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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 | |
|---|---|---|---|---|---|---|
776
Anika Therapeutics
ANIK
$199M
| – | – |
-12,807
| Closed | -$556K |
|
777
AngioDynamics
ANGO
$562M
| – | – |
-20,635
| Closed | -$358K |
|
778
Alpha and Omega Semiconductor
AOSL
$923M
| – | – |
-47,006
| Closed | -$808K |
|
|
779
Antero Resources
AR
$10.9B
| – | – |
-157,000
| Closed | -$3.58M |
|
780
Aramark
ARMK
$15B
| – | – |
-9,834
| Closed | -$262K |
|
781
Archrock
AROC
$6.33B
| – | – |
-64,328
| Closed | -$798K |
|
782
Arrow Electronics
ARW
$10.9B
| – | – |
-3,170
| Closed | -$233K |
|
|
EFOR
783
Everforth Inc
EFOR
$845M
| – | – |
-14,171
| Closed | -$688K |
|
784
Atkore
ATKR
$2.59B
| – | – |
-8,300
| Closed | -$218K |
|
785
Astronics
ATRO
$3.45B
| – | – |
-25,179
| Closed | -$579K |
|
786
Grupo Aval
AVAL
$5.67B
| – | – |
-21,471
| Closed | -$175K |
|
787
American Vanguard Corp
AVD
$73.5M
| – | – |
-20,877
| Closed | -$347K |
|
788
Broadcom
AVGO
$1.82T
| – | – |
-70,250
| Closed | -$1.54M |
|
789
American Water Works
AWK
$26.3B
| – | – |
-7,800
| Closed | -$607K |
|
790
Axos Financial
AX
$5.45B
| – | – |
-13,456
| Closed | -$352K |
|
791
Axogen
AXGN
$2.1B
| – | – |
-17,465
| Closed | -$183K |
|
792
Acuity Brands
AYI
$9.88B
| – | – |
-2,700
| Closed | -$551K |
|
793
Boeing
BA
$165B
| – | – |
-11,300
| Closed | -$2M |
|
794
Bank of America
BAC
$435B
| – | – |
-36,000
| Closed | -$849K |
|
795
Barrett Business Services
BBSI
$976M
| – | – |
-20,952
| Closed | -$286K |
|
796
Bath & Body Works
BBWI
$4.01B
| – | – |
-15,957
| Closed | -$608K |
|
797
Boise Cascade
BCC
$2.74B
| – | – |
-9,052
| Closed | -$242K |
|
798
Belden
BDC
$4B
| – | – |
-4,990
| Closed | -$345K |
|
799
Becton Dickinson
BDX
$43.1B
| – | – |
-2,050
| Closed | -$367K |
|
800
Bausch Health
BHC
$1.65B
| – | – |
-97,453
| Closed | -$1.07M |
|
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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.