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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 | |
|---|---|---|---|---|---|---|
|
KG
401
Kestrel Group
KG
$71.3M
| $339K | 0.09% |
1,529
+616
| +67% | +$144K |
|
|
LION
402
DELISTED
Fidelity Southern Corporation
LION
| $338K | 0.09% |
14,802
+902
| +6% | +$19.9K |
|
403
Entegris
ENTG
$19.7B
| $337K | 0.09% |
15,340
-16,922
| -52% | -$408K |
|
|
DATA
404
DELISTED
Tableau Software, Inc.
DATA
| $337K | 0.09% |
+5,500
| New | +$323K |
|
|
AVDL
405
DELISTED
Avadel Pharmaceuticals
AVDL
| $336K | 0.09% |
30,500
+7,169
| +31% | +$72K |
|
406
EPAM Systems
EPAM
$4.69B
| $336K | 0.09% |
4,000
-1,300
| -25% | -$104K |
|
|
TUP
407
DELISTED
Tupperware Brands Corporation
TUP
| $336K | 0.09% |
4,789
-10,311
| -68% | -$718K |
|
408
Reliance Steel & Aluminium
RS
$20.8B
| $335K | 0.09% |
4,600
-9,235
| -67% | -$691K |
|
409
Cartesian Therapeutics
RNAC
$232M
| $334K | 0.09% |
+561
| New | +$248K |
|
410
Halliburton
HAL
$27.9B
| $333K | 0.09% |
7,800
-11,800
| -60% | -$542K |
|
|
PPL
411
PPL Corp
PPL
$27.3B
| $332K | 0.09% |
+8,600
| New | +$333K |
|
412
FormFactor
FORM
$8.11B
| $331K | 0.09% |
26,710
+5,662
| +27% | +$73K |
|
|
SINA
413
DELISTED
Sina Corp
SINA
| $331K | 0.09% |
+3,900
| New | +$329K |
|
|
FTD
414
DELISTED
FTD Companies, Inc. Common Stock
FTD
| $330K | 0.09% |
16,500
+4,149
| +34% | +$79.9K |
|
|
CCRN
415
DELISTED
Cross Country Healthcare
CCRN
| $329K | 0.09% |
+25,462
| New | +$328K |
|
416
Pool Corp
POOL
$6.7B
| $329K | 0.09% |
+2,800
| New | +$336K |
|
417
Dr. Reddy's Laboratories
RDY
$9.82B
| $329K | 0.09% |
+39,000
| New | +$317K |
|
418
SK Telecom
SKM
$13.7B
| $329K | 0.09% |
+7,781
| New | +$312K |
|
419
Itron
ITRI
$3.73B
| $327K | 0.09% |
4,820
+1,532
| +47% | +$100K |
|
420
Tronox
TROX
$995M
| $327K | 0.09% |
+21,600
| New | +$347K |
|
421
Dave & Buster's
PLAY
$343M
| $326K | 0.09% |
+4,900
| New | +$321K |
|
|
XTLY
422
DELISTED
Xactly Corporation
XTLY
| $326K | 0.09% |
20,852
-3,762
| -15% | -$50.3K |
|
423
Golub Capital BDC
GBDC
$3.33B
| $325K | 0.09% |
+17,332
| New | +$338K |
|
424
InterDigital
IDCC
$6.68B
| $325K | 0.09% |
+4,200
| New | +$352K |
|
|
ARRS
425
DELISTED
ARRIS International plc Ordinary Shares
ARRS
| $325K | 0.09% |
+11,600
| New | +$319K |
|
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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.