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Trexquant Investment Portfolio holdings
AUM
$17B
1-Year Est. Return
39.66%
This Fund
S&P 500
This Quarter
Est. Return
-0.39%
1 Year Est. Return
+39.66%
3 Year Est. Return
+112.15%
5 Year Est. Return
+98.93%
10 Year Est. Return
+403.68%
AUM
$891M
AUM Growth
-$89M
(-9.1%)
Cap. Flow
-$63.1M
Cap. Flow
% of AUM
-7.08%
Top 10 Holdings %
Top 10 Hldgs %
4.46%
Holding
1,466
New
508
Increased
201
Reduced
238
Closed
519
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Lowe's Companies
LOW
|
+$4.61M |
| 2 |
BNY
Bank of New York Mellon
BNY
|
+$3.92M |
| 3 |
Take-Two Interactive
TTWO
|
+$3.85M |
| 4 |
RAI
Reynolds American Inc
RAI
|
+$3.74M |
| 5 |
East-West Bancorp
EWBC
|
+$3.54M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
TIF
Tiffany & Co.
TIF
|
+$5.18M |
| 2 |
Targa Resources
TRGP
|
+$4.29M |
| 3 |
American Express
AXP
|
+$4.05M |
| 4 |
Becton Dickinson
BDX
|
+$3.92M |
| 5 |
H&R Block
HRB
|
+$3.91M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 14.39% |
| 2 | Healthcare | 14.15% |
| 3 | Industrials | 13.66% |
| 4 | Financials | 13.66% |
| 5 | Consumer Discretionary | 12.41% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
226
Patterson-UTI
PTEN
$4.93B
| $1.36M | 0.15% |
+72,254
| New | +$1.5M |
|
227
CBRE Group
CBRE
$40.4B
| $1.35M | 0.15% |
36,400
+30,900
| +562% | +$1.17M |
|
228
Hartford Financial Services
HIG
$37B
| $1.35M | 0.15% |
32,400
-34,177
| -51% | -$1.43M |
|
|
GNC
229
DELISTED
GNC Holdings, Inc.
GNC
| $1.33M | 0.15% |
29,900
-8,000
| -21% | -$364K |
|
230
Reinsurance Group of America
RGA
$16B
| $1.33M | 0.15% |
14,000
+9,655
| +222% | +$908K |
|
231
Cummins
CMI
$76.4B
| $1.32M | 0.15% |
+10,100
| New | +$1.39M |
|
|
IDTI
232
DELISTED
Integrated Device Technology I
IDTI
| $1.32M | 0.15% |
+61,100
| New | +$1.32M |
|
|
SALE
233
DELISTED
RetailMeNot, Inc. Series 1
SALE
| $1.32M | 0.15% |
+74,300
| New | +$1.43M |
|
234
NextEra Energy
NEE
$172B
| $1.32M | 0.15% |
+54,000
| New | +$1.37M |
|
235
Chubb
CB
$130B
| $1.32M | 0.15% |
+13,000
| New | +$1.4M |
|
236
Deluxe
DLX
$1.08B
| $1.32M | 0.15% |
+21,300
| New | +$1.4M |
|
237
TechnipFMC
FTI
$30.5B
| $1.3M | 0.15% |
+42,055
| New | +$1.29M |
|
238
Synaptics
SYNA
$3.67B
| $1.3M | 0.15% |
+14,961
| New | +$1.37M |
|
239
Arthur J. Gallagher & Co
AJG
$62.6B
| $1.3M | 0.15% |
27,400
-5,000
| -15% | -$241K |
|
|
FRAN
240
DELISTED
Francesca's Holdings Corporation
FRAN
| $1.29M | 0.15% |
+8,001
| New | +$1.54M |
|
241
Crane NXT
CXT
$2.92B
| $1.29M | 0.15% |
63,338
+10,776
| +21% | +$230K |
|
|
SGY
242
DELISTED
Stone Energy
SGY
| $1.29M | 0.15% |
+1,807
| New | +$1.54M |
|
|
DMND
243
DELISTED
DIAMOND FOODS, INC.
DMND
| $1.29M | 0.14% |
41,100
-7,500
| -15% | -$228K |
|
244
Dave & Buster's
PLAY
$285M
| $1.29M | 0.14% |
+35,700
| New | +$1.2M |
|
|
DYN
245
DELISTED
Dynegy, Inc.
DYN
| $1.29M | 0.14% |
+44,000
| New | +$1.43M |
|
246
Idexx Laboratories
IDXX
$40.6B
| $1.28M | 0.14% |
+19,979
| New | +$1.38M |
|
|
ICPT
247
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
| $1.28M | 0.14% |
+5,300
| New | +$1.41M |
|
|
JNPR
248
DELISTED
Juniper Networks
JNPR
| $1.27M | 0.14% |
+49,100
| New | +$1.29M |
|
|
VA
249
DELISTED
Virgin America Inc.
VA
| $1.27M | 0.14% |
+46,400
| New | +$1.34M |
|
250
Oneok
OKE
$60.4B
| $1.27M | 0.14% |
+32,100
| New | +$1.42M |
|
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Trexquant Investment's Q2 2015 Portfolio in Review
As of Q2 2015, Trexquant Investment held 1,466 positions worth $891M, down 9.1% from $980M the previous quarter. Its ten largest holdings account for 4.5% of the portfolio.
Trexquant Investment withdrew a net $63.1M in Q2 2015, closing 519 positions and reducing 238 holdings. Its most notable exit was Tiffany & Co., an estimated $5.18M position sold in full.
By sector, the portfolio is most concentrated in Technology at 14% of assets, down from 15% a quarter earlier, followed by Healthcare and Industrials.
Against the trend, Trexquant Investment opened a new position in Lowe's Companies worth $4.33M.
- Trexquant Investment's largest Q2 2015 buy was Lowe's Companies: 64,600 shares worth $4.33M.
- Trexquant Investment added most to Bank of New York Mellon in Q2 2015, an estimated $3.92M increase.
- Trexquant Investment's biggest Q2 2015 reduction was Becton Dickinson, cutting an estimated $3.92M.
- Trexquant Investment fully exited Tiffany & Co. in Q2 2015, selling an estimated $5.18M.
- Trexquant Investment's ten largest holdings make up 4.5% of its $891M portfolio in Q2 2015.
- Trexquant Investment opened 508 new positions and closed 519 in Q2 2015.
- Trexquant Investment's portfolio value fell 9.1% quarter-over-quarter to $891M.
Based on Trexquant Investment's 13F filing for Q2 2015, filed 12 Aug 2015.