We are live on
!
Find out more
TI
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 | |
|---|---|---|---|---|---|---|
|
BLUE
476
DELISTED
bluebird bio
BLUE
| $294K | 0.08% |
+216
| New | +$261K |
|
477
Hain Celestial
HAIN
$47.8M
| $294K | 0.08% |
+7,565
| New | +$273K |
|
478
OraSure Technologies
OSUR
$273M
| $293K | 0.08% |
+17,000
| New | +$245K |
|
479
Arthur J. Gallagher & Co
AJG
$63.7B
| $292K | 0.08% |
+5,100
| New | +$288K |
|
480
Fortuna Silver Mines
FSM
$2.59B
| $292K | 0.08% |
59,803
-63,283
| -51% | -$304K |
|
481
Artivion
AORT
$1.23B
| $291K | 0.08% |
+14,574
| New | +$261K |
|
482
GATX Corp
GATX
$6.55B
| $291K | 0.08% |
+4,526
| New | +$277K |
|
483
Onto Innovation
ONTO
$13.6B
| $291K | 0.08% |
+11,500
| New | +$324K |
|
|
THR
484
DELISTED
Thermon Group Holdings
THR
| $291K | 0.08% |
+15,194
| New | +$298K |
|
485
Ashland
ASH
$3.04B
| $290K | 0.08% |
+4,400
| New | +$280K |
|
486
Hackett Group
HCKT
$245M
| $290K | 0.08% |
18,729
+6,098
| +48% | +$103K |
|
|
KEM
487
DELISTED
KEMET Corporation
KEM
| $290K | 0.08% |
22,674
-9,515
| -30% | -$121K |
|
|
TCF
488
DELISTED
TCF Financial Corporation
TCF
| $289K | 0.08% |
+18,102
| New | +$291K |
|
489
ArcBest
ARCB
$3.44B
| $288K | 0.08% |
13,980
-6,572
| -32% | -$143K |
|
490
Jones Lang LaSalle
JLL
$15.1B
| $288K | 0.08% |
+2,300
| New | +$264K |
|
491
MBIA
MBI
$288M
| $288K | 0.08% |
30,500
+15,713
| +106% | +$134K |
|
|
ENOC
492
DELISTED
EnerNOC, Inc.
ENOC
| $288K | 0.08% |
37,114
+1,747
| +5% | +$10.2K |
|
493
Encompass Health
EHC
$11.2B
| $284K | 0.08% |
+7,374
| New | +$270K |
|
494
Transocean
RIG
$5.92B
| $284K | 0.08% |
+34,500
| New | +$352K |
|
495
Toro Company
TTC
$8.93B
| $284K | 0.08% |
+4,100
| New | +$274K |
|
|
TLND
496
DELISTED
Talend S.A. American Depositary Shares
TLND
| $284K | 0.08% |
+8,161
| New | +$266K |
|
497
Midland States Bancorp
MSBI
$669M
| $282K | 0.08% |
+8,400
| New | +$287K |
|
498
Brookdale Senior Living
BKD
$3.62B
| $281K | 0.08% |
19,125
-85,871
| -82% | -$1.19M |
|
499
Intuitive Surgical
ISRG
$121B
| $281K | 0.08% |
+2,700
| New | +$259K |
|
500
Prestige Consumer Healthcare
PBH
$2.35B
| $280K | 0.08% |
+5,300
| New | +$284K |
|
Similar funds
SAM
CM
X
WHG
PSCM
BIP
SA
FGP
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.