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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
+1.5%
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
$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 | 15.86% |
| 2 | Technology | 14.87% |
| 3 | Industrials | 14.52% |
| 4 | Financials | 12.61% |
| 5 | Healthcare | 12.04% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
SIVB
226
DELISTED
SVB Financial Group
SIVB
| $526K | 0.14% |
+2,991
| New | +$536K |
|
|
BOBE
227
DELISTED
Bob Evans Farms, Inc.
BOBE
| $526K | 0.14% |
+7,318
| New | +$502K |
|
228
Microchip Technology
MCHP
$42.8B
| $525K | 0.14% |
13,600
+6,688
| +97% | +$263K |
|
|
PTLA
229
DELISTED
Portola Pharmaceuticals, Inc.
PTLA
| $522K | 0.14% |
9,300
-18,321
| -66% | -$734K |
|
230
Prudential Financial
PRU
$41.7B
| $519K | 0.14% |
4,800
-13,121
| -73% | -$1.39M |
|
231
Plains GP Holdings
PAGP
$5.23B
| $518K | 0.14% |
19,800
-20,100
| -50% | -$562K |
|
232
Microsoft
MSFT
$2.84T
| $517K | 0.14% |
+7,500
| New | +$515K |
|
|
MIC
233
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
| $517K | 0.14% |
+6,600
| New | +$521K |
|
234
Smart Sand
SND
$200M
| $516K | 0.14% |
+57,865
| New | +$656K |
|
235
Tapestry
TPR
$28.8B
| $516K | 0.14% |
+10,900
| New | +$478K |
|
236
Advanced Energy
AEIS
$12.2B
| $513K | 0.14% |
+7,928
| New | +$579K |
|
237
Progressive
PGR
$124B
| $511K | 0.14% |
11,600
-69,400
| -86% | -$2.88M |
|
238
Everest Group
EG
$15.2B
| $509K | 0.14% |
+2,000
| New | +$494K |
|
|
AVXS
239
DELISTED
AveXis, Inc. Common Stock
AVXS
| $509K | 0.14% |
+6,200
| New | +$465K |
|
240
Snap-on
SNA
$20.9B
| $506K | 0.14% |
+3,200
| New | +$524K |
|
241
Arch Capital
ACGL
$36.1B
| $504K | 0.14% |
+16,200
| New | +$514K |
|
242
Advance Auto Parts
AAP
$3.37B
| $501K | 0.14% |
4,300
-13,600
| -76% | -$1.87M |
|
243
Dine Brands
DIN
$432M
| $498K | 0.14% |
+11,300
| New | +$564K |
|
244
Hubbell
HUBB
$25.7B
| $498K | 0.14% |
4,400
+800
| +22% | +$92.6K |
|
245
US Bancorp
USB
$99.6B
| $498K | 0.14% |
9,600
-21,900
| -70% | -$1.13M |
|
246
Motorcar Parts of America
MPAA
$261M
| $497K | 0.14% |
+17,612
| New | +$515K |
|
247
F5
FFIV
$22.1B
| $496K | 0.14% |
+3,900
| New | +$511K |
|
248
Taylor Morrison
TMHC
| $496K | 0.14% |
20,678
-6,322
| -23% | -$146K |
|
249
NCR Voyix
VYX
$1.06B
| $495K | 0.14% |
+19,769
| New | +$502K |
|
250
Alaska Air
ALK
$5.15B
| $494K | 0.14% |
+5,500
| New | +$482K |
|
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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, up from 15% 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.