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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 | |
|---|---|---|---|---|---|---|
126
Yum China
YUMC
$14.9B
| $763K | 0.21% |
+19,341
| New | +$698K |
|
127
Owens Corning
OC
$11.5B
| $756K | 0.21% |
11,300
-26,100
| -70% | -$1.64M |
|
128
Progress Software
PRGS
$1.55B
| $747K | 0.2% |
24,198
-26,963
| -53% | -$798K |
|
|
OPLN
129
Openlane
OPLN
$4.17B
| $743K | 0.2% |
+46,763
| New | +$761K |
|
|
PACW
130
DELISTED
PacWest Bancorp
PACW
| $743K | 0.2% |
+15,919
| New | +$776K |
|
|
PDCO
131
DELISTED
Patterson Companies, Inc.
PDCO
| $742K | 0.2% |
+15,800
| New | +$712K |
|
132
Timken Company
TKR
$9.82B
| $735K | 0.2% |
+15,902
| New | +$730K |
|
133
Corpay
CPAY
$24.2B
| $735K | 0.2% |
5,100
-13,736
| -73% | -$1.96M |
|
|
PPLI
134
People Inc
PPLI
$3.1B
| $733K | 0.2% |
39,727
-6,715
| -14% | -$114K |
|
|
ISBC
135
DELISTED
Investors Bancorp, Inc.
ISBC
| $731K | 0.2% |
+54,700
| New | +$749K |
|
136
Cummins
CMI
$91.7B
| $730K | 0.2% |
4,500
+581
| +15% | +$90.2K |
|
|
WCC
137
WESCO International
WCC
$16.2B
| $728K | 0.2% |
+12,700
| New | +$788K |
|
|
SGMO
138
DELISTED
SANGAMO THERAPEUTICS INC
SGMO
| $726K | 0.2% |
+82,478
| New | +$529K |
|
139
Thomson Reuters
TRI
$39.4B
| $725K | 0.2% |
+13,495
| New | +$692K |
|
|
BIG
140
DELISTED
Big Lots, Inc.
BIG
| $724K | 0.2% |
15,000
+8,600
| +134% | +$418K |
|
141
A.O. Smith
AOS
$8.38B
| $723K | 0.2% |
12,840
+1,740
| +16% | +$93.9K |
|
142
Lockheed Martin
LMT
$134B
| $722K | 0.2% |
+2,600
| New | +$714K |
|
|
PX
143
DELISTED
Praxair Inc
PX
| $722K | 0.2% |
+5,445
| New | +$698K |
|
144
Thor Industries
THO
$3.99B
| $721K | 0.2% |
+6,900
| New | +$668K |
|
145
Molina Healthcare
MOH
$10.3B
| $719K | 0.2% |
10,400
-7,200
| -41% | -$442K |
|
146
Radian Group
RDN
$5.14B
| $717K | 0.2% |
43,878
+14,587
| +50% | +$250K |
|
|
JNPR
147
DELISTED
Juniper Networks
JNPR
| $714K | 0.2% |
25,600
-27,400
| -52% | -$797K |
|
|
NETI
148
DELISTED
Eneti Inc.
NETI
| $711K | 0.19% |
10,772
+4,663
| +76% | +$306K |
|
149
Pinnacle West Capital
PNW
$12.9B
| $707K | 0.19% |
8,300
+4,311
| +108% | +$371K |
|
|
CDK
150
DELISTED
CDK Global, Inc.
CDK
| $707K | 0.19% |
+11,400
| New | +$715K |
|
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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.