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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 | |
|---|---|---|---|---|---|---|
|
CHUBA
651
DELISTED
CommerceHub, Inc. Series A Common Stock
CHUBA
| $207K | 0.06% |
11,900
-1,843
| -13% | -$30.3K |
|
|
MINI
652
DELISTED
Mobile Mini Inc
MINI
| $206K | 0.06% |
+6,893
| New | +$199K |
|
|
PFSW
653
DELISTED
PFSweb, Inc.
PFSW
| $206K | 0.06% |
24,900
-3,371
| -12% | -$24.1K |
|
|
ITI
654
DELISTED
Iteris, Inc.
ITI
| $205K | 0.06% |
+32,957
| New | +$188K |
|
|
TLRD
655
DELISTED
Tailored Brands, Inc.
TLRD
| $205K | 0.06% |
+18,372
| New | +$215K |
|
|
BOJA
656
DELISTED
Bojangles', Inc. Common Stock
BOJA
| $205K | 0.06% |
+12,600
| New | +$232K |
|
657
Sierra Bancorp
BSRR
$548M
| $204K | 0.06% |
+8,319
| New | +$212K |
|
658
Conduent
CNDT
$230M
| $204K | 0.06% |
+12,819
| New | +$210K |
|
659
First Internet Bancorp
INBK
$231M
| $204K | 0.06% |
+7,281
| New | +$203K |
|
660
Northeast Bank
NBN
$1.11B
| $204K | 0.06% |
+10,046
| New | +$183K |
|
661
SandRidge Energy
SD
$510M
| $204K | 0.06% |
11,846
-19,797
| -63% | -$368K |
|
|
WBC
662
DELISTED
WABCO HOLDINGS INC.
WBC
| $204K | 0.06% |
+1,600
| New | +$191K |
|
|
CZZ
663
DELISTED
Cosan Limited
CZZ
| $203K | 0.06% |
31,720
+6,420
| +25% | +$47.3K |
|
|
RST
664
DELISTED
ROSETTA STONE INC
RST
| $203K | 0.06% |
18,866
-32,834
| -64% | -$367K |
|
665
Boston Scientific
BSX
$65.8B
| $202K | 0.06% |
7,300
-21,700
| -75% | -$576K |
|
666
CNO Financial Group
CNO
$4.97B
| $202K | 0.06% |
+9,685
| New | +$200K |
|
667
Carriage Services
CSV
$618M
| $202K | 0.06% |
+7,500
| New | +$202K |
|
668
Karyopharm Therapeutics
KPTI
$168M
| $202K | 0.06% |
+1,490
| New | +$221K |
|
669
Ryder
R
$10.3B
| $202K | 0.06% |
+2,800
| New | +$194K |
|
|
MDP
670
DELISTED
Meredith Corporation
MDP
| $202K | 0.06% |
3,400
-3,339
| -50% | -$195K |
|
671
Papa John's
PZZA
$999M
| $201K | 0.06% |
+2,800
| New | +$221K |
|
|
TPCO
672
DELISTED
Tribune Publishing Company Common Stock
TPCO
| $201K | 0.06% |
15,600
+2,724
| +21% | +$35.3K |
|
|
WBT
673
DELISTED
Welbilt, Inc.
WBT
| $200K | 0.05% |
+10,600
| New | +$207K |
|
|
HDP
674
DELISTED
Hortonworks, Inc.
HDP
| $199K | 0.05% |
15,487
-45,074
| -74% | -$541K |
|
|
AUTO
675
DELISTED
AutoWeb, Inc. Common Stock
AUTO
| $198K | 0.05% |
15,732
-24,452
| -61% | -$311K |
|
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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.