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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 | |
|---|---|---|---|---|---|---|
|
TESO
826
DELISTED
Tesco Corp
TESO
| $287K | 0.03% |
+26,400
| New | +$317K |
|
827
Manulife Financial
MFC
$73.9B
| $286K | 0.03% |
+15,400
| New | +$286K |
|
|
SFS
828
DELISTED
Smart & Final Stores, Inc.
SFS
| $285K | 0.03% |
+15,988
| New | +$284K |
|
|
TIME
829
DELISTED
Time Inc.
TIME
| $285K | 0.03% |
12,400
-45,926
| -79% | -$1.05M |
|
|
DVAX
830
DELISTED
Dynavax Technologies
DVAX
| $283K | 0.03% |
+12,100
| New | +$264K |
|
831
Emergent Biosolutions
EBS
$369M
| $283K | 0.03% |
8,600
-23,600
| -73% | -$732K |
|
832
Universal Health Services
UHS
$10.2B
| $283K | 0.03% |
+2,000
| New | +$250K |
|
|
EPZM
833
DELISTED
Epizyme, Inc
EPZM
| $283K | 0.03% |
11,800
-45,324
| -79% | -$872K |
|
|
SAAS
834
DELISTED
inContact, Inc.
SAAS
| $281K | 0.03% |
28,500
-48,543
| -63% | -$497K |
|
|
DPLO
835
DELISTED
DIPLOMAT PHARMACY, INC.
DPLO
| $280K | 0.03% |
+6,300
| New | +$237K |
|
836
Delek US
DK
$4.14B
| $279K | 0.03% |
7,600
-35,200
| -82% | -$1.32M |
|
837
Erie Indemnity
ERIE
$12.6B
| $279K | 0.03% |
+3,400
| New | +$281K |
|
838
Puma Biotechnology
PBYI
$402M
| $279K | 0.03% |
+2,400
| New | +$435K |
|
839
Graco
GGG
$12.8B
| $277K | 0.03% |
11,700
-32,700
| -74% | -$789K |
|
|
ASRT
840
DELISTED
Assertio
ASRT
| $276K | 0.03% |
+215
| New | +$295K |
|
841
Interface
TILE
$1.99B
| $275K | 0.03% |
+11,000
| New | +$244K |
|
842
Benchmark Electronics
BHE
$2.87B
| $274K | 0.03% |
+12,600
| New | +$298K |
|
843
Central Pacific Financial
CPF
$1.02B
| $273K | 0.03% |
+11,500
| New | +$268K |
|
844
FreightCar America
RAIL
$263M
| $273K | 0.03% |
13,100
-300
| -2% | -$7.63K |
|
845
FirstCash
FCFS
$8.88B
| $272K | 0.03% |
+5,969
| New | +$284K |
|
|
CSH
846
DELISTED
CASH AMERICA INTERNATIONAL INC
CSH
| $267K | 0.03% |
+10,200
| New | +$271K |
|
847
Tronox
TROX
$928M
| $266K | 0.03% |
18,200
-37,100
| -67% | -$699K |
|
848
Kimberly-Clark
KMB
$36.2B
| $264K | 0.03% |
2,500
-8,400
| -77% | -$915K |
|
|
XEC
849
DELISTED
CIMAREX ENERGY CO
XEC
| $264K | 0.03% |
+2,400
| New | +$287K |
|
850
Weibo
WB
$2B
| $263K | 0.03% |
+15,400
| New | +$259K |
|
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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.