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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 | |
|---|---|---|---|---|---|---|
851
Chevron
CVX
$388B
| – | – |
-7,500
| Closed | -$805K |
|
852
California Water Service
CWT
$3.04B
| – | – |
-9,218
| Closed | -$330K |
|
853
Crane NXT
CXT
$3.04B
| – | – |
-24,512
| Closed | -$637K |
|
|
CYBR
854
DELISTED
CyberArk
CYBR
| – | – |
-16,210
| Closed | -$825K |
|
855
Caesars Entertainment
CZR
$6.1B
| – | – |
-24,153
| Closed | -$457K |
|
856
Daktronics
DAKT
$941M
| – | – |
-26,321
| Closed | -$249K |
|
857
Delta Air Lines
DAL
$55.9B
| – | – |
-61,900
| Closed | -$2.85M |
|
858
Designer Brands
DBI
$277M
| – | – |
-156,909
| Closed | -$3.25M |
|
859
3D Systems Corp
DDD
$420M
| – | – |
-23,887
| Closed | -$357K |
|
|
DENN
860
DELISTED
Denny's
DENN
| – | – |
-42,126
| Closed | -$521K |
|
861
DHI Group
DHX
$166M
| – | – |
-31,318
| Closed | -$124K |
|
862
Duluth Holdings
DLTH
$160M
| – | – |
-10,455
| Closed | -$223K |
|
863
DNOW Inc
DNOW
$2.63B
| – | – |
-99,100
| Closed | -$1.68M |
|
864
Dover
DOV
$27.2B
| – | – |
-13,247
| Closed | -$860K |
|
|
DQ
865
Daqo New Energy
DQ
$790M
| – | – |
-52,170
| Closed | -$196K |
|
866
Darden Restaurants
DRI
$22.5B
| – | – |
-26,100
| Closed | -$2.18M |
|
867
DaVita
DVA
$15.1B
| – | – |
-13,020
| Closed | -$885K |
|
868
Dawson Geophysical
DWSN
$155M
| – | – |
-16,895
| Closed | -$89K |
|
869
DXP Enterprises
DXPE
$2.62B
| – | – |
-13,216
| Closed | -$500K |
|
870
ENI
E
$76B
| – | – |
-13,863
| Closed | -$454K |
|
871
eBay
EBAY
$48.6B
| – | – |
-36,000
| Closed | -$1.21M |
|
872
Editas Medicine
EDIT
$399M
| – | – |
-24,303
| Closed | -$542K |
|
873
Eagle Bancorp
EGBN
$867M
| – | – |
-7,222
| Closed | -$431K |
|
874
Employers Holdings
EIG
$908M
| – | – |
-7,113
| Closed | -$270K |
|
875
Emcor
EME
$33.1B
| – | – |
-6,330
| Closed | -$398K |
|
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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.