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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
NEM icon
101
Newmont
NEM
$98.2B
$871K 0.24%
+26,900
New +$906K
MLM icon
102
Martin Marietta Materials
MLM
$33.6B
$868K 0.24%
+3,900
New +$882K
CRZO
103
DELISTED
Carrizo Oil & Gas Inc
CRZO
$863K 0.24%
+49,569
New +$1.15M
WEC icon
104
WEC Energy
WEC
$37.7B
$859K 0.24%
+14,000
New +$865K
APC
105
DELISTED
Anadarko Petroleum
APC
$858K 0.23%
18,932
+3,625
+24% +$192K
WOR icon
106
Worthington Enterprises
WOR
$2.76B
$857K 0.23%
27,663
-23,135
-46% -$621K
LNC icon
107
Lincoln National
LNC
$7.91B
$853K 0.23%
12,627
-119
-0.9% -$7.87K
ROST icon
108
Ross Stores
ROST
$76.6B
$849K 0.23%
14,700
-100
-0.7% -$6.24K
WBS icon
109
Webster Financial
WBS
$12.3B
$841K 0.23%
+16,101
New +$813K
GOOGL icon
110
Alphabet (Google) Class A
GOOGL
$3.91T
$837K 0.23%
+18,000
New +$842K
OMC icon
111
Omnicom Group
OMC
$22.7B
$837K 0.23%
10,100
+4,100
+68% +$342K
CNQ icon
112
Canadian Natural Resources
CNQ
$96.9B
$836K 0.23%
59,218
-31,038
-34% -$467K
BWLD
113
DELISTED
Buffalo Wild Wings, Inc.
BWLD
$817K 0.22%
+6,451
New +$963K
LW icon
114
Lamb Weston
LW
$6.82B
$810K 0.22%
+18,400
New +$808K
CHRW icon
115
C.H. Robinson
CHRW
$22B
$804K 0.22%
11,700
+8,322
+246% +$590K
DFS
116
DELISTED
Discover Financial Services
DFS
$803K 0.22%
12,906
-12,554
-49% -$778K
IPXL
117
DELISTED
Impax Laboratories, Inc.
IPXL
$796K 0.22%
49,425
-13,651
-22% -$202K
CMTL icon
118
Comtech Telecommunications
CMTL
$51.8M
$795K 0.22%
41,900
+3,406
+9% +$52.7K
CAKE icon
119
Cheesecake Factory
CAKE
$4.21B
$791K 0.22%
15,735
-3,465
-18% -$205K
IDXX icon
120
Idexx Laboratories
IDXX
$42.9B
$775K 0.21%
+4,800
New +$780K
WB icon
121
Weibo
WB
$1.9B
$771K 0.21%
+11,600
New +$753K
TSS
122
DELISTED
Total System Services, Inc.
TSS
$769K 0.21%
13,200
-16,400
-55% -$938K
CPB icon
123
Campbell Soup
CPB
$6.51B
$767K 0.21%
+14,700
New +$832K
D icon
124
Dominion Energy
D
$62.5B
$767K 0.21%
+10,013
New +$787K
PB icon
125
Prosperity Bancshares
PB
$8.77B
$764K 0.21%
+11,900
New +$784K
3 4
5
6 7

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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.