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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 | |
|---|---|---|---|---|---|---|
|
SPR
526
DELISTED
Spirit AeroSystems
SPR
| $267K | 0.07% |
+4,600
| New | +$258K |
|
527
Jefferies Financial Group
JEF
$12.8B
| $266K | 0.07% |
11,372
-2,323
| -17% | -$52.9K |
|
528
Mohawk Industries
MHK
$8.79B
| $266K | 0.07% |
+1,100
| New | +$260K |
|
529
FNB Corp
FNB
$6.52B
| $265K | 0.07% |
18,700
-45,300
| -71% | -$638K |
|
|
NTUS
530
DELISTED
Natus Medical Inc
NTUS
| $265K | 0.07% |
+7,100
| New | +$256K |
|
|
WUBA
531
DELISTED
58.com Inc
WUBA
| $265K | 0.07% |
+6,000
| New | +$247K |
|
532
Popular Inc
BPOP
$10.7B
| $263K | 0.07% |
+6,300
| New | +$250K |
|
533
Helen of Troy
HELE
$654M
| $263K | 0.07% |
+2,800
| New | +$261K |
|
534
Williams Companies
WMB
$92.8B
| $263K | 0.07% |
8,700
-22,200
| -72% | -$661K |
|
|
CUTR
535
DELISTED
Cutera, Inc.
CUTR
| $263K | 0.07% |
10,153
-2,724
| -21% | -$59.4K |
|
|
ELLI
536
DELISTED
Ellie Mae Inc
ELLI
| $263K | 0.07% |
+2,390
| New | +$259K |
|
537
Ardelyx
ARDX
$973M
| $262K | 0.07% |
+51,334
| New | +$436K |
|
538
Corning
GLW
$143B
| $261K | 0.07% |
8,700
-29,100
| -77% | -$836K |
|
539
Valvoline
VVV
$3.9B
| $261K | 0.07% |
+11,000
| New | +$255K |
|
540
Diodes
DIOD
$4.19B
| $260K | 0.07% |
10,800
-35,726
| -77% | -$883K |
|
541
Fluor
FLR
$7.57B
| $259K | 0.07% |
5,647
-9,353
| -62% | -$448K |
|
542
Seacoast Banking Corp of Florida
SBCF
$3.34B
| $258K | 0.07% |
+10,709
| New | +$255K |
|
543
Nasdaq
NDAQ
$53.1B
| $257K | 0.07% |
10,800
-11,100
| -51% | -$255K |
|
|
IMMU
544
DELISTED
Immunomedics Inc
IMMU
| $256K | 0.07% |
+28,984
| New | +$204K |
|
545
LPL Financial
LPLA
$27.6B
| $255K | 0.07% |
6,000
-4,605
| -43% | -$187K |
|
546
Alibaba
BABA
$280B
| $254K | 0.07% |
+1,800
| New | +$222K |
|
547
Old Second Bancorp
OSBC
$1.3B
| $254K | 0.07% |
+22,015
| New | +$256K |
|
548
Autoliv
ALV
$8.81B
| $253K | 0.07% |
3,192
+284
| +10% | +$21.5K |
|
549
Aon
AON
$67B
| $253K | 0.07% |
+1,900
| New | +$240K |
|
550
Puma Biotechnology
PBYI
$485M
| $253K | 0.07% |
+2,900
| New | +$162K |
|
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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.