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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
PNNT
976
Pennant Park Investment Corp
PNNT
$215M
– –
-29,600
Closed -$219K
PNW icon
977
Pinnacle West Capital
PNW
$12.9B
– –
-8,300
Closed -$707K
POR icon
978
Portland General Electric
POR
$6.02B
– –
-4,800
Closed -$219K
PRGS icon
979
Progress Software
PRGS
$1.55B
– –
-24,198
Closed -$747K
PRU icon
980
Prudential Financial
PRU
$41.7B
– –
-4,800
Closed -$519K
PTEN icon
981
Patterson-UTI
PTEN
$3.87B
– –
-29,503
Closed -$596K
RAMP icon
982
LiveRamp
RAMP
$2.29B
– –
-15,800
Closed -$410K
RCL icon
983
Royal Caribbean
RCL
$78.7B
– –
-8,993
Closed -$982K
RDUS
984
DELISTED
Radius Recycling
RDUS
– –
-54,571
Closed -$1.38M
RDY icon
985
Dr. Reddy's Laboratories
RDY
$9.82B
– –
-39,000
Closed -$329K
RF icon
986
Regions Financial
RF
$26.3B
– –
-39,003
Closed -$571K
RGA icon
987
Reinsurance Group of America
RGA
$15.7B
– –
-3,700
Closed -$475K
RHI icon
988
Robert Half
RHI
$3.61B
– –
-7,700
Closed -$369K
RMBS icon
989
Rambus
RMBS
$10.4B
– –
-12,000
Closed -$137K
RMR icon
990
The RMR Group
RMR
$342M
– –
-4,500
Closed -$219K
ROST icon
991
Ross Stores
ROST
$76.6B
– –
-14,700
Closed -$849K
RPM icon
992
RPM International
RPM
$13.7B
– –
-16,042
Closed -$875K
RRGB icon
993
Red Robin
RRGB
$134M
– –
-5,210
Closed -$340K
RS icon
994
Reliance Steel & Aluminium
RS
$20.8B
– –
-4,600
Closed -$335K
SABR icon
995
Sabre
SABR
$656M
– –
-54,316
Closed -$1.18M
SAIC icon
996
Saic
SAIC
$5.03B
– –
-21,418
Closed -$1.49M
SAM icon
997
Boston Beer
SAM
$1.88B
– –
-5,057
Closed -$668K
SANM icon
998
Sanmina
SANM
$11.2B
– –
-16,571
Closed -$631K
SBCF icon
999
Seacoast Banking Corp of Florida
SBCF
$3.26B
– –
-10,709
Closed -$258K
SBGI icon
1000
Sinclair Inc
SBGI
$974M
– –
-18,768
Closed -$617K
38 39
40
41 42

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SAM
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CM
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X
Xponance Philadelphia, Pennsylvania $14.1B AUM 30.11% 1-Year Est. Return
WHG
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PSCM
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BIP
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SA
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FGP
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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.