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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 | |
|---|---|---|---|---|---|---|
501
Caterpillar
CAT
$409B
| $279K | 0.08% |
2,600
-1,688
| -39% | -$171K |
|
502
Turkcell
TKC
$4.84B
| $279K | 0.08% |
34,001
-20,291
| -37% | -$169K |
|
|
EE
503
DELISTED
El Paso Electric Company
EE
| $279K | 0.08% |
+5,400
| New | +$282K |
|
504
PENN Entertainment
PENN
$2.74B
| $278K | 0.08% |
13,000
-104,300
| -89% | -$2.05M |
|
|
GUID
505
DELISTED
Guidance Software, Inc.
GUID
| $277K | 0.08% |
+41,943
| New | +$266K |
|
506
Rapid7
RPD
$634M
| $276K | 0.08% |
16,400
-27,152
| -62% | -$468K |
|
507
United Parks & Resorts
PRKS
$2.11B
| $276K | 0.08% |
16,986
-11,283
| -40% | -$194K |
|
|
ALOG
508
DELISTED
Analogic Corp
ALOG
| $276K | 0.08% |
3,800
-10,174
| -73% | -$729K |
|
509
Oneok
OKE
$58.7B
| $275K | 0.08% |
5,274
-15,426
| -75% | -$798K |
|
510
Ford
F
$57.3B
| $273K | 0.07% |
24,400
-14,800
| -38% | -$165K |
|
|
ZGNX
511
DELISTED
Zogenix, Inc.
ZGNX
| $272K | 0.07% |
+18,739
| New | +$236K |
|
512
Adeia
ADEA
$2.86B
| $271K | 0.07% |
+34,428
| New | +$291K |
|
513
AAR Corp
AIR
$5.15B
| $271K | 0.07% |
+7,800
| New | +$271K |
|
514
Black Hills Corp
BKH
$5.73B
| $271K | 0.07% |
+4,024
| New | +$277K |
|
|
HZNP
515
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
| $271K | 0.07% |
22,800
-24,600
| -52% | -$306K |
|
|
CBF
516
DELISTED
Capital Bank Financial Corp. Class A Common Stock
CBF
| $271K | 0.07% |
+7,100
| New | +$281K |
|
517
Chunghwa Telecom
CHT
$33.2B
| $270K | 0.07% |
+7,663
| New | +$267K |
|
518
Piper Sandler
PIPR
$5.14B
| $270K | 0.07% |
+18,000
| New | +$272K |
|
|
FIT
519
DELISTED
Fitbit, Inc. Class A common stock
FIT
| $270K | 0.07% |
50,800
-98,658
| -66% | -$547K |
|
|
SPIL
520
DELISTED
Siliconware Precision Industries Co Ltd
SPIL
| $270K | 0.07% |
+33,900
| New | +$275K |
|
|
CADE
521
DELISTED
Cadence Bank
CADE
| $268K | 0.07% |
+8,800
| New | +$264K |
|
522
IQVIA
IQV
$34.7B
| $268K | 0.07% |
+3,000
| New | +$253K |
|
|
YELL
523
DELISTED
Yellow Corporation Common Stock
YELL
| $268K | 0.07% |
24,117
-33,813
| -58% | -$336K |
|
524
Applied Materials
AMAT
$426B
| $267K | 0.07% |
6,468
-23,932
| -79% | -$1.02M |
|
|
FFWM
525
DELISTED
First Foundation Inc
FFWM
| $267K | 0.07% |
+16,224
| New | +$259K |
|
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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.