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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 | |
|---|---|---|---|---|---|---|
276
Tenet Healthcare
THC
$20.1B
| $472K | 0.13% |
+24,428
| New | +$426K |
|
|
IBTX
277
DELISTED
Independent Bank Group, Inc.
IBTX
| $469K | 0.13% |
+7,883
| New | +$470K |
|
278
Monro
MNRO
$525M
| $468K | 0.13% |
+11,200
| New | +$558K |
|
|
KS
279
DELISTED
KapStone Paper and Pack Corp.
KS
| $468K | 0.13% |
+22,674
| New | +$488K |
|
280
ServiceNow
NOW
$102B
| $466K | 0.13% |
21,970
-60,530
| -73% | -$1.19M |
|
281
MKS Inc
MKSI
$22.2B
| $464K | 0.13% |
+6,900
| New | +$523K |
|
282
Keurig Dr Pepper
KDP
$40.4B
| $463K | 0.13% |
5,084
-8,516
| -63% | -$797K |
|
|
SHPG
283
DELISTED
Shire pic
SHPG
| $463K | 0.13% |
2,800
-3,700
| -57% | -$647K |
|
284
Donnelley Financial Solutions
DFIN
$1.21B
| $461K | 0.13% |
+20,082
| New | +$440K |
|
285
Energizer
ENR
$1.44B
| $456K | 0.12% |
+9,500
| New | +$516K |
|
286
Spectrum Brands
SPB
$2.04B
| $456K | 0.12% |
+3,643
| New | +$488K |
|
287
Ultrapar
UGP
$6.87B
| $456K | 0.12% |
+38,752
| New | +$447K |
|
288
AeroVironment
AVAV
$7.57B
| $455K | 0.12% |
+11,900
| New | +$360K |
|
|
MZTI
289
The Marzetti Company
MZTI
$2.94B
| $454K | 0.12% |
+3,700
| New | +$464K |
|
290
AstraZeneca
AZN
$263B
| $450K | 0.12% |
+6,600
| New | +$431K |
|
|
VRNT
291
DELISTED
Verint Systems
VRNT
| $450K | 0.12% |
21,685
-55,471
| -72% | -$1.15M |
|
292
Carlisle Companies
CSL
$13.6B
| $448K | 0.12% |
4,700
-8,300
| -64% | -$839K |
|
293
Deere & Co
DE
$170B
| $445K | 0.12% |
+3,600
| New | +$422K |
|
294
Agnico Eagle Mines
AEM
$72.6B
| $442K | 0.12% |
+9,800
| New | +$460K |
|
295
Invesco
IVZ
$13.3B
| $442K | 0.12% |
12,572
-50,828
| -80% | -$1.66M |
|
296
Dolby
DLB
$4.72B
| $441K | 0.12% |
+9,005
| New | +$459K |
|
297
BWX Technologies
BWXT
$16B
| $439K | 0.12% |
+9,000
| New | +$436K |
|
298
HP
HPQ
$23.5B
| $439K | 0.12% |
25,100
-21,467
| -46% | -$394K |
|
299
Federal Signal
FSS
$7.25B
| $438K | 0.12% |
25,228
+9,551
| +61% | +$150K |
|
300
Home BancShares
HOMB
$6.21B
| $438K | 0.12% |
+17,600
| New | +$439K |
|
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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.