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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
(-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 | 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 | |
|---|---|---|---|---|---|---|
|
IMPV
376
DELISTED
Imperva, Inc.
IMPV
| $359K | 0.1% |
7,500
+1,606
| +27% | +$74.9K |
|
377
Wendy's
WEN
$1.33B
| $357K | 0.1% |
+23,000
| New | +$348K |
|
378
Zillow
ZG
$7.02B
| $357K | 0.1% |
+7,300
| New | +$306K |
|
|
AKAO
379
DELISTED
Achaogen Inc
AKAO
| $357K | 0.1% |
+16,436
| New | +$375K |
|
380
Open Text
OTEX
$5.43B
| $356K | 0.1% |
11,300
-12,300
| -52% | -$406K |
|
381
SolarEdge
SEDG
$2.59B
| $354K | 0.1% |
+17,719
| New | +$314K |
|
|
PMC
382
DELISTED
PharMerica Corporation
PMC
| $354K | 0.1% |
+13,494
| New | +$332K |
|
|
MBLY
383
DELISTED
Mobileye N.V.
MBLY
| $352K | 0.1% |
+5,600
| New | +$347K |
|
384
GE Aerospace
GE
$367B
| $351K | 0.1% |
2,713
-5,487
| -67% | -$752K |
|
385
Globe Life
GL
$13.5B
| $351K | 0.1% |
+4,590
| New | +$349K |
|
386
Community Health Systems
CYH
$385M
| $349K | 0.1% |
+35,000
| New | +$320K |
|
387
Enovis
ENOV
$1.56B
| $349K | 0.1% |
+5,155
| New | +$352K |
|
|
XEC
388
DELISTED
CIMAREX ENERGY CO
XEC
| $348K | 0.1% |
3,700
+1,700
| +85% | +$187K |
|
389
Brink's
BCO
$5.02B
| $347K | 0.1% |
5,178
-4,273
| -45% | -$263K |
|
390
Ametek
AME
$55.5B
| $345K | 0.09% |
+5,700
| New | +$336K |
|
391
Brunswick
BC
$5.19B
| $345K | 0.09% |
+5,500
| New | +$320K |
|
|
CAI
392
DELISTED
CAI International, Inc.
CAI
| $345K | 0.09% |
+14,600
| New | +$290K |
|
393
NETSCOUT
NTCT
$2.86B
| $344K | 0.09% |
10,000
-2,500
| -20% | -$90.4K |
|
394
QuidelOrtho
QDEL
$1.09B
| $342K | 0.09% |
12,600
-22,231
| -64% | -$550K |
|
395
Tesla
TSLA
$1.24T
| $341K | 0.09% |
+14,145
| New | +$311K |
|
|
ASRT
396
DELISTED
Assertio
ASRT
| $340K | 0.09% |
528
-554
| -51% | -$369K |
|
397
Central Pacific Financial
CPF
$997M
| $340K | 0.09% |
+10,800
| New | +$335K |
|
398
Principal Financial Group
PFG
$23.6B
| $340K | 0.09% |
+5,300
| New | +$336K |
|
399
Red Robin
RRGB
$134M
| $340K | 0.09% |
+5,210
| New | +$331K |
|
400
Graco
GGG
$12.9B
| $339K | 0.09% |
+9,300
| New | +$330K |
|
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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.