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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
Cap. Flow
-$411M
Cap. Flow %
-112.55%
Top 10 Hldgs %
5.54%
Holding
1,447
New
402
Increased
105
Reduced
244
Closed
696

Top Buys

Rank Stock Value
1
UAL icon
United Airlines
UAL
+$2.29M
2
KMX icon
CarMax
KMX
+$2.2M
3
MU icon
Micron Technology
MU
+$2.17M
4
COHR
Coherent Inc
COHR
+$1.93M
5
TMUS icon
T-Mobile US
TMUS
+$1.82M

Top Sells

Rank Stock Value
1
ADI icon
Analog Devices
ADI
+$4.38M
2
GS icon
Goldman Sachs
GS
+$4.32M
3
AR icon
Antero Resources
AR
+$3.58M
4
NOC icon
Northrop Grumman
NOC
+$3.45M
5
CBOE icon
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
SJI
1276
DELISTED
South Jersey Industries, Inc.
SJI
– –
-11,628
Closed -$415K
PRTY
1277
DELISTED
Party City Holdco Inc.
PRTY
– –
-22,646
Closed -$318K
OTIC
1278
DELISTED
Otonomy, Inc.
OTIC
– –
-10,046
Closed -$123K
ZEN
1279
DELISTED
ZENDESK INC
ZEN
– –
-23,400
Closed -$656K
ECOM
1280
DELISTED
CHANNELADVISOR CORPORATION
ECOM
– –
-19,153
Closed -$214K
ZVO
1281
DELISTED
Zovio Inc. Common Stock
ZVO
– –
-27,400
Closed -$292K
Y
1282
DELISTED
Alleghany Corp
Y
– –
-1,031
Closed -$634K
TMX
1283
DELISTED
Terminix Global Holdings, Inc.
TMX
– –
-18,519
Closed -$518K
GCP
1284
DELISTED
GCP Applied Technologies Inc.
GCP
– –
-6,801
Closed -$222K
PTR
1285
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
– –
-3,604
Closed -$264K
LFC
1286
DELISTED
China Life Insurance Company Ltd.
LFC
– –
-10,848
Closed -$166K
RDUS
1287
DELISTED
Radius Health, Inc.
RDUS
– –
-6,235
Closed -$241K
SAFM
1288
DELISTED
Sanderson Farms Inc
SAFM
– –
-6,600
Closed -$685K
TVTY
1289
DELISTED
Tivity Health, Inc. Common Stock
TVTY
– –
-26,187
Closed -$762K
JOBS
1290
DELISTED
51job Inc
JOBS
– –
-10,917
Closed -$400K
ECOL
1291
DELISTED
US Ecology, Inc.
ECOL
– –
-4,911
Closed -$230K
HMHC
1292
DELISTED
Houghton Mifflin Harcourt Company
HMHC
– –
-33,069
Closed -$336K
INFO
1293
DELISTED
IHS Markit Ltd. Common Shares
INFO
– –
-14,586
Closed -$612K
RRD
1294
DELISTED
RR Donnelley & Sons Co.
RRD
– –
-46,554
Closed -$564K
XLNX
1295
DELISTED
Xilinx Inc
XLNX
– –
-7,500
Closed -$434K
MRLN
1296
DELISTED
Marlin Business Services Corp
MRLN
– –
-10,655
Closed -$274K
RAVN
1297
DELISTED
Raven Industries Inc
RAVN
– –
-24,518
Closed -$712K
ADMS
1298
DELISTED
Adamas Pharmaceuticals
ADMS
– –
-16,372
Closed -$287K
XLRN
1299
DELISTED
Acceleron Pharma
XLRN
– –
-10,601
Closed -$281K
EBSB
1300
DELISTED
Meridian Bancorp, Inc.
EBSB
– –
-30,880
Closed -$565K
50 51
52
53 54

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WHG
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PSCM
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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.