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Trexquant Investment Portfolio holdings
AUM
$17B
1-Year Est. Return
39.66%
This Fund
S&P 500
This Quarter
Est. Return
+1.5%
1 Year Est. Return
+39.66%
3 Year Est. Return
+112.15%
5 Year Est. Return
+98.93%
10 Year Est. Return
+403.68%
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 | 16.18% |
| 2 | Technology | 15.57% |
| 3 | Industrials | 14.85% |
| 4 | Healthcare | 13.45% |
| 5 | Financials | 13.28% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
NXTM
301
DELISTED
NxStage Medical Inc.
NXTM
| $436K | 0.12% |
17,387
+8,926
| +105% | +$221K |
|
302
Align Technology
ALGN
$10.9B
| $435K | 0.12% |
+2,900
| New | +$393K |
|
303
Bankunited
BKU
$3.24B
| $435K | 0.12% |
12,900
-22,359
| -63% | -$772K |
|
304
DexCom
DXCM
$31.9B
| $433K | 0.12% |
23,672
+12,264
| +108% | +$227K |
|
|
FLIR
305
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
| $433K | 0.12% |
12,500
+2,400
| +24% | +$87.5K |
|
306
McCormick & Company Non-Voting
MKC
$14B
| $429K | 0.12% |
+8,800
| New | +$445K |
|
|
SNV
307
DELISTED
Synovus
SNV
| $429K | 0.12% |
+9,700
| New | +$408K |
|
|
AKS
308
DELISTED
AK Steel Holding Corp
AKS
| $428K | 0.12% |
+65,204
| New | +$409K |
|
|
FOLD
309
DELISTED
Amicus Therapeutics
FOLD
| $427K | 0.12% |
42,400
-27,164
| -39% | -$219K |
|
310
Trimble
TRMB
$13.7B
| $427K | 0.12% |
11,978
-21,128
| -64% | -$733K |
|
311
Clorox
CLX
$11.1B
| $426K | 0.12% |
3,200
+800
| +33% | +$108K |
|
|
KND
312
DELISTED
Kindred Healthcare
KND
| $426K | 0.12% |
36,524
+3,245
| +10% | +$32K |
|
313
West Pharmaceutical
WST
$23.8B
| $425K | 0.12% |
4,500
-8,447
| -65% | -$777K |
|
|
BBOX
314
DELISTED
Black Box Corp
BBOX
| $425K | 0.12% |
49,720
+29,601
| +147% | +$261K |
|
315
AerCap
AER
$22.6B
| $424K | 0.12% |
+9,130
| New | +$412K |
|
316
Cable One
CABO
$131M
| $424K | 0.12% |
+597
| New | +$410K |
|
|
NVRO
317
DELISTED
NEVRO CORP.
NVRO
| $424K | 0.12% |
5,693
-5,415
| -49% | -$434K |
|
|
POLY
318
DELISTED
Plantronics, Inc.
POLY
| $424K | 0.12% |
8,100
+2,900
| +56% | +$156K |
|
|
HSNI
319
DELISTED
HSN, Inc.
HSNI
| $424K | 0.12% |
13,300
-6,164
| -32% | -$213K |
|
320
Hyatt Hotels
H
$15.2B
| $422K | 0.12% |
+7,500
| New | +$425K |
|
|
GOGL
321
DELISTED
Golden Ocean Group
GOGL
| $421K | 0.12% |
62,622
-710
| -1% | -$4.84K |
|
322
UFP Industries
UFPI
$4.59B
| $418K | 0.11% |
+14,352
| New | +$436K |
|
323
Equinor
EQNR
$103B
| $416K | 0.11% |
25,159
+7,260
| +41% | +$125K |
|
324
IBM
IBM
$219B
| $415K | 0.11% |
2,824
-3,661
| -56% | -$552K |
|
325
Universal Display
OLED
$3.78B
| $415K | 0.11% |
+3,800
| New | +$400K |
|
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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, down from 16% 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.