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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 | |
|---|---|---|---|---|---|---|
601
NOV
NOV
$6.9B
| $526K | 0.06% |
+10,900
| New | +$560K |
|
602
MSCI
MSCI
$41.8B
| $525K | 0.06% |
+8,541
| New | +$530K |
|
603
Scholastic
SCHL
$779M
| $520K | 0.06% |
+11,800
| New | +$507K |
|
|
FLIR
604
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
| $520K | 0.06% |
16,900
-52,100
| -76% | -$1.62M |
|
605
Albemarle
ALB
$13.8B
| $519K | 0.06% |
+9,400
| New | +$561K |
|
606
TG Therapeutics
TGTX
$8.07B
| $519K | 0.06% |
+31,300
| New | +$496K |
|
607
Carpenter Technology
CRS
$25.9B
| $518K | 0.06% |
13,400
-35,825
| -73% | -$1.5M |
|
608
Ameris Bancorp
ABCB
$5.86B
| $515K | 0.06% |
20,400
+800
| +4% | +$20.5K |
|
|
XLRN
609
DELISTED
Acceleron Pharma
XLRN
| $515K | 0.06% |
+16,295
| New | +$526K |
|
|
PVTB
610
DELISTED
PrivateBancorp Inc
PVTB
| $513K | 0.06% |
+12,900
| New | +$493K |
|
611
SiriusPoint
SPNT
$2.74B
| $511K | 0.06% |
34,700
-1,100
| -3% | -$15.9K |
|
|
HDP
612
DELISTED
Hortonworks, Inc.
HDP
| $511K | 0.06% |
+20,200
| New | +$485K |
|
|
TSL
613
DELISTED
Trina Solar Limited
TSL
| $509K | 0.06% |
43,800
-39,100
| -47% | -$484K |
|
614
AngloGold Ashanti
AU
$37.6B
| $508K | 0.06% |
+56,777
| New | +$576K |
|
|
RDUS
615
DELISTED
Radius Recycling
RDUS
| $508K | 0.06% |
29,100
-24,200
| -45% | -$425K |
|
|
SIX
616
DELISTED
Six Flags Entertainment Corp.
SIX
| $506K | 0.06% |
11,300
-23,800
| -68% | -$1.14M |
|
617
Agilent Technologies
A
$38.8B
| $505K | 0.06% |
+13,100
| New | +$544K |
|
618
Columbia Banking Systems
COLB
$8.8B
| $504K | 0.06% |
15,519
+1,928
| +14% | +$58.8K |
|
|
CNSL
619
DELISTED
Consolidated Communications Holdings, Inc.
CNSL
| $504K | 0.06% |
24,000
-700
| -3% | -$14.6K |
|
620
Dr. Reddy's Laboratories
RDY
$9.84B
| $503K | 0.06% |
45,500
+8,000
| +21% | +$88.3K |
|
|
FTR
621
DELISTED
Frontier Communications Corp.
FTR
| $501K | 0.06% |
+6,760
| New | +$603K |
|
622
UnitedHealth
UNH
$381B
| $500K | 0.06% |
+4,100
| New | +$485K |
|
623
Shutterstock
SSTK
$201M
| $498K | 0.06% |
+8,500
| New | +$556K |
|
|
SRNE
624
DELISTED
Sorrento Therapeutics, Inc.
SRNE
| $498K | 0.06% |
+28,300
| New | +$364K |
|
625
Keurig Dr Pepper
KDP
$42.4B
| $495K | 0.06% |
+6,800
| New | +$519K |
|
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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.