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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 | |
|---|---|---|---|---|---|---|
576
Applied Industrial Technologies
AIT
$12.8B
| $242K | 0.07% |
4,100
+284
| +7% | +$17.4K |
|
577
Viavi Solutions
VIAV
$9.75B
| $242K | 0.07% |
23,000
-5,500
| -19% | -$59.3K |
|
|
SNP
578
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
| $242K | 0.07% |
3,080
-2,347
| -43% | -$191K |
|
|
CPN
579
DELISTED
Calpine Corporation
CPN
| $241K | 0.07% |
+17,800
| New | +$214K |
|
580
ATI
ATI
$27B
| $240K | 0.07% |
+14,100
| New | +$237K |
|
581
Magnite
MGNI
$2.65B
| $240K | 0.07% |
+46,597
| New | +$256K |
|
582
WEX
WEX
$6.11B
| $240K | 0.07% |
+2,300
| New | +$237K |
|
583
Amdocs
DOX
$5.53B
| $239K | 0.07% |
+3,700
| New | +$234K |
|
584
Hewlett Packard
HPE
$63.2B
| $239K | 0.07% |
+18,562
| New | +$258K |
|
|
AHL
585
DELISTED
ASPEN Insurance Holding Limited
AHL
| $239K | 0.07% |
+4,800
| New | +$244K |
|
586
Agilent Technologies
A
$39.1B
| $238K | 0.07% |
+4,011
| New | +$228K |
|
|
USAK
587
DELISTED
USA Truck Inc
USAK
| $237K | 0.06% |
+27,400
| New | +$188K |
|
588
Provident Financial Services
PFS
$3.11B
| $236K | 0.06% |
9,314
-3,333
| -26% | -$82.8K |
|
589
Texas Capital Bancshares
TCBI
$4.31B
| $235K | 0.06% |
+3,041
| New | +$234K |
|
590
Wabash National
WNC
$543M
| $235K | 0.06% |
+10,688
| New | +$226K |
|
591
Pacira BioSciences
PCRX
$1.02B
| $234K | 0.06% |
4,900
-300
| -6% | -$13.9K |
|
592
Workiva
WK
$2.94B
| $234K | 0.06% |
12,300
-7,000
| -36% | -$124K |
|
|
LGTY
593
DELISTED
Logility Supply Chain Solutions, Inc. Common Stock
LGTY
| $234K | 0.06% |
22,700
+5,052
| +29% | +$54.7K |
|
594
Crocs
CROX
$6.69B
| $233K | 0.06% |
30,200
-10,542
| -26% | -$70.7K |
|
595
Ionis Pharmaceuticals
IONS
$9.35B
| $233K | 0.06% |
4,580
-2,320
| -34% | -$108K |
|
596
KRONOS Worldwide
KRO
$761M
| $233K | 0.06% |
12,800
-5,811
| -31% | -$103K |
|
|
BBT
597
Beacon Financial Corp
BBT
$2.53B
| $232K | 0.06% |
+6,600
| New | +$237K |
|
|
IMGN
598
DELISTED
Immunogen Inc
IMGN
| $232K | 0.06% |
+32,697
| New | +$150K |
|
|
CTRL
599
DELISTED
Control4 Corporation
CTRL
| $232K | 0.06% |
11,846
-22,081
| -65% | -$397K |
|
600
Pathward Financial
CASH
$1.81B
| $231K | 0.06% |
7,800
-7,473
| -49% | -$217K |
|
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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.