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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 | |
|---|---|---|---|---|---|---|
701
Extreme Networks
EXTR
$3.86B
| $166K | 0.05% |
17,975
-123,681
| -87% | -$1.09M |
|
702
First Commonwealth Financial
FCF
$2.12B
| $166K | 0.05% |
13,127
+2,696
| +26% | +$34.4K |
|
|
SC
703
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
| $166K | 0.05% |
13,000
-14,212
| -52% | -$172K |
|
704
MidCap Financial Investment
MFIC
$784M
| $164K | 0.04% |
8,533
+866
| +11% | +$16.8K |
|
705
OFS Capital
OFS
$43.8M
| $161K | 0.04% |
11,229
-11,809
| -51% | -$168K |
|
|
INFN
706
DELISTED
Infinera Corporation Common Stock
INFN
| $159K | 0.04% |
14,904
-52,432
| -78% | -$536K |
|
707
AES
AES
$10.6B
| $158K | 0.04% |
14,200
-183,052
| -93% | -$2.1M |
|
|
SFS
708
DELISTED
Smart & Final Stores, Inc.
SFS
| $157K | 0.04% |
+17,298
| New | +$207K |
|
|
TTPH
709
DELISTED
Tetraphase Pharmaceuticals, Inc.
TTPH
| $156K | 0.04% |
1,095
-348
| -24% | -$53.8K |
|
710
Build-A-Bear
BBW
$423M
| $154K | 0.04% |
14,704
+155
| +1% | +$1.58K |
|
|
TESO
711
DELISTED
Tesco Corp
TESO
| $153K | 0.04% |
+34,311
| New | +$189K |
|
712
A10 Networks
ATEN
$2.47B
| $150K | 0.04% |
17,800
-28,019
| -61% | -$238K |
|
|
S
713
DELISTED
Sprint Corporation
S
| $149K | 0.04% |
18,100
-148,561
| -89% | -$1.24M |
|
|
ACTA
714
DELISTED
Actua Corp
ACTA
| $149K | 0.04% |
+10,572
| New | +$149K |
|
|
FLY
715
DELISTED
Fly Leasing Limited
FLY
| $148K | 0.04% |
11,000
-6,823
| -38% | -$88.6K |
|
716
Ecopetrol
EC
$32.9B
| $146K | 0.04% |
+16,025
| New | +$150K |
|
|
HDSN
717
Hudson Technologies
HDSN
$267M
| $143K | 0.04% |
+16,886
| New | +$129K |
|
718
Rambus
RMBS
$10.4B
| $137K | 0.04% |
+12,000
| New | +$147K |
|
|
LUMO
719
DELISTED
Lumos Pharma, Inc. Common Stock
LUMO
| $133K | 0.04% |
2,015
+567
| +39% | +$70.2K |
|
|
INWK
720
DELISTED
InnerWorkings, Inc.
INWK
| $133K | 0.04% |
11,500
-17,857
| -61% | -$192K |
|
721
Alamos Gold
AGI
$12.4B
| $131K | 0.04% |
18,300
-24,884
| -58% | -$177K |
|
|
DWCH
722
DELISTED
Datawatch Corp
DWCH
| $128K | 0.04% |
13,800
-1,600
| -10% | -$13.1K |
|
|
VNET
723
VNET Group
VNET
$2.05B
| $127K | 0.03% |
25,298
-2,618
| -9% | -$14.2K |
|
|
SHOR
724
DELISTED
ShoreTel, Inc.
SHOR
| $127K | 0.03% |
21,837
-21,321
| -49% | -$131K |
|
725
Consolidated Water Co
CWCO
$469M
| $124K | 0.03% |
10,038
-11,848
| -54% | -$141K |
|
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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.