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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
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 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
ASMB icon
626
Assembly Biosciences
ASMB
$718M
$217K 0.06%
+875
New +$246K
EXAS
627
DELISTED
Exact Sciences
EXAS
$216K 0.06%
+6,100
New +$188K
LII icon
628
Lennox International
LII
$13.3B
$216K 0.06%
+1,175
New +$205K
MOFG
629
DELISTED
MidWestOne Financial Group
MOFG
$216K 0.06%
6,387
-3,198
-33% -$111K
NWSA icon
630
News Corp Class A
NWSA
$16B
$216K 0.06%
15,748
-5,352
-25% -$70K
VLGEA icon
631
Village Super Market
VLGEA
$635M
$216K 0.06%
+8,338
New +$216K
CVLT icon
632
Commault Systems
CVLT
$5.53B
$215K 0.06%
+3,800
New +$208K
HBNC icon
633
Horizon Bancorp
HBNC
$1.01B
$215K 0.06%
12,237
-2,333
-16% -$40.5K
WCG
634
DELISTED
Wellcare Health Plans, Inc.
WCG
$215K 0.06%
1,200
-6,300
-84% -$1.04M
BCRX icon
635
BioCryst Pharmaceuticals
BCRX
$2.32B
$214K 0.06%
38,432
-12,359
-24% -$75.3K
BGFV
636
DELISTED
Big 5 Sporting Goods
BGFV
$214K 0.06%
+16,395
New +$235K
CHGG icon
637
Chegg
CHGG
$88.4M
$214K 0.06%
17,400
-2,451
-12% -$26.6K
LKFT
638
Lakefront Biotherapeutics American Depositary Shares
LKFT
$1.81B
$214K 0.06%
+2,800
New +$236K
UGI icon
639
UGI
UGI
$8.21B
$213K 0.06%
+4,400
New +$219K
NXEO
640
DELISTED
Nexeo Solutions, Inc. Common Stock
NXEO
$213K 0.06%
+25,687
New +$227K
ALGT icon
641
Allegiant Air
ALGT
$2.08B
$212K 0.06%
+1,564
New +$229K
WSBC icon
642
WesBanco
WSBC
$3.89B
$212K 0.06%
5,371
-20,809
-79% -$807K
CENTA icon
643
Central Garden & Pet Co Class A
CENTA
$2.21B
$210K 0.06%
+8,750
New +$224K
MDU icon
644
MDU Resources
MDU
$4.17B
$210K 0.06%
+21,039
New +$215K
NBIS
645
Nebius Group N.V.
NBIS
$66.3B
$210K 0.06%
8,000
-58,748
-88% -$1.53M
LXFT
646
DELISTED
Luxoft Holding, Inc.
LXFT
$210K 0.06%
+3,445
New +$216K
DST
647
DELISTED
DST Systems Inc.
DST
$210K 0.06%
3,400
-7,224
-68% -$441K
RUTH
648
DELISTED
Ruth's Hospitality Group, Inc.
RUTH
$209K 0.06%
+9,600
New +$202K
LOGM
649
DELISTED
LogMein, Inc.
LOGM
$209K 0.06%
+2,002
New +$219K
NOMD icon
650
Nomad Foods
NOMD
$1.6B
$208K 0.06%
+14,739
New +$188K
24 25
26
27 28

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FCAS
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RFC
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EH
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VRS
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OAC
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WA
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DCM
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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.