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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 | |
|---|---|---|---|---|---|---|
676
ICICI Bank
IBN
$108B
| $437K | 0.05% |
46,221
+31,268
| +209% | +$294K |
|
677
Dana Inc
DAN
$2.86B
| $434K | 0.05% |
+21,100
| New | +$456K |
|
|
PSG
678
DELISTED
Performance Sports Group Ltd.
PSG
| $434K | 0.05% |
+24,140
| New | +$479K |
|
|
ELNK
679
DELISTED
EarthLink Holdings Corp.
ELNK
| $433K | 0.05% |
+57,900
| New | +$351K |
|
680
Expro Ltd
XPRO
$1.75B
| $431K | 0.05% |
3,817
-4,802
| -56% | -$571K |
|
|
MASI
681
DELISTED
Masimo
MASI
| $430K | 0.05% |
+11,100
| New | +$398K |
|
|
BEL
682
DELISTED
Belmond Ltd.
BEL
| $430K | 0.05% |
+34,442
| New | +$436K |
|
|
TYPE
683
DELISTED
Monotype Imaging Holdings Inc.
TYPE
| $429K | 0.05% |
17,800
+10,700
| +151% | +$301K |
|
|
SSRI
684
DELISTED
Silver Standard Resources
SSRI
| $428K | 0.05% |
68,200
-176,968
| -72% | -$1.05M |
|
685
Hasbro
HAS
$13.3B
| $426K | 0.05% |
+5,700
| New | +$406K |
|
686
Progress Software
PRGS
$1.64B
| $426K | 0.05% |
+15,500
| New | +$413K |
|
687
QuidelOrtho
QDEL
$1.11B
| $426K | 0.05% |
+18,600
| New | +$433K |
|
|
VIAB
688
DELISTED
Viacom Inc. Class B
VIAB
| $426K | 0.05% |
6,600
+3,300
| +100% | +$224K |
|
|
MSCC
689
DELISTED
Microsemi Corp
MSCC
| $426K | 0.05% |
12,200
-19,728
| -62% | -$693K |
|
|
JIVE
690
DELISTED
Jive Software, Inc.
JIVE
| $426K | 0.05% |
81,200
+100
| +0.1% | +$555 |
|
691
Acco Brands
ACCO
$391M
| $425K | 0.05% |
54,700
-97,953
| -64% | -$770K |
|
692
Diodes
DIOD
$3.79B
| $424K | 0.05% |
+17,600
| New | +$468K |
|
693
Darling Ingredients
DAR
$9.63B
| $422K | 0.05% |
28,802
-10,598
| -27% | -$156K |
|
694
Thomson Reuters
TRI
$43B
| $422K | 0.05% |
+9,565
| New | +$448K |
|
|
SYNT
695
DELISTED
Syntel Inc
SYNT
| $422K | 0.05% |
+8,900
| New | +$425K |
|
|
Y
696
DELISTED
Alleghany Corp
Y
| $421K | 0.05% |
+900
| New | +$433K |
|
697
NetEase
NTES
$85B
| $420K | 0.05% |
14,500
+4,040
| +39% | +$108K |
|
698
PACCAR
PCAR
$70.1B
| $420K | 0.05% |
+9,900
| New | +$427K |
|
699
PepsiCo
PEP
$191B
| $420K | 0.05% |
+4,500
| New | +$430K |
|
700
Mondelez International
MDLZ
$79.5B
| $419K | 0.05% |
10,200
-27,100
| -73% | -$1.06M |
|
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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.