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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 | |
|---|---|---|---|---|---|---|
426
Aptiv
APTV
$12B
| $324K | 0.09% |
+3,700
| New | +$309K |
|
427
CAE Inc. Common Shares
CAE
$8.1B
| $324K | 0.09% |
18,800
+7,495
| +66% | +$119K |
|
428
AXIS Capital
AXS
$8.59B
| $323K | 0.09% |
5,000
-3,800
| -43% | -$248K |
|
429
Abercrombie & Fitch
ANF
$4.17B
| $322K | 0.09% |
+25,900
| New | +$319K |
|
430
Minerals Technologies
MTX
$2.31B
| $322K | 0.09% |
4,405
-1,247
| -22% | -$93K |
|
431
Cabot Corp
CBT
$4.65B
| $321K | 0.09% |
+6,000
| New | +$329K |
|
|
GRMN
432
Garmin
GRMN
$46.9B
| $321K | 0.09% |
6,300
-7,400
| -54% | -$379K |
|
|
REGI
433
DELISTED
Renewable Energy Group, Inc.
REGI
| $321K | 0.09% |
24,794
-17,677
| -42% | -$199K |
|
434
AB InBev
BUD
$158B
| $320K | 0.09% |
+2,900
| New | +$332K |
|
435
Louisiana-Pacific
LPX
$5.2B
| $320K | 0.09% |
13,253
-4,296
| -24% | -$105K |
|
|
LL
436
DELISTED
LL Flooring Holdings, Inc.
LL
| $319K | 0.09% |
+12,713
| New | +$319K |
|
437
Universal Health Services
UHS
$9.43B
| $317K | 0.09% |
2,600
-4,700
| -64% | -$559K |
|
|
NBL
438
DELISTED
Noble Energy, Inc.
NBL
| $317K | 0.09% |
+11,200
| New | +$349K |
|
439
Arcos Dorados Holdings
ARCO
$1.73B
| $316K | 0.09% |
43,644
+32,589
| +295% | +$264K |
|
440
Sherwin-Williams
SHW
$78.3B
| $316K | 0.09% |
2,700
-8,700
| -76% | -$972K |
|
|
CUNB
441
DELISTED
CU Bancorp
CUNB
| $316K | 0.09% |
+8,754
| New | +$324K |
|
|
NDRM
442
DELISTED
NeuroDerm Ltd. Ordinary Shares
NDRM
| $316K | 0.09% |
+10,582
| New | +$274K |
|
443
Astec Industries
ASTE
$1.3B
| $315K | 0.09% |
+5,680
| New | +$335K |
|
|
VMW
444
DELISTED
VMware, Inc
VMW
| $315K | 0.09% |
+3,600
| New | +$332K |
|
|
CSRA
445
DELISTED
CSRA Inc.
CSRA
| $314K | 0.09% |
+9,900
| New | +$297K |
|
446
Honda
HMC
$36.5B
| $312K | 0.09% |
11,382
+3,982
| +54% | +$113K |
|
447
MGM Resorts International
MGM
$11.7B
| $312K | 0.09% |
9,987
-14,988
| -60% | -$463K |
|
448
New Oriental
EDU
$7.84B
| $310K | 0.08% |
+4,400
| New | +$302K |
|
449
SiriusPoint
SPNT
$2.98B
| $310K | 0.08% |
+22,300
| New | +$283K |
|
|
FLOW
450
DELISTED
SPX FLOW, Inc.
FLOW
| $310K | 0.08% |
+8,400
| New | +$311K |
|
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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.