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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 | |
|---|---|---|---|---|---|---|
801
Buckle
BKE
$2.19B
| – | – |
-16,400
| Closed | -$305K |
|
802
Builders FirstSource
BLDR
$7.84B
| – | – |
-85,974
| Closed | -$1.28M |
|
803
Badger Meter
BMI
$3.66B
| – | – |
-5,795
| Closed | -$213K |
|
804
Bank of Montreal
BMO
$125B
| – | – |
-12,700
| Closed | -$950K |
|
805
BOK Financial
BOKF
$8.64B
| – | – |
-3,123
| Closed | -$244K |
|
|
BPMC
806
DELISTED
Blueprint Medicines
BPMC
| – | – |
-5,759
| Closed | -$230K |
|
807
Bruker
BRKR
$9.2B
| – | – |
-27,184
| Closed | -$634K |
|
808
Banco Santander Chile
BSAC
$15.8B
| – | – |
-43,085
| Closed | -$1.08M |
|
809
BorgWarner
BWA
$13.2B
| – | – |
-26,631
| Closed | -$980K |
|
810
Boyd Gaming
BYD
$6.47B
| – | – |
-34,900
| Closed | -$768K |
|
811
Beazer Homes USA
BZH
$907M
| – | – |
-19,200
| Closed | -$233K |
|
812
Citigroup
C
$222B
| – | – |
-18,500
| Closed | -$1.11M |
|
813
CACI
CACI
$10.8B
| – | – |
-5,100
| Closed | -$598K |
|
814
Conagra Brands
CAG
$7.07B
| – | – |
-82,600
| Closed | -$3.33M |
|
815
Cardinal Health
CAH
$53.4B
| – | – |
-12,400
| Closed | -$1.01M |
|
816
Calix
CALX
$2.27B
| – | – |
-18,434
| Closed | -$134K |
|
817
Cato Corp
CATO
$65.9M
| – | – |
-16,119
| Closed | -$354K |
|
|
818
Cboe Global Markets
CBOE
$29.8B
| – | – |
-42,100
| Closed | -$3.41M |
|
819
Century Communities
CCS
$2B
| – | – |
-7,900
| Closed | -$201K |
|
820
Celanese
CE
$5.09B
| – | – |
-13,323
| Closed | -$1.2M |
|
821
Church & Dwight Co
CHD
$23.1B
| – | – |
-13,307
| Closed | -$664K |
|
822
Churchill Downs
CHDN
$6.03B
| – | – |
-7,800
| Closed | -$207K |
|
823
Chefs' Warehouse
CHEF
$3.87B
| – | – |
-18,469
| Closed | -$257K |
|
824
Choice Hotels
CHH
$5.03B
| – | – |
-4,472
| Closed | -$280K |
|
825
Coherus Oncology
CHRS
$217M
| – | – |
-15,061
| Closed | -$319K |
|
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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.