We are live on
!
Find out more
TI
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 | |
|---|---|---|---|---|---|---|
926
AES
AES
$10.5B
| $182K | 0.02% |
13,800
-56,959
| -80% | -$764K |
|
927
Novavax
NVAX
$1.2B
| $176K | 0.02% |
790
-8,864
| -92% | -$1.56M |
|
928
Mercer International
MERC
$39.5M
| $175K | 0.02% |
+12,800
| New | +$184K |
|
929
Rayonier Advanced Materials
RYAM
$593M
| $175K | 0.02% |
+10,800
| New | +$178K |
|
|
TUES
930
DELISTED
Tuesday Morning Corp
TUES
| $175K | 0.02% |
15,600
-14,300
| -48% | -$208K |
|
931
Crocs
CROX
$6.21B
| $173K | 0.02% |
+11,824
| New | +$167K |
|
|
GCAP
932
DELISTED
Gain Capital Holdings, Inc.
GCAP
| $172K | 0.02% |
18,053
+753
| +4% | +$7.38K |
|
|
EJ
933
DELISTED
E HOUSE (CHINA) HOLDINGS LIMITED
EJ
| $172K | 0.02% |
25,700
-183,700
| -88% | -$1.18M |
|
|
TVTY
934
DELISTED
Tivity Health, Inc. Common Stock
TVTY
| $171K | 0.02% |
14,300
-35,826
| -71% | -$595K |
|
935
Jakks Pacific
JAKK
$297M
| $170K | 0.02% |
+1,720
| New | +$132K |
|
|
NPBC
936
DELISTED
NATL PENN BANCSHARES INC
NPBC
| $155K | 0.02% |
+13,800
| New | +$150K |
|
|
EPE
937
DELISTED
EP Energy Corporation
EPE
| $150K | 0.02% |
11,799
-30,801
| -72% | -$409K |
|
938
Alcoa
AA
$11.8B
| $145K | 0.02% |
+5,420
| New | +$168K |
|
|
EVRI
939
DELISTED
Everi Holdings
EVRI
| $143K | 0.02% |
18,486
-60,714
| -77% | -$475K |
|
|
STKL
940
DELISTED
SunOpta
STKL
| $139K | 0.02% |
+13,000
| New | +$137K |
|
|
SSNI
941
DELISTED
Silver Spring Networks, Inc.
SSNI
| $130K | 0.01% |
+10,504
| New | +$123K |
|
|
XCRA
942
DELISTED
Xcerra Corporation
XCRA
| $121K | 0.01% |
16,100
-62,000
| -79% | -$556K |
|
943
Verastem
VSTM
$496M
| $113K | 0.01% |
+1,250
| New | +$132K |
|
944
Sabesp
SBS
$19.3B
| $89K | 0.01% |
+89,847
| New | +$101K |
|
945
A10 Networks
ATEN
$2.17B
| $77K | 0.01% |
+12,019
| New | +$67.2K |
|
|
CLD
946
DELISTED
Cloud Peak Energy Inc
CLD
| $74K | 0.01% |
16,000
-236,260
| -94% | -$1.37M |
|
|
MOBL
947
DELISTED
MobileIron, Inc.
MOBL
| $71K | 0.01% |
+12,135
| New | +$84.4K |
|
948
Applied Optoelectronics
AAOI
$7.58B
| – | – |
-10,700
| Closed | -$148K |
|
949
Advance Auto Parts
AAP
$3.38B
| – | – |
-10,700
| Closed | -$1.6M |
|
950
Adeia
ADEA
$2.88B
| – | – |
-182,861
| Closed | -$1.95M |
|
Similar funds
SAM
CM
X
WHG
PSCM
BIP
SA
FGP
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.