Est. Return
X
Xponance Philadelphia, Pennsylvania $14.1B AUM 30.11% 1-Year Est. Return
WHG
Westwood Holdings Group Dallas, Texas $13.7B AUM 21.48% 1-Year Est. Return
PSCM
Pershing Square Capital Management New York $13.7B AUM 13.45% 1-Year Est. Return
BIP
Brandes Investment Partners La Jolla, California $14.1B AUM 25.52% 1-Year Est. Return
SA
Situational Awareness San Francisco, California $13.7B AUM 334.5% 1-Year Est. Return
FGP
Freestone Grove Partners San Francisco, California $14.2B AUM 24.58% 1-Year Est. Return

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.