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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 | |
|---|---|---|---|---|---|---|
976
Kraft Heinz
KHC
$30.4B
| – | – |
-9,200
| Closed | -$835K |
|
|
TBHC
977
DELISTED
The Brand House Collective
TBHC
| – | – |
-21,786
| Closed | -$270K |
|
978
Kemper
KMPR
$1.7B
| – | – |
-21,331
| Closed | -$851K |
|
979
Knowles
KN
$3.22B
| – | – |
-14,622
| Closed | -$277K |
|
980
Koppers
KOP
$966M
| – | – |
-6,167
| Closed | -$261K |
|
981
Kohl's
KSS
$2.03B
| – | – |
-27,200
| Closed | -$1.08M |
|
982
KT
KT
$8.84B
| – | – |
-23,099
| Closed | -$389K |
|
983
Kratos Defense & Security Solutions
KTOS
$8.88B
| – | – |
-131,866
| Closed | -$1.03M |
|
984
KVH Industries
KVHI
$177M
| – | – |
-10,051
| Closed | -$84K |
|
|
KW
985
DELISTED
Kennedy-Wilson Holdings
KW
| – | – |
-18,779
| Closed | -$417K |
|
986
Lithia Motors
LAD
$7.78B
| – | – |
-12,913
| Closed | -$1.11M |
|
987
Lazard
LAZ
$4.37B
| – | – |
-7,847
| Closed | -$361K |
|
988
Leidos
LDOS
$14.1B
| – | – |
-8,029
| Closed | -$411K |
|
989
Lincoln Electric
LECO
$13.8B
| – | – |
-4,866
| Closed | -$423K |
|
990
Leggett & Platt
LEG
$1.52B
| – | – |
-9,559
| Closed | -$481K |
|
991
Lennar Class A
LEN
$20.4B
| – | – |
-35,824
| Closed | -$1.75M |
|
992
LifeVantage
LFVN
$82.4M
| – | – |
-27,372
| Closed | -$147K |
|
993
LGI Homes
LGIH
$1.4B
| – | – |
-14,763
| Closed | -$501K |
|
994
LivaNova
LIVN
$4.3B
| – | – |
-7,600
| Closed | -$372K |
|
995
LKQ Corp
LKQ
$6.58B
| – | – |
-26,400
| Closed | -$773K |
|
996
Lantheus
LNTH
$6.82B
| – | – |
-26,544
| Closed | -$332K |
|
|
LNW
997
DELISTED
Light & Wonder
LNW
| – | – |
-20,735
| Closed | -$490K |
|
998
LivePerson
LPSN
$18.9M
| – | – |
-838
| Closed | -$86K |
|
999
Lesaka Technologies
LSAK
$388M
| – | – |
-14,400
| Closed | -$176K |
|
1000
Landstar System
LSTR
$6.8B
| – | – |
-2,931
| Closed | -$251K |
|
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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.