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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
+2.59%
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
$1.11B
AUM Growth
-$297M
(-21%)
Cap. Flow
-$299M
Cap. Flow
% of AUM
-26.88%
Top 10 Holdings %
Top 10 Hldgs %
7.64%
Holding
1,325
New
378
Increased
153
Reduced
230
Closed
564
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
RTX Corp
RTX
|
+$9.18M |
| 2 |
Cisco
CSCO
|
+$8.53M |
| 3 |
Align Technology
ALGN
|
+$8.38M |
| 4 |
Okta
OKTA
|
+$7.98M |
| 5 |
Lam Research
LRCX
|
+$7.79M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
lululemon athletica
LULU
|
+$11M |
| 2 |
Best Buy
BBY
|
+$10.9M |
| 3 |
Amazon
AMZN
|
+$10.3M |
| 4 |
Chevron
CVX
|
+$9.75M |
| 5 |
FedEx
FDX
|
+$9.44M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 20.03% |
| 2 | Consumer Discretionary | 17.65% |
| 3 | Financials | 13.85% |
| 4 | Healthcare | 12.99% |
| 5 | Industrials | 9.83% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
ERF
751
DELISTED
Enerplus Corporation
ERF
| $86K | 0.01% |
+11,477
| New | +$94K |
|
752
Metallus
MTUS
$873M
| $82K | 0.01% |
+10,059
| New | +$91.1K |
|
753
Medallion Financial
MFIN
$226M
| $76K | 0.01% |
11,330
-31,767
| -74% | -$218K |
|
|
AUD
754
DELISTED
Audacy, Inc.
AUD
| $73K | 0.01% |
12,527
-39,782
| -76% | -$244K |
|
755
Costamare
CMRE
$1.9B
| $71K | 0.01% |
+13,797
| New | +$75.7K |
|
756
FreightCar America
RAIL
$275M
| $70K | 0.01% |
+11,873
| New | +$76.6K |
|
|
MOBL
757
DELISTED
MobileIron, Inc.
MOBL
| $69K | 0.01% |
+11,101
| New | +$62.8K |
|
758
National CineMedia
NCMI
$354M
| $67K | 0.01% |
1,014
-2,396
| -70% | -$169K |
|
|
OMN
759
DELISTED
OMNOVA Solutions Inc.
OMN
| $67K | 0.01% |
+10,687
| New | +$71.3K |
|
|
BKCC
760
DELISTED
BlackRock Capital Investment Corporation
BKCC
| $61K | 0.01% |
+10,158
| New | +$62.2K |
|
761
Abeona Therapeutics
ABEO
$345M
| $53K | ﹤0.01% |
+445
| New | +$74.6K |
|
762
Agilent Technologies
A
$39.1B
| – | – |
-31,943
| Closed | -$2.57M |
|
763
Acco Brands
ACCO
$369M
| – | – |
-27,783
| Closed | -$238K |
|
764
ACI Worldwide
ACIW
$5.72B
| – | – |
-49,446
| Closed | -$1.63M |
|
765
Aecom
ACM
$9.07B
| – | – |
-14,753
| Closed | -$438K |
|
766
Adeia
ADEA
$2.86B
| – | – |
-56,262
| Closed | -$348K |
|
767
AGCO
AGCO
$8.78B
| – | – |
-16,018
| Closed | -$1.11M |
|
768
Assured Guaranty
AGO
$3.78B
| – | – |
-30,838
| Closed | -$1.37M |
|
769
AAR Corp
AIR
$5.15B
| – | – |
-61,069
| Closed | -$1.99M |
|
770
Aldeyra Therapeutics
ALDX
$91.7M
| – | – |
-23,407
| Closed | -$211K |
|
771
Autoliv
ALV
$8.6B
| – | – |
-13,252
| Closed | -$974K |
|
772
Applied Materials
AMAT
$426B
| – | – |
-55,175
| Closed | -$2.19M |
|
|
AMED
773
DELISTED
Amedisys
AMED
| – | – |
-2,933
| Closed | -$362K |
|
774
Amgen
AMGN
$203B
| – | – |
-13,327
| Closed | -$2.53M |
|
775
Affiliated Managers Group
AMG
$9.46B
| – | – |
-21,884
| Closed | -$2.34M |
|
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Trexquant Investment's Q2 2019 Portfolio in Review
As of Q2 2019, Trexquant Investment held 1,325 positions worth $1.11B, down 21% from $1.41B the previous quarter. Its ten largest holdings account for 7.6% of the portfolio.
Trexquant Investment withdrew a net $299M in Q2 2019, closing 564 positions and reducing 230 holdings. Its most notable exit was lululemon athletica, an estimated $11M position sold in full.
By sector, the portfolio is most concentrated in Technology at 20% of assets, up from 16% a quarter earlier, followed by Consumer Discretionary and Financials.
Against the trend, Trexquant Investment opened a new position in RTX Corp worth $9M.
- Trexquant Investment's largest Q2 2019 buy was RTX Corp: 109,801 shares worth $9M.
- Trexquant Investment added most to Bank of New York Mellon in Q2 2019, an estimated $6.14M increase.
- Trexquant Investment's biggest Q2 2019 reduction was Apple, cutting an estimated $9.37M.
- Trexquant Investment fully exited lululemon athletica in Q2 2019, selling an estimated $11M.
- Trexquant Investment's ten largest holdings make up 7.6% of its $1.11B portfolio in Q2 2019.
- Trexquant Investment opened 378 new positions and closed 564 in Q2 2019.
- Trexquant Investment's portfolio value fell 21% quarter-over-quarter to $1.11B.
Based on Trexquant Investment's 13F filing for Q2 2019, filed 9 Aug 2019.