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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
Cap. Flow
-$411M
Cap. Flow %
-112.55%
Top 10 Hldgs %
5.54%
Holding
1,447
New
402
Increased
105
Reduced
244
Closed
696

Top Buys

Rank Stock Value
1
UAL icon
United Airlines
UAL
+$2.29M
2
KMX icon
CarMax
KMX
+$2.2M
3
MU icon
Micron Technology
MU
+$2.17M
4
COHR
Coherent Inc
COHR
+$1.93M
5
TMUS icon
T-Mobile US
TMUS
+$1.82M

Top Sells

Rank Stock Value
1
ADI icon
Analog Devices
ADI
+$4.38M
2
GS icon
Goldman Sachs
GS
+$4.32M
3
AR icon
Antero Resources
AR
+$3.58M
4
NOC icon
Northrop Grumman
NOC
+$3.45M
5
CBOE icon
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
STB
751
DELISTED
Student Transportation Inc
STB
$61K 0.02%
10,000
-29,600
-75% -$175K
ABG icon
752
Asbury Automotive
ABG
$4.19B
– –
-5,386
Closed -$324K
ABM icon
753
ABM Industries
ABM
$2.8B
– –
-5,401
Closed -$235K
ACCO icon
754
Acco Brands
ACCO
$369M
– –
-38,442
Closed -$506K
ACIW icon
755
ACI Worldwide
ACIW
$5.72B
– –
-9,708
Closed -$208K
ACRS icon
756
Aclaris Therapeutics
ACRS
$730M
– –
-6,755
Closed -$201K
ACTG icon
757
Acacia Research
ACTG
$450M
– –
-22,910
Closed -$132K
ADI icon
758
Analog Devices
ADI
$181B
– –
-53,500
Closed -$4.38M
ADUS icon
759
Addus HomeCare
ADUS
$2.14B
– –
-6,330
Closed -$203K
AEE icon
760
Ameren
AEE
$31.5B
– –
-6,100
Closed -$333K
AFL icon
761
Aflac
AFL
$63.9B
– –
-27,000
Closed -$978K
AGO icon
762
Assured Guaranty
AGO
$3.78B
– –
-12,100
Closed -$449K
AIG icon
763
American International
AIG
$41.9B
– –
-12,100
Closed -$755K
AKBA icon
764
Akebia Therapeutics
AKBA
$327M
– –
-17,220
Closed -$158K
ALEX
765
DELISTED
Alexander & Baldwin
ALEX
– –
-13,473
Closed -$600K
ALG icon
766
Alamo Group
ALG
$2.01B
– –
-3,400
Closed -$259K
ALRM icon
767
Alarm.com
ALRM
$2.56B
– –
-13,129
Closed -$404K
ALSN icon
768
Allison Transmission
ALSN
$10.1B
– –
-22,677
Closed -$818K
OSG
769
Octave Specialty Group
OSG
$252M
– –
-21,373
Closed -$403K
AMCX icon
770
AMC Global Media
AMCX
$430M
– –
-5,200
Closed -$305K
AMD icon
771
Advanced Micro Devices
AMD
$851B
– –
-48,539
Closed -$706K
AMGN icon
772
Amgen
AMGN
$203B
– –
-4,300
Closed -$706K
AMPH icon
773
Amphastar Pharmaceuticals
AMPH
$825M
– –
-10,493
Closed -$152K
AN icon
774
AutoNation
AN
$6.97B
– –
-19,731
Closed -$834K
ANGI icon
775
Angi Inc
ANGI
$224M
– –
-13,557
Closed -$773K
29 30
31
32 33

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CM
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WHG
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PSCM
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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.