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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
LULU icon
1001
lululemon athletica
LULU
$11.4B
– –
-17,700
Closed -$918K
LUMN icon
1002
Lumen
LUMN
$6.85B
– –
-20,300
Closed -$478K
LXRX icon
1003
Lexicon Pharmaceuticals
LXRX
$992M
– –
-22,535
Closed -$323K
LYV icon
1004
Live Nation Entertainment
LYV
$39.7B
– –
-9,832
Closed -$299K
M icon
1005
Macy's
M
$5.91B
– –
-40,900
Closed -$1.21M
MANH icon
1006
Manhattan Associates
MANH
$12.1B
– –
-17,488
Closed -$910K
MAS icon
1007
Masco
MAS
$14B
– –
-28,400
Closed -$965K
MATV icon
1008
Mativ Holdings
MATV
$693M
– –
-8,054
Closed -$334K
MCD icon
1009
McDonald's
MCD
$181B
– –
-12,200
Closed -$1.58M
MCFT icon
1010
MasterCraft Boat Holdings
MCFT
$570M
– –
-19,200
Closed -$310K
MCRI icon
1011
Monarch Casino & Resort
MCRI
$2.14B
– –
-8,521
Closed -$252K
MDT icon
1012
Medtronic
MDT
$118B
– –
-5,303
Closed -$427K
MDXG icon
1013
MiMedx Group
MDXG
$681M
– –
-74,383
Closed -$709K
MEDP icon
1014
Medpace
MEDP
$16.5B
– –
-17,300
Closed -$516K
MEOH icon
1015
Methanex
MEOH
$4.67B
– –
-12,000
Closed -$563K
MERC icon
1016
Mercer International
MERC
$25.6M
– –
-22,842
Closed -$267K
MG icon
1017
Mistras Group
MG
$619M
– –
-13,879
Closed -$297K
MGA icon
1018
Magna International
MGA
$17.8B
– –
-15,468
Closed -$668K
MGRC icon
1019
McGrath RentCorp
MGRC
$2.71B
– –
-24,200
Closed -$812K
MITK icon
1020
Mitek Systems
MITK
$805M
– –
-25,043
Closed -$167K
MKTX icon
1021
MarketAxess Holdings
MKTX
$5.75B
– –
-1,371
Closed -$257K
MLCO icon
1022
Melco Resorts & Entertainment
MLCO
$1.95B
– –
-96,100
Closed -$1.78M
MLI icon
1023
Mueller Industries
MLI
$14.1B
– –
-36,400
Closed -$311K
MMI icon
1024
Marcus & Millichap
MMI
$1.19B
– –
-32,608
Closed -$802K
MNST icon
1025
Monster Beverage
MNST
$84.5B
– –
-221,660
Closed -$2.56M
39 40
41
42 43

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AT
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FCAS
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RFC
Regions Financial Corp Birmingham, Alabama $16.8B AUM 26.68% 1-Year Est. Return
EH
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VRS
Virginia Retirement Systems Richmond, Virginia $16.7B AUM 42.81% 1-Year Est. Return
OAC
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WA
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DCM
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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.