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TI

Trexquant Investment Portfolio holdings

AUM $17B
1-Year Est. Return 39.66%
This Fund
S&P 500
This Quarter Est. Return
+1.5%
1 Year Est. Return
+39.66%
3 Year Est. Return
+112.15%
5 Year Est. Return
+98.93%
10 Year Est. Return
+403.68%
AUM
$365M
AUM Growth
-$414M
Cap. Flow
-$411M
Cap. Flow %
-112.55%
Top 10 Hldgs %
5.54%
Holding
1,447
New
402
Increased
105
Reduced
244
Closed
696

Top Buys

Rank Stock Value
1
UAL icon
United Airlines
UAL
+$2.29M
2
KMX icon
CarMax
KMX
+$2.2M
3
MU icon
Micron Technology
MU
+$2.17M
4
COHR
Coherent Inc
COHR
+$1.93M
5
TMUS icon
T-Mobile US
TMUS
+$1.82M

Top Sells

Rank Stock Value
1
ADI icon
Analog Devices
ADI
+$4.38M
2
GS icon
Goldman Sachs
GS
+$4.32M
3
AR icon
Antero Resources
AR
+$3.58M
4
NOC icon
Northrop Grumman
NOC
+$3.45M
5
CBOE icon
Cboe Global Markets
CBOE
+$3.41M

Sector Composition

Rank Sector Weight
1 Consumer Discretionary 16.18%
2 Technology 15.57%
3 Industrials 14.85%
4 Healthcare 13.45%
5 Financials 13.28%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
KR icon
51
Kroger
KR
$35B
$1.15M 0.31%
49,100
+5,200
+12% +$148K
ABBV icon
52
AbbVie
ABBV
$440B
$1.14M 0.31%
15,700
-4,700
-23% -$316K
TXN icon
53
Texas Instruments
TXN
$236B
$1.12M 0.31%
14,600
+5,300
+57% +$425K
UNM icon
54
Unum
UNM
$14.9B
$1.12M 0.31%
+24,089
New +$1.11M
ESV
55
DELISTED
Ensco Rowan plc
ESV
$1.12M 0.31%
54,325
-8,725
-14% -$251K
CPRI icon
56
Capri Holdings
CPRI
$1.49B
$1.12M 0.31%
30,800
+7,900
+34% +$287K
MEI icon
57
Methode Electronics
MEI
$501M
$1.11M 0.3%
+27,047
New +$1.13M
ETFC
58
DELISTED
E*Trade Financial Corporation
ETFC
$1.11M 0.3%
+29,300
New +$1.04M
SNX icon
59
TD Synnex
SNX
$20.7B
$1.1M 0.3%
18,352
+12,150
+196% +$680K
DHR icon
60
Danaher
DHR
$144B
$1.1M 0.3%
14,664
-4,286
-23% -$321K
WPX
61
DELISTED
WPX Energy, Inc.
WPX
$1.09M 0.3%
112,660
+46,260
+70% +$527K
VAC icon
62
Marriott Vacations Worldwide
VAC
$3.52B
$1.08M 0.3%
+9,200
New +$1.04M
SHLM
63
DELISTED
Schulman (A.) Inc
SHLM
$1.08M 0.3%
33,842
+23,742
+235% +$706K
PHM icon
64
Pultegroup
PHM
$22.9B
$1.08M 0.3%
+44,000
New +$1.03M
SBUX icon
65
Starbucks
SBUX
$116B
$1.08M 0.3%
+18,500
New +$1.12M
DECK icon
66
Deckers Outdoor
DECK
$11.2B
$1.04M 0.29%
+91,800
New +$957K
JACK icon
67
Jack in the Box
JACK
$291M
$1.02M 0.28%
+10,400
New +$1.07M
BOX icon
68
Box
BOX
$4.71B
$1.02M 0.28%
56,000
+24,386
+77% +$440K
NSC icon
69
Norfolk Southern
NSC
$73.7B
$1.02M 0.28%
8,393
-7,907
-49% -$929K
AA icon
70
Alcoa
AA
$13.7B
$1.01M 0.28%
+30,871
New +$1M
CMA
71
DELISTED
Comerica
CMA
$1M 0.27%
13,675
+7,083
+107% +$497K
ADSK icon
72
Autodesk
ADSK
$44.4B
$998K 0.27%
+9,900
New +$980K
TSCO icon
73
Tractor Supply
TSCO
$18.4B
$992K 0.27%
91,500
-49,730
-35% -$592K
CHRD icon
74
Chord Energy
CHRD
$8.07B
$991K 0.27%
+123,145
New +$1.35M
NRG icon
75
NRG Energy
NRG
$25.1B
$984K 0.27%
57,158
-50,242
-47% -$842K
1 2
3
4 5

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Trexquant Investment's Q2 2017 Portfolio in Review

As of Q2 2017, Trexquant Investment held 1,447 positions worth $365M, down 53% from $780M the previous quarter. Its ten largest holdings account for 5.5% of the portfolio.

Trexquant Investment withdrew a net $411M in Q2 2017, closing 696 positions and reducing 244 holdings. Its most notable exit was Analog Devices, an estimated $4.38M position sold in full.

By sector, the portfolio is most concentrated in Consumer Discretionary at 16% of assets, down from 16% a quarter earlier, followed by Technology and Industrials.

Against the trend, Trexquant Investment opened a new position in United Airlines worth $2.28M.

  • Trexquant Investment's largest Q2 2017 buy was United Airlines: 30,300 shares worth $2.28M.
  • Trexquant Investment added most to T-Mobile US in Q2 2017, an estimated $1.82M increase.
  • Trexquant Investment's biggest Q2 2017 reduction was Citizens Financial Group, cutting an estimated $3.05M.
  • Trexquant Investment fully exited Analog Devices in Q2 2017, selling an estimated $4.38M.
  • Trexquant Investment's ten largest holdings make up 5.5% of its $365M portfolio in Q2 2017.
  • Trexquant Investment opened 402 new positions and closed 696 in Q2 2017.
  • Trexquant Investment's portfolio value fell 53% quarter-over-quarter to $365M.

Based on Trexquant Investment's 13F filing for Q2 2017, filed 1 Aug 2017.