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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
-0.39%
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
$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 | Industrials | 13.49% |
| 2 | Healthcare | 13.37% |
| 3 | Technology | 12.91% |
| 4 | Financials | 12.85% |
| 5 | Consumer Discretionary | 11.7% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
451
Hershey
HSY
$35.9B
| $755K | 0.08% |
8,500
+4,500
| +113% | +$424K |
|
452
Skywest
SKYW
$4.29B
| $752K | 0.08% |
+50,000
| New | +$746K |
|
453
Telus
TU
$16.8B
| $750K | 0.08% |
43,600
-4,848
| -10% | -$83.2K |
|
|
FCE.A
454
DELISTED
Forest City Realty Trust, Inc.
FCE.A
| $749K | 0.08% |
33,900
+7,818
| +30% | +$185K |
|
|
TEN
455
Tsakos Energy Navigation Ltd
TEN
$1.2B
| $745K | 0.08% |
15,652
+1,232
| +9% | +$57.9K |
|
456
Brunswick
BC
$5.18B
| $742K | 0.08% |
14,600
-30,780
| -68% | -$1.61M |
|
457
BioMarin Pharmaceuticals
BMRN
$11.7B
| $738K | 0.08% |
5,400
-14,682
| -73% | -$1.82M |
|
458
Minerals Technologies
MTX
$2.25B
| $737K | 0.08% |
+10,830
| New | +$752K |
|
|
MEG
459
DELISTED
Media General, Inc
MEG
| $736K | 0.08% |
+44,600
| New | +$741K |
|
|
CNR
460
DELISTED
Cornerstone Building Brands, Inc.
CNR
| $735K | 0.08% |
+48,800
| New | +$767K |
|
461
CVS Health
CVS
$134B
| $734K | 0.08% |
7,000
-11,900
| -63% | -$1.22M |
|
462
First Horizon
FHN
$12.1B
| $733K | 0.08% |
+46,800
| New | +$691K |
|
463
World Kinect Corp
WKC
$2.03B
| $733K | 0.08% |
+15,300
| New | +$801K |
|
464
Metallus
MTUS
$826M
| $728K | 0.08% |
+27,000
| New | +$797K |
|
465
Build-A-Bear
BBW
$442M
| $727K | 0.08% |
+45,500
| New | +$806K |
|
|
TPH
466
DELISTED
Tri Pointe Homes
TPH
| $726K | 0.08% |
47,490
-42,560
| -47% | -$633K |
|
467
Gray Television
GTN
$417M
| $722K | 0.08% |
46,100
-109,127
| -70% | -$1.6M |
|
468
JB Hunt Transport Services
JBHT
$25.3B
| $722K | 0.08% |
8,800
+500
| +6% | +$43.5K |
|
469
Southwest Airlines
LUV
$22.3B
| $718K | 0.08% |
+21,700
| New | +$849K |
|
470
Howard Hughes
HHH
$3.87B
| $717K | 0.08% |
+5,245
| New | +$746K |
|
471
ON Semiconductor
ON
$32.6B
| $715K | 0.08% |
61,227
-184,093
| -75% | -$2.26M |
|
|
ECHO
472
DELISTED
Echo Global Logistics, Inc.
ECHO
| $715K | 0.08% |
+21,900
| New | +$665K |
|
|
KATE
473
DELISTED
Kate Spade & Company
KATE
| $713K | 0.08% |
+33,109
| New | +$958K |
|
|
CMCSK
474
DELISTED
COMCAST CORP SPL A (NEW)
CMCSK
| $713K | 0.08% |
+11,900
| New | +$713K |
|
|
EV
475
DELISTED
Eaton Vance Corp.
EV
| $712K | 0.08% |
+18,200
| New | +$750K |
|
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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 Industrials at 13% of assets, up from 13% a quarter earlier, followed by Healthcare and Technology.
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.