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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
EIX icon
201
Edison International
EIX
$22.8B
$563K 0.15%
+7,200
New +$577K
CLR
202
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$563K 0.15%
17,400
-26,955
-61% -$1.07M
HOS
203
Hornbeck Offshore Services, Inc.
HOS
$1.34B
$562K 0.15%
99,600
-30,140
-23% -$182K
TGNA
204
DELISTED
TEGNA Inc
TGNA
$562K 0.15%
38,972
-5,872
-13% -$90.2K
CUDA
205
DELISTED
Barracuda Networks, Inc.
CUDA
$560K 0.15%
24,273
-12,261
-34% -$270K
OXM icon
206
Oxford Industries
OXM
$473M
$557K 0.15%
8,920
-22,336
-71% -$1.29M
WHR icon
207
Whirlpool
WHR
$2.45B
$556K 0.15%
+2,900
New +$530K
PLCE icon
208
Children's Place
PLCE
$62M
$551K 0.15%
+5,400
New +$593K
LNT icon
209
Alliant Energy
LNT
$17.8B
$550K 0.15%
+13,700
New +$554K
DBD
210
DELISTED
Diebold Nixdorf Incorporated
DBD
$546K 0.15%
+19,500
New +$539K
FNGN
211
DELISTED
Financial Engines, Inc.
FNGN
$546K 0.15%
+14,922
New +$595K
SQM icon
212
Sociedad Química y Minera de Chile
SQM
$21.6B
$545K 0.15%
+16,500
New +$580K
CTSH icon
213
Cognizant
CTSH
$27B
$544K 0.15%
+8,200
New +$521K
EXEL icon
214
Exelixis
EXEL
$14.3B
$544K 0.15%
22,100
-30,676
-58% -$649K
FTNT icon
215
Fortinet
FTNT
$116B
$543K 0.15%
72,500
+39,000
+116% +$302K
CS
216
DELISTED
Credit Suisse Group
CS
$539K 0.15%
36,900
-3,078
-8% -$44.4K
MMSI icon
217
Merit Medical Systems
MMSI
$5.22B
$538K 0.15%
14,100
+5,803
+70% +$194K
BIDU icon
218
Baidu
BIDU
$31.4B
$537K 0.15%
+3,000
New +$544K
ITT icon
219
ITT
ITT
$18B
$537K 0.15%
13,357
+6,157
+86% +$246K
XRX icon
220
Xerox
XRX
$420M
$537K 0.15%
+18,682
New +$528K
ALTO icon
221
Alto Ingredients
ALTO
$319M
$536K 0.15%
85,825
+45,388
+112% +$295K
EVHC
222
DELISTED
Envision Healthcare Holdings Inc
EVHC
$533K 0.15%
+8,500
New +$490K
ABT icon
223
Abbott
ABT
$183B
$530K 0.15%
10,900
-6,100
-36% -$276K
HOG icon
224
Harley-Davidson
HOG
$2.83B
$529K 0.14%
9,800
-17,100
-64% -$952K
DKS icon
225
Dick's Sporting Goods
DKS
$11.8B
$526K 0.14%
13,200
-18,566
-58% -$837K
7 8
9
10 11

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RFC
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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.