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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 | |
|---|---|---|---|---|---|---|
|
GTLS
926
DELISTED
Chart Industries
GTLS
| – | – |
-7,334
| Closed | -$256K |
|
927
Gray Television
GTN
$407M
| – | – |
-57,580
| Closed | -$835K |
|
928
Granite Construction
GVA
$5.45B
| – | – |
-8,600
| Closed | -$432K |
|
929
W.W. Grainger
GWW
$65.3B
| – | – |
-2,900
| Closed | -$675K |
|
930
Hanmi Financial
HAFC
$943M
| – | – |
-11,038
| Closed | -$339K |
|
931
Halozyme
HALO
$9.72B
| – | – |
-48,466
| Closed | -$628K |
|
932
HCI Group
HCI
$2.28B
| – | – |
-7,000
| Closed | -$319K |
|
933
Home Depot
HD
$332B
| – | – |
-20,700
| Closed | -$3.04M |
|
|
HI
934
DELISTED
Hillenbrand
HI
| – | – |
-5,961
| Closed | -$214K |
|
935
Hartford Financial Services
HIG
$38.5B
| – | – |
-12,253
| Closed | -$589K |
|
|
HIMX
936
Himax Technologies
HIMX
$2.2B
| – | – |
-70,400
| Closed | -$642K |
|
937
Hilton Worldwide
HLT
$74B
| – | – |
-6,800
| Closed | -$398K |
|
938
HNI Corp
HNI
$3B
| – | – |
-26,749
| Closed | -$1.23M |
|
939
Hallador Energy
HNRG
$718M
| – | – |
-11,798
| Closed | -$95K |
|
940
Honeywell
HON
$77.1B
| – | – |
-9,188
| Closed | -$1.04M |
|
941
Hope Bancorp
HOPE
$1.72B
| – | – |
-15,856
| Closed | -$304K |
|
942
HSBC
HSBC
$355B
| – | – |
-53,579
| Closed | -$1.98M |
|
943
Hershey
HSY
$35.4B
| – | – |
-10,200
| Closed | -$1.11M |
|
944
Heartland Express
HTLD
$1.11B
| – | – |
-48,800
| Closed | -$978K |
|
945
HUB Group
HUBG
$3.01B
| – | – |
-16,600
| Closed | -$385K |
|
946
HubSpot
HUBS
$10.5B
| – | – |
-3,580
| Closed | -$217K |
|
947
Humana
HUM
$46.7B
| – | – |
-7,000
| Closed | -$1.44M |
|
948
Huntsman Corp
HUN
$2.24B
| – | – |
-25,099
| Closed | -$616K |
|
949
Huron Consulting
HURN
$1.82B
| – | – |
-16,388
| Closed | -$690K |
|
950
Hexcel
HXL
$8.32B
| – | – |
-17,181
| Closed | -$937K |
|
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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.