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TI

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
Cap. Flow
-$411M
Cap. Flow %
-112.55%
Top 10 Hldgs %
5.54%
Holding
1,447
New
402
Increased
105
Reduced
244
Closed
696

Top Buys

Rank Stock Value
1
UAL icon
United Airlines
UAL
+$2.29M
2
KMX icon
CarMax
KMX
+$2.2M
3
MU icon
Micron Technology
MU
+$2.17M
4
COHR
Coherent Inc
COHR
+$1.93M
5
TMUS icon
T-Mobile US
TMUS
+$1.82M

Top Sells

Rank Stock Value
1
ADI icon
Analog Devices
ADI
+$4.38M
2
GS icon
Goldman Sachs
GS
+$4.32M
3
AR icon
Antero Resources
AR
+$3.58M
4
NOC icon
Northrop Grumman
NOC
+$3.45M
5
CBOE icon
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
ICFI icon
951
ICF International
ICFI
$1.44B
– –
-9,522
Closed -$393K
ICLR icon
952
Icon
ICLR
$12.8B
– –
-2,861
Closed -$228K
IIIN icon
953
Insteel Industries
IIIN
$633M
– –
-27,074
Closed -$978K
INTU icon
954
Intuit
INTU
$81.1B
– –
-15,000
Closed -$1.74M
INVA icon
955
Innoviva
INVA
$1.58B
– –
-59,126
Closed -$818K
IOVA icon
956
Iovance Biotherapeutics
IOVA
$2.23B
– –
-26,449
Closed -$197K
IP icon
957
International Paper
IP
$22.3B
– –
-13,622
Closed -$655K
IPAR icon
958
Interparfums
IPAR
$3.92B
– –
-22,721
Closed -$830K
IPG
959
DELISTED
Interpublic Group of Companies
IPG
– –
-16,300
Closed -$400K
IRDM icon
960
Iridium Communications
IRDM
$4.85B
– –
-11,900
Closed -$115K
IRWD icon
961
Ironwood Pharmaceuticals
IRWD
$611M
– –
-29,731
Closed -$425K
IT icon
962
Gartner
IT
$9.41B
– –
-5,421
Closed -$585K
ITGR icon
963
Integer Holdings
ITGR
$3.35B
– –
-21,940
Closed -$882K
ITRN icon
964
Ituran Location and Control
ITRN
$1.08B
– –
-10,017
Closed -$309K
ITUB icon
965
Itaú Unibanco
ITUB
$91.3B
– –
-296,237
Closed -$1.73M
JAKK icon
966
Jakks Pacific
JAKK
$280M
– –
-1,026
Closed -$56K
JBL icon
967
Jabil
JBL
$32.8B
– –
-28,062
Closed -$812K
JD icon
968
JD.com
JD
$40.8B
– –
-51,541
Closed -$1.6M
JNJ icon
969
Johnson & Johnson
JNJ
$635B
– –
-13,900
Closed -$1.73M
JOE icon
970
St. Joe Company
JOE
$3.57B
– –
-22,198
Closed -$378K
JRVR icon
971
James River Group Holdings
JRVR
$218M
– –
-21,457
Closed -$920K
KAI icon
972
Kadant
KAI
$3.69B
– –
-9,566
Closed -$568K
KALU icon
973
Kaiser Aluminum
KALU
$2.67B
– –
-18,700
Closed -$1.49M
KE
974
Kimball Electronics
KE
$598M
– –
-16,952
Closed -$287K
KEYS icon
975
Keysight
KEYS
$54.5B
– –
-14,993
Closed -$542K
37 38
39
40 41

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CM
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X
Xponance Philadelphia, Pennsylvania $14.1B AUM 30.11% 1-Year Est. Return
WHG
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PSCM
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BIP
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SA
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FGP
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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.