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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
+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
(-53%)
Cap. Flow
-$411M
Cap. Flow
% of AUM
-112.55%
Top 10 Holdings %
Top 10 Hldgs %
5.54%
Holding
1,447
New
402
Increased
105
Reduced
244
Closed
696
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
United Airlines
UAL
|
+$2.29M |
| 2 |
CarMax
KMX
|
+$2.2M |
| 3 |
Micron Technology
MU
|
+$2.17M |
| 4 |
COHR
Coherent Inc
COHR
|
+$1.93M |
| 5 |
T-Mobile US
TMUS
|
+$1.82M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Analog Devices
ADI
|
+$4.38M |
| 2 |
Goldman Sachs
GS
|
+$4.32M |
| 3 |
Antero Resources
AR
|
+$3.58M |
| 4 |
Northrop Grumman
NOC
|
+$3.45M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
1101
PVH
PVH
$3.29B
| – | – |
-2,400
| Closed | -$248K |
|
1102
Quanta Services
PWR
$96.1B
| – | – |
-7,007
| Closed | -$260K |
|
1103
Qualcomm
QCOM
$186B
| – | – |
-28,500
| Closed | -$1.63M |
|
1104
QCR Holdings
QCRH
$1.67B
| – | – |
-5,765
| Closed | -$244K |
|
1105
Q2 Holdings
QTWO
$3.76B
| – | – |
-9,810
| Closed | -$342K |
|
1106
Quad
QUAD
$525M
| – | – |
-11,100
| Closed | -$280K |
|
1107
Ferrari
RACE
$71.3B
| – | – |
-8,100
| Closed | -$602K |
|
1108
RB Global
RBA
$15.2B
| – | – |
-18,128
| Closed | -$596K |
|
1109
Ribbon Communications
RBBN
$349M
| – | – |
-24,379
| Closed | -$161K |
|
1110
Rogers Communications
RCI
$19.9B
| – | – |
-11,300
| Closed | -$500K |
|
1111
Radware
RDWR
$1.18B
| – | – |
-31,832
| Closed | -$514K |
|
1112
RPC Inc
RES
$1.45B
| – | – |
-54,275
| Closed | -$994K |
|
1113
REX American Resources
REX
$1.41B
| – | – |
-63,228
| Closed | -$954K |
|
1114
Regenxbio
RGNX
$578M
| – | – |
-25,109
| Closed | -$485K |
|
1115
RingCentral
RNG
$5.86B
| – | – |
-19,700
| Closed | -$558K |
|
1116
Range Resources
RRC
$9.79B
| – | – |
-70,700
| Closed | -$2.06M |
|
1117
Red Rock Resorts
RRR
$3.32B
| – | – |
-22,300
| Closed | -$495K |
|
1118
Sunrun
RUN
$2.22B
| – | – |
-61,475
| Closed | -$332K |
|
1119
Rush Enterprises Class A
RUSHA
$5.81B
| – | – |
-62,390
| Closed | -$612K |
|
|
RYZ
1120
Ryerson Holding Corp
RYZ
$1.35B
| – | – |
-41,998
| Closed | -$529K |
|
|
SAGE
1121
DELISTED
Sage Therapeutics
SAGE
| – | – |
-6,108
| Closed | -$434K |
|
1122
Saia
SAIA
$9.44B
| – | – |
-14,731
| Closed | -$653K |
|
|
ECHO
1123
EchoStar
ECHO
$27.1B
| – | – |
-13,457
| Closed | -$621K |
|
|
SCHW
1124
Charles Schwab
SCHW
$185B
| – | – |
-5,634
| Closed | -$230K |
|
1125
Stepan Co
SCL
$1.41B
| – | – |
-5,967
| Closed | -$470K |
|
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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.