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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
MO icon
1026
Altria Group
MO
$122B
– –
-27,300
Closed -$1.95M
CALY
1027
Callaway Golf Company
CALY
$3.26B
– –
-27,568
Closed -$305K
MODV
1028
DELISTED
ModivCare
MODV
– –
-25,038
Closed -$1.11M
MOS icon
1029
The Mosaic Company
MOS
$7.09B
– –
-15,052
Closed -$439K
MOV icon
1030
Movado Group
MOV
$812M
– –
-38,772
Closed -$967K
MRC
1031
DELISTED
MRC Global
MRC
– –
-25,100
Closed -$460K
MRVL icon
1032
Marvell Technology
MRVL
$174B
– –
-49,400
Closed -$754K
MS icon
1033
Morgan Stanley
MS
$337B
– –
-39,206
Closed -$1.68M
MSA icon
1034
Mine Safety
MSA
$6.74B
– –
-14,984
Closed -$1.06M
MSGS icon
1035
Madison Square Garden
MSGS
$9.54B
– –
-1,963
Closed -$280K
MSI icon
1036
Motorola Solutions
MSI
$69.4B
– –
-6,500
Closed -$560K
MTCH icon
1037
Match Group
MTCH
$8.84B
– –
-31,646
Closed -$517K
MTD icon
1038
Mettler-Toledo International
MTD
$26.8B
– –
-1,000
Closed -$479K
MTH icon
1039
Meritage Homes
MTH
$4.87B
– –
-40,466
Closed -$745K
MTN icon
1040
Vail Resorts
MTN
$5.19B
– –
-1,200
Closed -$230K
MTRN icon
1041
Materion
MTRN
$5.01B
– –
-23,596
Closed -$792K
MWA icon
1042
Mueller Water Products
MWA
$3.92B
– –
-118,000
Closed -$1.4M
MYGN icon
1043
Myriad Genetics
MYGN
$530M
– –
-37,654
Closed -$723K
NAII icon
1044
Natural Alternatives International
NAII
$15.1M
– –
-11,284
Closed -$99K
NAVI icon
1045
Navient
NAVI
$774M
– –
-21,032
Closed -$310K
NBR icon
1046
Nabors Industries
NBR
$1.23B
– –
-1,498
Closed -$979K
NBTB icon
1047
NBT Bancorp
NBTB
$2.72B
– –
-5,879
Closed -$218K
NCLH icon
1048
Norwegian Cruise Line
NCLH
$8.89B
– –
-24,200
Closed -$1.23M
NEE icon
1049
NextEra Energy
NEE
$187B
– –
-19,200
Closed -$616K
NEO icon
1050
NeoGenomics
NEO
$1.81B
– –
-22,520
Closed -$178K
40 41
42
43 44

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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.