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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 | |
|---|---|---|---|---|---|---|
151
UnitedHealth
UNH
$382B
| $705K | 0.19% |
3,800
-7,900
| -68% | -$1.39M |
|
|
WRK
152
DELISTED
WestRock Company
WRK
| $703K | 0.19% |
12,400
+800
| +7% | +$43.4K |
|
|
ATH
153
DELISTED
Athene Holding Ltd. Class A Common Shares
ATH
| $700K | 0.19% |
+14,100
| New | +$723K |
|
154
WIX.com
WIX
$2.15B
| $696K | 0.19% |
+10,000
| New | +$747K |
|
155
Apple
AAPL
$4.89T
| $691K | 0.19% |
+19,200
| New | +$710K |
|
156
Lumentum
LITE
$59.4B
| $683K | 0.19% |
+11,965
| New | +$642K |
|
157
Ralph Lauren
RL
$22.2B
| $672K | 0.18% |
9,100
+3,200
| +54% | +$240K |
|
|
CATM
158
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
| $670K | 0.18% |
+20,400
| New | +$764K |
|
159
Republic Services
RSG
$66.7B
| $669K | 0.18% |
+10,500
| New | +$665K |
|
160
Boston Beer
SAM
$1.88B
| $668K | 0.18% |
5,057
-4,913
| -49% | -$687K |
|
161
MSC Industrial Direct
MSM
$7.02B
| $664K | 0.18% |
7,728
-4,079
| -35% | -$359K |
|
162
Hasbro
HAS
$12.6B
| $658K | 0.18% |
5,900
-10,000
| -63% | -$1.03M |
|
163
Williams-Sonoma
WSM
$26.7B
| $655K | 0.18% |
27,000
-24,000
| -47% | -$613K |
|
|
ANDV
164
DELISTED
Andeavor
ANDV
| $655K | 0.18% |
7,000
-1,100
| -14% | -$92.8K |
|
|
CCMP
165
DELISTED
CMC Materials, Inc. Common Stock
CCMP
| $644K | 0.18% |
+8,719
| New | +$659K |
|
166
Canadian Pacific Kansas City
CP
$82B
| $643K | 0.18% |
+20,000
| New | +$620K |
|
167
Sanmina
SANM
$11.2B
| $631K | 0.17% |
+16,571
| New | +$630K |
|
168
Allstate
ALL
$66.9B
| $628K | 0.17% |
7,100
-13,500
| -66% | -$1.14M |
|
169
Colgate-Palmolive
CL
$72.6B
| $623K | 0.17% |
+8,400
| New | +$624K |
|
170
Pinnacle Financial Partners Inc
PNFP
$15.5B
| $622K | 0.17% |
+9,900
| New | +$627K |
|
|
UCTT
171
Ultra Clean Holdings
UCTT
$4.16B
| $621K | 0.17% |
+33,143
| New | +$667K |
|
|
VVC
172
DELISTED
Vectren Corporation
VVC
| $621K | 0.17% |
+10,618
| New | +$637K |
|
173
Sinclair Inc
SBGI
$974M
| $617K | 0.17% |
18,768
-23,532
| -56% | -$847K |
|
174
Chemours
CC
$2.59B
| $609K | 0.17% |
16,072
-70,028
| -81% | -$2.76M |
|
175
Illumina
ILMN
$29.4B
| $607K | 0.17% |
+3,598
| New | +$623K |
|
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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.