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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
CLR
1101
DELISTED
CONTINENTAL RESOURCES INC.
CLR
– –
-17,400
Closed -$563K
AERI
1102
DELISTED
Aerie Pharmaceuticals
AERI
– –
-7,700
Closed -$405K
CCXI
1103
DELISTED
ChemoCentryx, Inc.
CCXI
– –
-18,600
Closed -$174K
MN
1104
DELISTED
MANNING & NAPIER, INC.
MN
– –
-17,321
Closed -$75K
AUTO
1105
DELISTED
AutoWeb, Inc. Common Stock
AUTO
– –
-15,732
Closed -$198K
POLY
1106
DELISTED
Plantronics, Inc.
POLY
– –
-8,100
Closed -$424K
ENDP
1107
DELISTED
Endo International plc
ENDP
– –
-27,400
Closed -$306K
WBT
1108
DELISTED
Welbilt, Inc.
WBT
– –
-10,600
Closed -$200K
CNR
1109
DELISTED
Cornerstone Building Brands, Inc.
CNR
– –
-34,872
Closed -$582K
NTUS
1110
DELISTED
Natus Medical Inc
NTUS
– –
-7,100
Closed -$265K
CERN
1111
DELISTED
Cerner Corp
CERN
– –
-7,200
Closed -$479K
FLOW
1112
DELISTED
SPX FLOW, Inc.
FLOW
– –
-8,400
Closed -$310K
ARNA
1113
DELISTED
Arena Pharmaceuticals Inc
ARNA
– –
-17,794
Closed -$300K
FMBI
1114
DELISTED
First Midwest Bancorp Inc/IL
FMBI
– –
-10,600
Closed -$247K
SC
1115
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
– –
-13,000
Closed -$166K
ATH
1116
DELISTED
Athene Holding Ltd. Class A Common Shares
ATH
– –
-14,100
Closed -$700K
CVA
1117
DELISTED
Covanta Holding Corporation
CVA
– –
-14,873
Closed -$196K
CAI
1118
DELISTED
CAI International, Inc.
CAI
– –
-14,600
Closed -$345K
XEC
1119
DELISTED
CIMAREX ENERGY CO
XEC
– –
-3,700
Closed -$348K
TLND
1120
DELISTED
Talend S.A. American Depositary Shares
TLND
– –
-8,161
Closed -$284K
CATM
1121
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
– –
-20,400
Closed -$670K
CTB
1122
DELISTED
Cooper Tire & Rubber Co.
CTB
– –
-10,860
Closed -$392K
TPCO
1123
DELISTED
Tribune Publishing Company Common Stock
TPCO
– –
-15,600
Closed -$201K
FLIR
1124
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
– –
-12,500
Closed -$433K
NEOS
1125
DELISTED
Neos Therapeutics, Inc
NEOS
– –
-11,700
Closed -$85K
43 44
45
46 47

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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.