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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 | |
|---|---|---|---|---|---|---|
|
CVA
676
DELISTED
Covanta Holding Corporation
CVA
| $196K | 0.05% |
+14,873
| New | +$216K |
|
677
Titan International
TWI
$516M
| $195K | 0.05% |
+16,246
| New | +$175K |
|
|
MYCC
678
DELISTED
ClubCorp Holdings, Inc.
MYCC
| $195K | 0.05% |
14,850
-40,650
| -73% | -$553K |
|
|
EXPR
679
DELISTED
Express, Inc.
EXPR
| $194K | 0.05% |
1,435
-5,381
| -79% | -$835K |
|
|
CHFN
680
DELISTED
Charter Financial Corp
CHFN
| $194K | 0.05% |
+10,802
| New | +$202K |
|
|
LQ
681
DELISTED
La Quinta Holdings Inc.
LQ
| $193K | 0.05% |
13,100
-28,862
| -69% | -$408K |
|
|
SIGM
682
DELISTED
Sigma Designs Inc
SIGM
| $188K | 0.05% |
+32,086
| New | +$194K |
|
683
MGIC Investment
MTG
$6.27B
| $187K | 0.05% |
16,700
-89,665
| -84% | -$964K |
|
|
EPZM
684
DELISTED
Epizyme, Inc
EPZM
| $184K | 0.05% |
+12,206
| New | +$185K |
|
685
Oxford Square Capital
OXSQ
$151M
| $183K | 0.05% |
+28,916
| New | +$207K |
|
686
Cytokinetics
CYTK
$11B
| $181K | 0.05% |
14,931
-47,450
| -76% | -$659K |
|
687
Myers Industries
MYE
$1.18B
| $181K | 0.05% |
10,100
-11,886
| -54% | -$204K |
|
|
DPLO
688
DELISTED
DIPLOMAT PHARMACY, INC.
DPLO
| $180K | 0.05% |
+12,177
| New | +$203K |
|
|
DDC
689
DELISTED
Dominion Diamond Corporation
DDC
| $178K | 0.05% |
+14,200
| New | +$181K |
|
690
Telefônica Brasil
VIV
$22.4B
| $175K | 0.05% |
+12,983
| New | +$187K |
|
691
Amkor Technology
AMKR
$16.1B
| $174K | 0.05% |
17,800
-12,000
| -40% | -$136K |
|
|
CCXI
692
DELISTED
ChemoCentryx, Inc.
CCXI
| $174K | 0.05% |
18,600
+8,327
| +81% | +$61.1K |
|
693
Cohu
COHU
$2.39B
| $173K | 0.05% |
11,000
-14,699
| -57% | -$269K |
|
694
Luxfer Holdings
LXFR
$460M
| $173K | 0.05% |
13,514
-3,516
| -21% | -$42.6K |
|
|
HCCI
695
DELISTED
Heritage-Crystal Clean, Inc.
HCCI
| $172K | 0.05% |
10,800
-47
| -0.4% | -$716 |
|
|
MYOK
696
DELISTED
MyoKardia, Inc. Common Stock
MYOK
| $172K | 0.05% |
13,100
-24,887
| -66% | -$328K |
|
|
SSNI
697
DELISTED
Silver Spring Networks, Inc.
SSNI
| $171K | 0.05% |
+15,158
| New | +$164K |
|
698
Enviri
NVRI
$621M
| $169K | 0.05% |
10,500
-51,900
| -83% | -$748K |
|
699
Cleveland-Cliffs
CLF
$6.81B
| $168K | 0.05% |
24,348
-17,108
| -41% | -$113K |
|
700
Lifecore Biomedical
LFCR
$162M
| $167K | 0.05% |
+11,259
| New | +$157K |
|
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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.