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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 | |
|---|---|---|---|---|---|---|
501
Cogent Communications
CCOI
$663M
| $673K | 0.08% |
+19,900
| New | +$667K |
|
502
Clearwater Paper
CLW
$341M
| $670K | 0.08% |
11,700
+5,136
| +78% | +$317K |
|
|
FNHC
503
DELISTED
FedNat Holding Company Common Stock
FNHC
| $670K | 0.08% |
27,704
+10,104
| +57% | +$274K |
|
|
BIN
504
DELISTED
PROGRESSIVE WASTE SOLUTIONS LTD COM
BIN
| $670K | 0.08% |
+24,960
| New | +$710K |
|
505
Wabtec
WAB
$49.4B
| $669K | 0.08% |
+7,100
| New | +$697K |
|
|
KND
506
DELISTED
Kindred Healthcare
KND
| $667K | 0.07% |
32,900
-52,209
| -61% | -$1.2M |
|
507
CSX Corp
CSX
$93B
| $666K | 0.07% |
+61,200
| New | +$709K |
|
|
SIGM
508
DELISTED
Sigma Designs Inc
SIGM
| $664K | 0.07% |
+55,700
| New | +$511K |
|
509
Galicia Financial Group
GGAL
$8.29B
| $663K | 0.07% |
35,300
+400
| +1% | +$8.63K |
|
|
RSPP
510
DELISTED
RSP Permian, Inc.
RSPP
| $654K | 0.07% |
+23,300
| New | +$663K |
|
511
Acadia Healthcare
ACHC
$2.62B
| $650K | 0.07% |
8,300
-4,300
| -34% | -$310K |
|
|
MAGN
512
Magnera Corp
MAGN
$475M
| $648K | 0.07% |
2,269
-216
| -9% | -$68.4K |
|
|
VR
513
DELISTED
Validus Hold Ltd
VR
| $646K | 0.07% |
+14,700
| New | +$631K |
|
514
ANI Pharmaceuticals
ANIP
$1.83B
| $645K | 0.07% |
10,400
+1,600
| +18% | +$95.2K |
|
515
Cracker Barrel
CBRL
$1.28B
| $641K | 0.07% |
+4,300
| New | +$612K |
|
|
RALY
516
DELISTED
RALLY SOFTWARE DEV CORP
RALY
| $637K | 0.07% |
+32,768
| New | +$541K |
|
517
BWX Technologies
BWXT
$15.2B
| $636K | 0.07% |
27,121
-41,749
| -61% | -$980K |
|
|
KTWO
518
DELISTED
K2M Group Holdings, Inc
KTWO
| $636K | 0.07% |
26,500
+15,000
| +130% | +$358K |
|
519
NetApp
NTAP
$34.1B
| $635K | 0.07% |
20,124
-64,499
| -76% | -$2.24M |
|
|
ILG
520
DELISTED
ILG, Inc Common Stock
ILG
| $635K | 0.07% |
+27,800
| New | +$703K |
|
521
Axos Financial
AX
$5.6B
| $634K | 0.07% |
+24,000
| New | +$571K |
|
522
Flex
FLEX
$41B
| $633K | 0.07% |
74,312
-72,864
| -50% | -$671K |
|
523
Bio-Rad Laboratories Class A
BIO
$8.74B
| $632K | 0.07% |
4,200
-3,300
| -44% | -$472K |
|
|
SBNY
524
DELISTED
Signature Bank
SBNY
| $629K | 0.07% |
+4,300
| New | +$597K |
|
525
Allison Transmission
ALSN
$9.57B
| $623K | 0.07% |
21,300
+1,300
| +7% | +$40.4K |
|
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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.