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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 | |
|---|---|---|---|---|---|---|
176
Travelers Companies
TRV
$80.8B
| $607K | 0.17% |
4,800
-4,200
| -47% | -$517K |
|
177
Henry Schein
HSIC
$9.74B
| $604K | 0.17% |
8,415
+2,295
| +38% | +$160K |
|
178
Cadence Design Systems
CDNS
$90B
| $603K | 0.17% |
18,000
-18,000
| -50% | -$599K |
|
|
SAVE
179
DELISTED
Spirit Airlines, Inc.
SAVE
| $599K | 0.16% |
+11,600
| New | +$635K |
|
180
Franklin Resources
BEN
$16.9B
| $596K | 0.16% |
+13,300
| New | +$568K |
|
181
Patterson-UTI
PTEN
$3.87B
| $596K | 0.16% |
29,503
-39,297
| -57% | -$856K |
|
182
EnerSys
ENS
$6.95B
| $594K | 0.16% |
+8,200
| New | +$646K |
|
183
Blackrock
BLK
$164B
| $591K | 0.16% |
+1,400
| New | +$558K |
|
184
Varonis Systems
VRNS
$5.25B
| $591K | 0.16% |
47,685
+4,428
| +10% | +$50.7K |
|
185
BGC Group
BGC
$5.58B
| $589K | 0.16% |
72,401
+20,029
| +38% | +$150K |
|
186
PepsiCo
PEP
$186B
| $589K | 0.16% |
+5,100
| New | +$585K |
|
187
Gen Digital
GEN
$15.6B
| $585K | 0.16% |
+20,700
| New | +$626K |
|
|
DNKN
188
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $584K | 0.16% |
+10,600
| New | +$593K |
|
|
BUFF
189
DELISTED
Blue Buffalo Pet Products, Inc
BUFF
| $584K | 0.16% |
25,600
-10,106
| -28% | -$239K |
|
|
CNR
190
DELISTED
Cornerstone Building Brands, Inc.
CNR
| $582K | 0.16% |
+34,872
| New | +$591K |
|
|
DF
191
DELISTED
Dean Foods Company
DF
| $580K | 0.16% |
34,101
-40,099
| -54% | -$752K |
|
192
Criteo
CRTO
$1.03B
| $579K | 0.16% |
+11,800
| New | +$600K |
|
193
First Interstate BancSystem
FIBK
$3.7B
| $577K | 0.16% |
+15,500
| New | +$582K |
|
|
HAWK
194
DELISTED
Blackhawk Network Holdings, Inc. Common Stock
HAWK
| $577K | 0.16% |
+13,231
| New | +$553K |
|
195
Illinois Tool Works
ITW
$81.4B
| $573K | 0.16% |
+4,000
| New | +$558K |
|
196
Regions Financial
RF
$26.3B
| $571K | 0.16% |
39,003
-122,397
| -76% | -$1.72M |
|
|
CLVS
197
DELISTED
Clovis Oncology, Inc.
CLVS
| $571K | 0.16% |
+6,100
| New | +$373K |
|
|
BRSL
198
Brightstar Lottery PLC
BRSL
$1.91B
| $565K | 0.15% |
+30,900
| New | +$632K |
|
199
Old Republic International
ORI
$10.3B
| $564K | 0.15% |
28,900
-11,900
| -29% | -$237K |
|
200
CBRE Group
CBRE
$40.8B
| $563K | 0.15% |
15,462
-29,667
| -66% | -$1.03M |
|
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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.