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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 | |
|---|---|---|---|---|---|---|
951
Autodesk
ADSK
$49.2B
| – | – |
-29,200
| Closed | -$1.71M |
|
952
Adtran
ADTN
$688M
| – | – |
-134,880
| Closed | -$2.52M |
|
|
ADVM
953
DELISTED
Adverum Biotechnologies
ADVM
| – | – |
-2,600
| Closed | -$1.05M |
|
954
American Eagle Outfitters
AEO
$2.86B
| – | – |
-121,900
| Closed | -$2.08M |
|
955
Assured Guaranty
AGO
$3.69B
| – | – |
-34,713
| Closed | -$916K |
|
956
American International
AIG
$41.8B
| – | – |
-32,500
| Closed | -$1.78M |
|
957
Applied Industrial Technologies
AIT
$12.7B
| – | – |
-11,600
| Closed | -$525K |
|
|
ALE
958
DELISTED
Allete
ALE
| – | – |
-9,879
| Closed | -$521K |
|
|
ALEX
959
DELISTED
Alexander & Baldwin
ALEX
| – | – |
-21,700
| Closed | -$937K |
|
960
Align Technology
ALGN
$12.1B
| – | – |
-7,800
| Closed | -$419K |
|
961
AMC Global Media
AMCX
$488M
| – | – |
-11,030
| Closed | -$845K |
|
|
AMWD
962
DELISTED
American Woodmark
AMWD
| – | – |
-11,800
| Closed | -$645K |
|
963
America Movil
AMX
$76.4B
| – | – |
-31,500
| Closed | -$644K |
|
964
Abercrombie & Fitch
ANF
$4.44B
| – | – |
-39,887
| Closed | -$879K |
|
965
AngioDynamics
ANGO
$609M
| – | – |
-29,800
| Closed | -$530K |
|
966
Aon
AON
$77B
| – | – |
-8,200
| Closed | -$788K |
|
967
A.O. Smith
AOS
$8.29B
| – | – |
-50,444
| Closed | -$1.66M |
|
968
Amphenol
APH
$198B
| – | – |
-16,000
| Closed | -$235K |
|
969
Antero Resources
AR
$11B
| – | – |
-33,514
| Closed | -$1.18M |
|
970
Ares Capital
ARCC
$13.4B
| – | – |
-49,094
| Closed | -$842K |
|
971
Archrock
AROC
$6.28B
| – | – |
-31,337
| Closed | -$1.05M |
|
|
CVSA
972
Covista Inc
CVSA
$4.25B
| – | – |
-52,700
| Closed | -$1.76M |
|
973
Autohome
ATHM
$2.65B
| – | – |
-13,667
| Closed | -$600K |
|
974
AptarGroup
ATR
$8.49B
| – | – |
-13,600
| Closed | -$863K |
|
975
AtriCure
ATRC
$1.92B
| – | – |
-17,962
| Closed | -$368K |
|
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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.