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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
MAR icon
926
Marriott International
MAR
$98.7B
– –
-2,500
Closed -$251K
MBI icon
927
MBIA
MBI
$288M
– –
-30,500
Closed -$288K
MDU icon
928
MDU Resources
MDU
$4.44B
– –
-21,039
Closed -$210K
MEI icon
929
Methode Electronics
MEI
$543M
– –
-27,047
Closed -$1.11M
MFIC icon
930
MidCap Financial Investment
MFIC
$784M
– –
-8,533
Closed -$164K
MGNI icon
931
Magnite
MGNI
$2.65B
– –
-46,597
Closed -$240K
MKC icon
932
McCormick & Company Non-Voting
MKC
$13.4B
– –
-8,800
Closed -$429K
MKSI icon
933
MKS Inc
MKSI
$22.2B
– –
-6,900
Closed -$464K
MLKN icon
934
MillerKnoll
MLKN
$1.5B
– –
-7,517
Closed -$229K
MNRO icon
935
Monro
MNRO
$525M
– –
-11,200
Closed -$468K
MOH icon
936
Molina Healthcare
MOH
$10.3B
– –
-10,400
Closed -$719K
MPAA icon
937
Motorcar Parts of America
MPAA
$261M
– –
-17,612
Closed -$497K
MSBI icon
938
Midland States Bancorp
MSBI
$669M
– –
-8,400
Closed -$282K
MSFT icon
939
Microsoft
MSFT
$2.84T
– –
-7,500
Closed -$517K
MTX icon
940
Minerals Technologies
MTX
$2.31B
– –
-4,405
Closed -$322K
MUSA icon
941
Murphy USA
MUSA
$11.3B
– –
-5,354
Closed -$397K
MYE icon
942
Myers Industries
MYE
$1.18B
– –
-10,100
Closed -$181K
NDAQ icon
943
Nasdaq
NDAQ
$51.5B
– –
-10,800
Closed -$257K
NEM icon
944
Newmont
NEM
$98.2B
– –
-26,900
Closed -$871K
NNBR icon
945
NN Inc
NNBR
$272M
– –
-13,430
Closed -$369K
NOW icon
946
ServiceNow
NOW
$102B
– –
-21,970
Closed -$466K
NRG icon
947
NRG Energy
NRG
$29.8B
– –
-57,158
Closed -$984K
NSC icon
948
Norfolk Southern
NSC
$78.8B
– –
-8,393
Closed -$1.02M
NSP icon
949
Insperity
NSP
$1.85B
– –
-13,800
Closed -$490K
NUE icon
950
Nucor
NUE
$56.4B
– –
-5,276
Closed -$305K
36 37
38
39 40

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CM
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X
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WHG
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PSCM
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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.