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Trexquant Investment Portfolio holdings

AUM $17B
1-Year Est. Return 39.66%
This Fund
S&P 500
This Quarter Est. Return
+2.59%
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
$1.11B
AUM Growth
-$297M
Cap. Flow
-$299M
Cap. Flow %
-26.88%
Top 10 Hldgs %
7.64%
Holding
1,325
New
378
Increased
153
Reduced
230
Closed
564

Top Buys

Rank Stock Value
1
RTX icon
RTX Corp
RTX
+$9.18M
2
CSCO icon
Cisco
CSCO
+$8.53M
3
ALGN icon
Align Technology
ALGN
+$8.38M
4
OKTA icon
Okta
OKTA
+$7.98M
5
LRCX icon
Lam Research
LRCX
+$7.79M

Top Sells

Rank Stock Value
1
LULU icon
lululemon athletica
LULU
+$11M
2
BBY icon
Best Buy
BBY
+$10.9M
3
AMZN icon
Amazon
AMZN
+$10.3M
4
CVX icon
Chevron
CVX
+$9.75M
5
FDX icon
FedEx
FDX
+$9.44M

Sector Composition

Rank Sector Weight
1 Technology 20.61%
2 Consumer Discretionary 17.67%
3 Financials 14%
4 Healthcare 13.46%
5 Industrials 9.86%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
CMS icon
851
CMS Energy
CMS
$21.6B
– –
-40,189
Closed -$2.23M
CNK icon
852
Cinemark Holdings
CNK
$4.19B
– –
-24,471
Closed -$979K
CNMD icon
853
CONMED
CNMD
$1.4B
– –
-6,860
Closed -$571K
CNO icon
854
CNO Financial Group
CNO
$5.11B
– –
-31,940
Closed -$517K
CNNE icon
855
Cannae Holdings
CNNE
$674M
– –
-13,313
Closed -$323K
COHR icon
856
Coherent
COHR
$59.1B
– –
-26,258
Closed -$978K
COLB icon
857
Columbia Banking Systems
COLB
$8.56B
– –
-9,746
Closed -$319K
COO icon
858
Cooper Companies
COO
$13.2B
– –
-85,876
Closed -$6.36M
CRAI icon
859
CRA International
CRAI
$1.05B
– –
-4,412
Closed -$223K
CRUS icon
860
Cirrus Logic
CRUS
$5.55B
– –
-30,851
Closed -$1.3M
CSGS
861
DELISTED
CSG Systems International
CSGS
– –
-7,557
Closed -$320K
CSIQ icon
862
Canadian Solar
CSIQ
$942M
– –
-25,677
Closed -$478K
CSTM icon
863
Constellium
CSTM
$3.72B
– –
-33,662
Closed -$269K
CTRA
864
DELISTED
Coterra Energy
CTRA
– –
-13,078
Closed -$341K
CTSH icon
865
Cognizant
CTSH
$27B
– –
-37,159
Closed -$2.69M
CUBI icon
866
Customers Bancorp
CUBI
$2.66B
– –
-18,455
Closed -$338K
CVCO icon
867
Cavco Industries
CVCO
$4.21B
– –
-3,438
Closed -$404K
CVGI icon
868
Commercial Vehicle Group
CVGI
$129M
– –
-18,377
Closed -$141K
CVX icon
869
Chevron
CVX
$412B
– –
-79,185
Closed -$9.75M
CWH icon
870
Camping World
CWH
$419M
– –
-45,943
Closed -$639K
D icon
871
Dominion Energy
D
$58.2B
– –
-23,772
Closed -$1.82M
DAN icon
872
Dana Inc
DAN
$3.37B
– –
-83,112
Closed -$1.47M
DAR icon
873
Darling Ingredients
DAR
$10.6B
– –
-16,234
Closed -$351K
DBX icon
874
Dropbox
DBX
$7.35B
– –
-36,129
Closed -$788K
DCOM icon
875
Dime Commercial Bancshares
DCOM
$1.8B
– –
-8,569
Closed -$251K
33 34
35
36 37

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AT
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FCAS
First Command Advisory Services Fort Worth, Texas $16.8B AUM 23.38% 1-Year Est. Return
RFC
Regions Financial Corp Birmingham, Alabama $16.8B AUM 26.68% 1-Year Est. Return
EH
Equitable Holdings New York $16.7B AUM 24.23% 1-Year Est. Return
VRS
Virginia Retirement Systems Richmond, Virginia $16.7B AUM 42.81% 1-Year Est. Return
OAC
OMERS Administration Corp Toronto, Ontario, Canada $16.7B AUM 35.96% 1-Year Est. Return
WA
Waverly Advisors Birmingham, Alabama $17.2B AUM 24.89% 1-Year Est. Return
DCM
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Trexquant Investment's Q2 2019 Portfolio in Review

As of Q2 2019, Trexquant Investment held 1,325 positions worth $1.11B, down 21% from $1.41B the previous quarter. Its ten largest holdings account for 7.6% of the portfolio.

Trexquant Investment withdrew a net $299M in Q2 2019, closing 564 positions and reducing 230 holdings. Its most notable exit was lululemon athletica, an estimated $11M position sold in full.

By sector, the portfolio is most concentrated in Technology at 21% of assets, up from 17% a quarter earlier, followed by Consumer Discretionary and Financials.

Against the trend, Trexquant Investment opened a new position in RTX Corp worth $9M.

  • Trexquant Investment's largest Q2 2019 buy was RTX Corp: 109,801 shares worth $9M.
  • Trexquant Investment added most to Bank of New York Mellon in Q2 2019, an estimated $6.14M increase.
  • Trexquant Investment's biggest Q2 2019 reduction was Apple, cutting an estimated $9.37M.
  • Trexquant Investment fully exited lululemon athletica in Q2 2019, selling an estimated $11M.
  • Trexquant Investment's ten largest holdings make up 7.6% of its $1.11B portfolio in Q2 2019.
  • Trexquant Investment opened 378 new positions and closed 564 in Q2 2019.
  • Trexquant Investment's portfolio value fell 21% quarter-over-quarter to $1.11B.

Based on Trexquant Investment's 13F filing for Q2 2019, filed 9 Aug 2019.