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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 | |
|---|---|---|---|---|---|---|
601
Zimmer Biomet
ZBH
$17.7B
| $231K | 0.06% |
+1,854
| New | +$220K |
|
|
RVNC
602
DELISTED
Revance Therapeutics, Inc.
RVNC
| $231K | 0.06% |
+8,766
| New | +$195K |
|
603
Teledyne Technologies
TDY
$30.4B
| $230K | 0.06% |
+1,800
| New | +$233K |
|
604
Herc Holdings
HRI
$5.43B
| $229K | 0.06% |
+5,835
| New | +$244K |
|
605
MillerKnoll
MLKN
$1.5B
| $229K | 0.06% |
+7,517
| New | +$240K |
|
606
Photronics
PLAB
$1.79B
| $229K | 0.06% |
+24,405
| New | +$258K |
|
|
RTEC
607
DELISTED
Rudolph Technologies Inc
RTEC
| $229K | 0.06% |
+10,023
| New | +$239K |
|
|
PETX
608
DELISTED
Aratana Therapeutics, Inc.
PETX
| $228K | 0.06% |
+31,549
| New | +$194K |
|
609
Atlantic Union Bankshares
AUB
$5.99B
| $227K | 0.06% |
6,685
-3,615
| -35% | -$123K |
|
610
Center Bancorp
CNOB
$1.63B
| $227K | 0.06% |
+10,065
| New | +$230K |
|
|
AAMI
611
Acadian Asset Management
AAMI
$2.88B
| $227K | 0.06% |
15,300
-3,136
| -17% | -$46.4K |
|
|
SEMG
612
DELISTED
SEMGROUP CORPORATION
SEMG
| $227K | 0.06% |
+8,400
| New | +$261K |
|
613
Clean Harbors
CLH
$16.1B
| $224K | 0.06% |
4,019
-12,904
| -76% | -$742K |
|
|
KYNB
614
Kyntra Bio
KYNB
$28.5M
| $224K | 0.06% |
278
-141
| -34% | -$98.2K |
|
615
Bristol-Myers Squibb
BMY
$127B
| $223K | 0.06% |
+4,000
| New | +$218K |
|
616
Orion Group Holdings
ORN
$514M
| $223K | 0.06% |
29,844
+14,996
| +101% | +$112K |
|
617
Trip.com Group
TCOM
$27.5B
| $221K | 0.06% |
+4,100
| New | +$217K |
|
|
EPAY
618
DELISTED
Bottomline Technologies Inc
EPAY
| $221K | 0.06% |
8,600
-11,100
| -56% | -$272K |
|
619
TTM Technologies
TTMI
$13.6B
| $220K | 0.06% |
12,650
-50,271
| -80% | -$844K |
|
620
Caesarstone
CSTE
$72.3M
| $219K | 0.06% |
+6,261
| New | +$235K |
|
621
Curtiss-Wright
CW
$27.7B
| $219K | 0.06% |
2,386
-4,035
| -63% | -$364K |
|
|
PNNT
622
Pennant Park Investment Corp
PNNT
$215M
| $219K | 0.06% |
+29,600
| New | +$228K |
|
623
Portland General Electric
POR
$6.02B
| $219K | 0.06% |
4,800
-700
| -13% | -$32.3K |
|
624
The RMR Group
RMR
$342M
| $219K | 0.06% |
+4,500
| New | +$227K |
|
|
AXE
625
DELISTED
Anixter International Inc
AXE
| $219K | 0.06% |
2,800
-418
| -13% | -$32.7K |
|
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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.