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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 | |
|---|---|---|---|---|---|---|
901
Fresenius Medical Care
FMS
$13.2B
| – | – |
-8,663
| Closed | -$365K |
|
902
Franco-Nevada
FNV
$41.4B
| – | – |
-4,290
| Closed | -$281K |
|
903
Forestar Group
FOR
$1.44B
| – | – |
-62,800
| Closed | -$857K |
|
904
Fox Factory Holding Corp
FOXF
$776M
| – | – |
-15,804
| Closed | -$454K |
|
905
First Solar
FSLR
$21.8B
| – | – |
-14,200
| Closed | -$385K |
|
906
Genpact
G
$5.3B
| – | – |
-26,213
| Closed | -$649K |
|
907
The Greenbrier Companies
GBX
$1.61B
| – | – |
-15,165
| Closed | -$654K |
|
|
TDAY
908
USA Today Co
TDAY
$1.23B
| – | – |
-21,429
| Closed | -$305K |
|
909
Genesco
GCO
$396M
| – | – |
-29,983
| Closed | -$1.66M |
|
910
General Dynamics
GD
$105B
| – | – |
-1,500
| Closed | -$281K |
|
911
GoDaddy
GDDY
$12.3B
| – | – |
-17,868
| Closed | -$677K |
|
|
GDEN
912
DELISTED
Golden Entertainment
GDEN
| – | – |
-19,325
| Closed | -$256K |
|
913
Green Dot
GDOT
$753M
| – | – |
-7,800
| Closed | -$260K |
|
914
Gildan
GIL
$9.25B
| – | – |
-11,900
| Closed | -$322K |
|
915
General Mills
GIS
$19.2B
| – | – |
-28,200
| Closed | -$1.66M |
|
916
Golar LNG
GLNG
$4.95B
| – | – |
-9,930
| Closed | -$277K |
|
917
Greenlight Captial
GLRE
$563M
| – | – |
-18,943
| Closed | -$419K |
|
918
Globus Medical
GMED
$10.4B
| – | – |
-27,700
| Closed | -$820K |
|
919
Generac Holdings
GNRC
$11.9B
| – | – |
-27,036
| Closed | -$1.01M |
|
920
Graphic Packaging
GPK
$3.26B
| – | – |
-86,097
| Closed | -$1.11M |
|
921
Global Payments
GPN
$22.1B
| – | – |
-21,100
| Closed | -$1.7M |
|
922
Green Plains
GPRE
$1.19B
| – | – |
-11,089
| Closed | -$274K |
|
|
923
Goldman Sachs
GS
$313B
| – | – |
-18,800
| Closed | -$4.32M |
|
924
FerroAtlántica
GSM
$628M
| – | – |
-47,700
| Closed | -$493K |
|
925
Goodyear
GT
$2.07B
| – | – |
-12,800
| Closed | -$461K |
|
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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.