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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
KMX icon
1
CarMax
KMX
$8.27B
$2.3M 0.63%
+36,500
New +$2.2M
UAL icon
2
United Airlines
UAL
$38.4B
$2.28M 0.62%
+30,300
New +$2.29M
MU icon
3
Micron Technology
MU
$1.04T
$2.21M 0.6%
+74,000
New +$2.17M
MPC icon
4
Marathon Petroleum
MPC
$90.3B
$2.02M 0.55%
38,600
+8,300
+27% +$429K
X
5
DELISTED
US Steel
X
$1.98M 0.54%
89,200
+33,641
+61% +$798K
TMUS icon
6
T-Mobile US
TMUS
$193B
$1.96M 0.54%
32,300
+28,000
+651% +$1.82M
ORCL icon
7
Oracle
ORCL
$331B
$1.94M 0.53%
+38,640
New +$1.76M
COHR
8
DELISTED
Coherent Inc
COHR
$1.89M 0.52%
+8,400
New +$1.93M
RHT
9
DELISTED
Red Hat Inc
RHT
$1.89M 0.52%
19,700
-30,803
-61% -$2.75M
FDX icon
10
FedEx
FDX
$74.5B
$1.78M 0.49%
+8,200
New +$1.62M
EA icon
11
Electronic Arts
EA
$52.4B
$1.75M 0.48%
+16,600
New +$1.71M
PANW icon
12
Palo Alto Networks
PANW
$264B
$1.66M 0.45%
+74,400
New +$1.5M
LOW icon
13
Lowe's Companies
LOW
$116B
$1.65M 0.45%
21,300
-9,200
-30% -$752K
KEY icon
14
KeyCorp
KEY
$24.3B
$1.6M 0.44%
+85,144
New +$1.54M
FAST icon
15
Fastenal
FAST
$54B
$1.57M 0.43%
+144,400
New +$1.62M
WBA
16
DELISTED
Walgreens Boots Alliance
WBA
$1.54M 0.42%
19,700
-26,502
-57% -$2.18M
KFY icon
17
Korn Ferry
KFY
$3.98B
$1.52M 0.42%
44,158
+35,414
+405% +$1.15M
HRB icon
18
H&R Block
HRB
$5.18B
$1.52M 0.42%
49,056
+40,123
+449% +$1.05M
SAIC icon
19
Saic
SAIC
$5.03B
$1.49M 0.41%
21,418
-4,382
-17% -$322K
VZ icon
20
Verizon
VZ
$194B
$1.49M 0.41%
33,300
-14,800
-31% -$689K
CY
21
DELISTED
Cypress Semiconductor
CY
$1.45M 0.4%
106,535
+87,568
+462% +$1.19M
CENX icon
22
Century Aluminum
CENX
$4.57B
$1.39M 0.38%
89,337
+13,920
+18% +$194K
RDUS
23
DELISTED
Radius Recycling
RDUS
$1.38M 0.38%
54,571
+26,681
+96% +$528K
SWN
24
DELISTED
Southwestern Energy Company
SWN
$1.37M 0.38%
225,504
-74,096
-25% -$512K
BKS
25
DELISTED
Barnes & Noble
BKS
$1.36M 0.37%
+179,325
New +$1.41M
1
2 3 4 5

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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.