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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 | |
|---|---|---|---|---|---|---|
551
Toyota
TM
$210B
| $252K | 0.07% |
+2,400
| New | +$256K |
|
|
FBR
552
DELISTED
Fibria Celulose Sa
FBR
| $252K | 0.07% |
+24,811
| New | +$248K |
|
|
COL
553
DELISTED
Rockwell Collins
COL
| $252K | 0.07% |
+2,400
| New | +$249K |
|
554
Kinder Morgan
KMI
$73.1B
| $251K | 0.07% |
13,100
-76,500
| -85% | -$1.52M |
|
555
Marriott International
MAR
$98.7B
| $251K | 0.07% |
+2,500
| New | +$250K |
|
|
NVMI
556
Nova
NVMI
$13.9B
| $251K | 0.07% |
+11,378
| New | +$253K |
|
557
Tyson Foods
TSN
$20.2B
| $251K | 0.07% |
4,000
-16,400
| -80% | -$1.01M |
|
|
IVTY
558
DELISTED
Invuity, Inc
IVTY
| $251K | 0.07% |
34,580
+18,807
| +119% | +$146K |
|
559
Argan
AGX
$7.98B
| $250K | 0.07% |
4,166
+94
| +2% | +$6.07K |
|
560
Ichor Holdings
ICHR
$3.02B
| $250K | 0.07% |
+12,394
| New | +$263K |
|
561
Team
TISI
$77.7M
| $250K | 0.07% |
+1,067
| New | +$274K |
|
|
NXGN
562
DELISTED
NextGen Healthcare, Inc. Common Stock
NXGN
| $250K | 0.07% |
+14,500
| New | +$220K |
|
563
Jazz Pharmaceuticals
JAZZ
$15.9B
| $249K | 0.07% |
+1,600
| New | +$245K |
|
564
RadNet
RDNT
$4.84B
| $249K | 0.07% |
32,068
-9,883
| -24% | -$67.3K |
|
|
NWHM
565
DELISTED
THE NEW HOME COMPANY INC.
NWHM
| $249K | 0.07% |
+21,703
| New | +$242K |
|
|
FMBI
566
DELISTED
First Midwest Bancorp Inc/IL
FMBI
| $247K | 0.07% |
+10,600
| New | +$243K |
|
567
Devon Energy
DVN
$51.9B
| $246K | 0.07% |
7,700
-18,287
| -70% | -$669K |
|
568
Mondelez International
MDLZ
$77.7B
| $246K | 0.07% |
5,700
-40,959
| -88% | -$1.85M |
|
569
Elevance Health
ELV
$81.9B
| $245K | 0.07% |
+1,300
| New | +$234K |
|
570
Ascendis Pharma A/S
ASND
$16.7B
| $244K | 0.07% |
+8,800
| New | +$233K |
|
571
City Holding Co
CHCO
$1.97B
| $244K | 0.07% |
+3,700
| New | +$245K |
|
572
Enova International
ENVA
$5.91B
| $244K | 0.07% |
16,426
-6,827
| -29% | -$96.6K |
|
573
Merck
MRK
$324B
| $244K | 0.07% |
3,982
-30,812
| -89% | -$1.88M |
|
574
Banner Corp
BANR
$2.39B
| $243K | 0.07% |
+4,300
| New | +$237K |
|
575
TriCo Bancshares
TCBK
$1.85B
| $243K | 0.07% |
+6,900
| New | +$243K |
|
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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.