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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 | |
|---|---|---|---|---|---|---|
326
CME Group
CME
$92.2B
| $413K | 0.11% |
3,300
-17,600
| -84% | -$2.1M |
|
327
DTE Energy
DTE
$31.1B
| $413K | 0.11% |
+4,583
| New | +$415K |
|
328
PNC Financial Services
PNC
$100B
| $412K | 0.11% |
3,300
-10,062
| -75% | -$1.21M |
|
329
Five Below
FIVE
$11.2B
| $410K | 0.11% |
8,300
-19,169
| -70% | -$944K |
|
330
LiveRamp
RAMP
$2.29B
| $410K | 0.11% |
+15,800
| New | +$430K |
|
|
SPNC
331
DELISTED
Spectranetics Corp
SPNC
| $407K | 0.11% |
+10,600
| New | +$306K |
|
332
Kosmos Energy
KOS
$1.56B
| $406K | 0.11% |
+63,300
| New | +$401K |
|
|
TGI
333
DELISTED
Triumph Group
TGI
| $405K | 0.11% |
+12,827
| New | +$357K |
|
|
AERI
334
DELISTED
Aerie Pharmaceuticals
AERI
| $405K | 0.11% |
+7,700
| New | +$359K |
|
|
CARO
335
DELISTED
Carolina Financial Corp.
CARO
| $404K | 0.11% |
+12,500
| New | +$384K |
|
336
Zumiez
ZUMZ
$320M
| $403K | 0.11% |
32,600
-14,390
| -31% | -$220K |
|
|
CAA
337
DELISTED
CalAtlantic Group, Inc.
CAA
| $401K | 0.11% |
11,346
+3,001
| +36% | +$109K |
|
338
Ennis
EBF
$546M
| $399K | 0.11% |
+20,873
| New | +$351K |
|
|
TTM
339
DELISTED
Tata Motors Limited
TTM
| $399K | 0.11% |
+12,100
| New | +$423K |
|
340
Murphy USA
MUSA
$11.3B
| $397K | 0.11% |
+5,354
| New | +$375K |
|
341
Skyworks Solutions
SWKS
$9.06B
| $393K | 0.11% |
+4,100
| New | +$421K |
|
|
CTB
342
DELISTED
Cooper Tire & Rubber Co.
CTB
| $392K | 0.11% |
10,860
-10,473
| -49% | -$404K |
|
|
VR
343
DELISTED
Validus Hold Ltd
VR
| $392K | 0.11% |
+7,539
| New | +$406K |
|
344
Hilton Grand Vacations
HGV
$3.84B
| $390K | 0.11% |
+10,810
| New | +$373K |
|
|
NFX
345
DELISTED
Newfield Exploration
NFX
| $387K | 0.11% |
+13,600
| New | +$448K |
|
346
Adtran
ADTN
$798M
| $384K | 0.11% |
18,616
+8,035
| +76% | +$161K |
|
347
Vanda Pharmaceuticals
VNDA
$312M
| $384K | 0.11% |
+23,568
| New | +$340K |
|
348
D.R. Horton
DHI
$41B
| $383K | 0.1% |
11,081
-27,019
| -71% | -$902K |
|
349
Oil States International
OIS
$522M
| $383K | 0.1% |
+14,100
| New | +$418K |
|
350
Affiliated Managers Group
AMG
$9.46B
| $381K | 0.1% |
+2,300
| New | +$367K |
|
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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.