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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 | |
|---|---|---|---|---|---|---|
|
CLLS
826
Cellectis
CLLS
$286M
| – | – |
-8,919
| Closed | -$214K |
|
827
Celestica
CLS
$35.1B
| – | – |
-33,159
| Closed | -$482K |
|
828
Canadian Imperial Bank of Commerce
CM
$107B
| – | – |
-14,566
| Closed | -$628K |
|
829
Columbus McKinnon
CMCO
$465M
| – | – |
-11,164
| Closed | -$277K |
|
830
Compass Minerals
CMP
$1.24B
| – | – |
-3,642
| Closed | -$247K |
|
831
CMS Energy
CMS
$23.1B
| – | – |
-44,200
| Closed | -$1.98M |
|
832
CONMED
CNMD
$1.29B
| – | – |
-16,900
| Closed | -$751K |
|
833
CenterPoint Energy
CNP
$29.1B
| – | – |
-50,137
| Closed | -$1.38M |
|
834
Cohen & Steers
CNS
$4.18B
| – | – |
-13,191
| Closed | -$527K |
|
835
CNX Resources
CNX
$4.85B
| – | – |
-12,606
| Closed | -$176K |
|
836
Capital One
COF
$124B
| – | – |
-33,600
| Closed | -$2.91M |
|
837
Collegium Pharmaceutical
COLL
$1.14B
| – | – |
-25,705
| Closed | -$259K |
|
838
Cencora
COR
$60.3B
| – | – |
-2,400
| Closed | -$212K |
|
839
Corcept Therapeutics
CORT
$10.2B
| – | – |
-18,400
| Closed | -$202K |
|
840
Copa Holdings
CPA
$5.56B
| – | – |
-3,783
| Closed | -$425K |
|
841
CRA International
CRAI
$1.1B
| – | – |
-12,100
| Closed | -$427K |
|
842
Carter's
CRI
$1.43B
| – | – |
-11,200
| Closed | -$1.01M |
|
|
CSGS
843
DELISTED
CSG Systems International
CSGS
| – | – |
-22,953
| Closed | -$868K |
|
844
CSX Corp
CSX
$98.6B
| – | – |
-162,024
| Closed | -$2.51M |
|
845
CytomX Therapeutics
CTMX
$705M
| – | – |
-60,979
| Closed | -$1.05M |
|
|
CTRA
846
DELISTED
Coterra Energy
CTRA
| – | – |
-18,200
| Closed | -$435K |
|
847
Citi Trends
CTRN
$524M
| – | – |
-23,427
| Closed | -$398K |
|
848
Commercial Vehicle Group
CVGI
$157M
| – | – |
-22,840
| Closed | -$155K |
|
849
CVR Energy
CVI
$3.36B
| – | – |
-59,100
| Closed | -$1.19M |
|
850
CVS Health
CVS
$137B
| – | – |
-27,000
| Closed | -$2.12M |
|
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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.