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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 | |
|---|---|---|---|---|---|---|
1051
NewtekOne
NEWT
$417M
| – | – |
-11,822
| Closed | -$201K |
|
1052
Natural Gas Services Group
NGS
$470M
| – | – |
-10,200
| Closed | -$266K |
|
1053
NiSource
NI
$22.4B
| – | – |
-118,432
| Closed | -$2.82M |
|
1054
Nektar Therapeutics
NKTR
$2.39B
| – | – |
-3,806
| Closed | -$1.34M |
|
1055
NMI Holdings
NMIH
$3.25B
| – | – |
-11,205
| Closed | -$128K |
|
|
1056
Northrop Grumman
NOC
$77B
| – | – |
-14,500
| Closed | -$3.45M |
|
1057
Nokia
NOK
$50.8B
| – | – |
-204,484
| Closed | -$1.11M |
|
1058
Insight Enterprises
NSIT
$3.55B
| – | – |
-17,900
| Closed | -$736K |
|
1059
NetApp
NTAP
$32.9B
| – | – |
-44,100
| Closed | -$1.85M |
|
1060
NetEase
NTES
$76.5B
| – | – |
-17,500
| Closed | -$994K |
|
1061
NETGEAR
NTGR
$669M
| – | – |
-15,979
| Closed | -$792K |
|
1062
Navigator Holdings
NVGS
$1.34B
| – | – |
-25,148
| Closed | -$346K |
|
1063
Newell Brands
NWL
$2.16B
| – | – |
-17,800
| Closed | -$840K |
|
1064
NWPX Infrastructure Inc
NWPX
$1.25B
| – | – |
-15,765
| Closed | -$248K |
|
1065
Quanex
NX
$854M
| – | – |
-10,717
| Closed | -$217K |
|
1066
Nexstar Media Group
NXST
$5.6B
| – | – |
-18,000
| Closed | -$1.26M |
|
1067
Oaktree Specialty Lending
OCSL
$1.03B
| – | – |
-27,570
| Closed | -$382K |
|
1068
Old Dominion Freight Line
ODFL
$48.5B
| – | – |
-31,227
| Closed | -$891K |
|
1069
Orion
OEC
$394M
| – | – |
-25,500
| Closed | -$523K |
|
1070
OGE Energy
OGE
$10.3B
| – | – |
-37,900
| Closed | -$1.33M |
|
1071
Ollie's Bargain Outlet
OLLI
$4.01B
| – | – |
-7,141
| Closed | -$239K |
|
1072
Olin
OLN
$2.64B
| – | – |
-19,400
| Closed | -$638K |
|
1073
ON Semiconductor
ON
$33.8B
| – | – |
-50,700
| Closed | -$785K |
|
1074
Ooma
OOMA
$550M
| – | – |
-18,991
| Closed | -$189K |
|
1075
Opko Health
OPK
$921M
| – | – |
-71,300
| Closed | -$570K |
|
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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.