We are live on
!
Find out more
TI
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 | |
|---|---|---|---|---|---|---|
|
TNGO
651
DELISTED
Tangoe, Inc.
TNGO
| $465K | 0.05% |
37,000
+3,400
| +10% | +$45.7K |
|
652
Employers Holdings
EIG
$881M
| $464K | 0.05% |
+20,400
| New | +$499K |
|
653
Magnite
MGNI
$3.38B
| $464K | 0.05% |
31,042
-28,458
| -48% | -$490K |
|
|
AIRM
654
DELISTED
Air Methods Corp
AIRM
| $463K | 0.05% |
11,200
-66,000
| -85% | -$2.89M |
|
655
Allegiant Air
ALGT
$2.09B
| $462K | 0.05% |
2,600
-1,992
| -43% | -$331K |
|
|
CUB
656
DELISTED
Cubic Corporation
CUB
| $461K | 0.05% |
9,700
+4,700
| +94% | +$231K |
|
657
Carnival Corporation Ltd
CCL
$31.1B
| $459K | 0.05% |
+9,300
| New | +$439K |
|
|
AFFX
658
DELISTED
Affymetrix Inc
AFFX
| $459K | 0.05% |
+42,100
| New | +$510K |
|
659
Interparfums
IPAR
$3.57B
| $458K | 0.05% |
+13,500
| New | +$447K |
|
660
Tyson Foods
TSN
$18.2B
| $456K | 0.05% |
+10,700
| New | +$439K |
|
661
CNX Resources
CNX
$5.44B
| $454K | 0.05% |
+25,080
| New | +$600K |
|
662
Precigen
PGEN
$2.43B
| $453K | 0.05% |
+9,384
| New | +$395K |
|
|
PE
663
DELISTED
PARSLEY ENERGY INC
PE
| $451K | 0.05% |
25,900
-63,200
| -71% | -$1.1M |
|
664
Radian Group
RDN
$4.81B
| $450K | 0.05% |
24,000
-41,942
| -64% | -$754K |
|
|
NPKI
665
NPK International
NPKI
$1.15B
| $450K | 0.05% |
55,400
-27,978
| -34% | -$259K |
|
666
Cohen & Steers
CNS
$3.97B
| $449K | 0.05% |
+13,200
| New | +$498K |
|
|
WAIR
667
DELISTED
WESCO Aircraft Holdings Inc.
WAIR
| $446K | 0.05% |
+29,500
| New | +$459K |
|
|
DENN
668
DELISTED
Denny's
DENN
| $445K | 0.05% |
38,408
-35,292
| -48% | -$394K |
|
|
IQNT
669
DELISTED
Inteliquent, Inc.
IQNT
| $445K | 0.05% |
+24,200
| New | +$435K |
|
670
E.W. Scripps
SSP
$290M
| $441K | 0.05% |
+19,322
| New | +$454K |
|
671
Vitamin Cottage Natural Grocers
NGVC
$631M
| $438K | 0.05% |
+17,800
| New | +$456K |
|
672
Sonic Automotive
SAH
$2.41B
| $438K | 0.05% |
18,400
-900
| -5% | -$21.7K |
|
673
ASE Group
ASX
$107B
| $437K | 0.05% |
66,230
-89,270
| -57% | -$622K |
|
674
Bath & Body Works
BBWI
$3.57B
| $437K | 0.05% |
6,309
-28,698
| -82% | -$2.06M |
|
675
BorgWarner
BWA
$13.3B
| $437K | 0.05% |
8,747
-4,431
| -34% | -$236K |
|
Similar funds
AT
FCAS
RFC
EH
VRS
OAC
WA
DCM
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.