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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
HIMX
176
Himax Technologies
HIMX
$2.2B
$671K 0.17%
+61,369
New +$557K
SPB icon
177
Spectrum Brands
SPB
$2.04B
$665K 0.17%
6,281
+2,638
+72% +$296K
ALOG
178
DELISTED
Analogic Corp
ALOG
$665K 0.17%
7,937
+4,137
+109% +$302K
LKQ icon
179
LKQ Corp
LKQ
$6.58B
$662K 0.17%
+18,387
New +$627K
HRL icon
180
Hormel Foods
HRL
$13.9B
$660K 0.17%
+20,528
New +$671K
ICE icon
181
Intercontinental Exchange
ICE
$82.4B
$656K 0.17%
+9,551
New +$629K
UHS icon
182
Universal Health Services
UHS
$9.43B
$651K 0.16%
5,867
+3,267
+126% +$368K
VIAV icon
183
Viavi Solutions
VIAV
$9.75B
$647K 0.16%
68,423
+45,423
+197% +$473K
AZN icon
184
AstraZeneca
AZN
$263B
$646K 0.16%
9,529
+2,929
+44% +$185K
RTN
185
DELISTED
Raytheon Company
RTN
$642K 0.16%
+3,439
New +$606K
MANH icon
186
Manhattan Associates
MANH
$8.97B
$640K 0.16%
+15,399
New +$674K
DNKN
187
DELISTED
Dunkin' Brands Group, Inc.
DNKN
$640K 0.16%
12,057
+1,457
+14% +$77.3K
TSS
188
DELISTED
Total System Services, Inc.
TSS
$638K 0.16%
9,741
-3,459
-26% -$224K
SGI
189
Somnigroup International
SGI
$15.1B
$636K 0.16%
+39,432
New +$583K
NUAN
190
DELISTED
Nuance Communications, Inc.
NUAN
$634K 0.16%
+46,617
New +$666K
WMT icon
191
Walmart Inc
WMT
$871B
$633K 0.16%
24,285
-13,215
-35% -$347K
CBSH icon
192
Commerce Bancshares
CBSH
$8.5B
$632K 0.16%
+16,961
New +$615K
FIS icon
193
Fidelity National Information Services
FIS
$21.5B
$631K 0.16%
+6,758
New +$614K
SFM icon
194
Sprouts Farmers Market
SFM
$7.04B
$631K 0.16%
+33,622
New +$744K
UNH icon
195
UnitedHealth
UNH
$382B
$628K 0.16%
3,205
-595
-16% -$115K
HTZ
196
DELISTED
Hertz Global Holdings, Inc.
HTZ
$628K 0.16%
+32,335
New +$510K
CMTL icon
197
Comtech Telecommunications
CMTL
$51.8M
$627K 0.16%
30,543
-11,357
-27% -$218K
SODA
198
DELISTED
SodaStream International Ltd
SODA
$627K 0.16%
+9,440
New +$550K
SWKS icon
199
Skyworks Solutions
SWKS
$9.06B
$624K 0.16%
6,121
+2,021
+49% +$210K
PFPT
200
DELISTED
Proofpoint, Inc.
PFPT
$622K 0.16%
7,127
+3,587
+101% +$319K
6 7
8
9 10

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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.