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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 | |
|---|---|---|---|---|---|---|
1076
Oshkosh
OSK
$9.67B
| – | – |
-2,919
| Closed | -$200K |
|
1077
Otter Tail
OTTR
$3.88B
| – | – |
-13,360
| Closed | -$506K |
|
1078
Pan American Silver
PAAS
$18.6B
| – | – |
-36,543
| Closed | -$640K |
|
1079
Phibro Animal Health
PAHC
$1.38B
| – | – |
-27,402
| Closed | -$770K |
|
1080
Paychex
PAYX
$40.4B
| – | – |
-52,100
| Closed | -$3.07M |
|
1081
Pitney Bowes
PBI
$2.42B
| – | – |
-11,400
| Closed | -$149K |
|
|
PBPB
1082
DELISTED
Potbelly
PBPB
| – | – |
-20,784
| Closed | -$289K |
|
1083
PACCAR
PCAR
$69.6B
| – | – |
-31,200
| Closed | -$1.4M |
|
1084
PG&E
PCG
$47.8B
| – | – |
-3,200
| Closed | -$212K |
|
1085
Paylocity
PCTY
$6.71B
| – | – |
-6,345
| Closed | -$245K |
|
1086
PDS Biotechnology
PDSB
$38.1M
| – | – |
-783
| Closed | -$143K |
|
1087
Public Service Enterprise Group
PEG
$39.8B
| – | – |
-36,225
| Closed | -$1.61M |
|
1088
Pegasystems
PEGA
$4.41B
| – | – |
-12,402
| Closed | -$272K |
|
1089
Preferred Bank
PFBC
$1.22B
| – | – |
-4,639
| Closed | -$249K |
|
1090
PennyMac Financial
PFSI
$4.38B
| – | – |
-22,150
| Closed | -$378K |
|
1091
Procter & Gamble
PG
$343B
| – | – |
-15,600
| Closed | -$1.4M |
|
1092
Parker-Hannifin
PH
$125B
| – | – |
-3,300
| Closed | -$529K |
|
1093
PJT Partners
PJT
$4.37B
| – | – |
-15,082
| Closed | -$529K |
|
1094
Packaging Corp of America
PKG
$22.7B
| – | – |
-24,200
| Closed | -$2.22M |
|
1095
Douglas Dynamics
PLOW
$1.07B
| – | – |
-33,948
| Closed | -$1.04M |
|
1096
Perrigo
PRGO
$1.4B
| – | – |
-7,500
| Closed | -$498K |
|
1097
Protolabs
PRLB
$1.86B
| – | – |
-6,140
| Closed | -$314K |
|
|
PRO
1098
DELISTED
PROS Holdings
PRO
| – | – |
-16,753
| Closed | -$405K |
|
|
P
1099
Everpure Inc
P
$24.8B
| – | – |
-36,945
| Closed | -$363K |
|
1100
PTC
PTC
$13.7B
| – | – |
-27,454
| Closed | -$1.44M |
|
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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.