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TI

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
CSOD
1301
DELISTED
Cornerstone OnDemand, Inc.
CSOD
– –
-36,554
Closed -$1.42M
MXIM
1302
DELISTED
Maxim Integrated Products
MXIM
– –
-12,800
Closed -$575K
ALXN
1303
DELISTED
Alexion Pharmaceuticals
ALXN
– –
-11,000
Closed -$1.33M
GRUB
1304
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
– –
-23,797
Closed -$1.56M
CLGX
1305
DELISTED
Corelogic, Inc.
CLGX
– –
-17,600
Closed -$717K
RNET
1306
DELISTED
RigNet, Inc.
RNET
– –
-21,281
Closed -$456K
FPRX
1307
DELISTED
Five Prime Therapeutics, Inc.
FPRX
– –
-21,700
Closed -$784K
MIK
1308
DELISTED
Michaels Stores, Inc
MIK
– –
-33,407
Closed -$748K
QEP
1309
DELISTED
QEP RESOURCES, INC.
QEP
– –
-15,000
Closed -$191K
ZAGG
1310
DELISTED
ZAGG Inc Common Stock (Delaware)
ZAGG
– –
-35,684
Closed -$257K
CXO
1311
DELISTED
CONCHO RESOURCES INC.
CXO
– –
-7,800
Closed -$1M
BMCH
1312
DELISTED
BMC Stock Holdings, Inc
BMCH
– –
-49,950
Closed -$1.13M
NGHC
1313
DELISTED
National General Holdings Corp
NGHC
– –
-25,800
Closed -$613K
HDS
1314
DELISTED
HD Supply Holdings, Inc.
HDS
– –
-41,000
Closed -$1.69M
AMTD
1315
DELISTED
TD Ameritrade Holding Corp
AMTD
– –
-21,100
Closed -$820K
BREW
1316
DELISTED
Craft Brew Alliance, Inc.
BREW
– –
-27,475
Closed -$367K
JE
1317
DELISTED
Just Energy Group Inc
JE
– –
-463
Closed -$96K
GCAP
1318
DELISTED
Gain Capital Holdings, Inc.
GCAP
– –
-43,897
Closed -$366K
NE
1319
DELISTED
Noble Corporation
NE
– –
-329,132
Closed -$2.04M
TECD
1320
DELISTED
Tech Data Corp
TECD
– –
-11,409
Closed -$1.07M
CHK
1321
DELISTED
Chesapeake Energy Corporation
CHK
– –
-1,613
Closed -$1.92M
LTM
1322
DELISTED
LATAM Airlines Group S.A American Depositary Shares (Each representing 1 Common Share)
LTM
– –
-44,514
Closed -$564K
JCP
1323
DELISTED
J.C. Penney Company, Inc.
JCP
– –
-16,450
Closed -$101K
RTN
1324
DELISTED
Raytheon Company
RTN
– –
-10,100
Closed -$1.54M
OMN
1325
DELISTED
OMNOVA Solutions Inc.
OMN
– –
-26,323
Closed -$261K
51 52
53
54 55

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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.