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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 | |
|---|---|---|---|---|---|---|
976
Grupo Aval
AVAL
$6.1B
| – | – |
-35,091
| Closed | -$314K |
|
977
Armstrong World Industries
AWI
$7.36B
| – | – |
-30,700
| Closed | -$1.76M |
|
|
978
American Express
AXP
$228B
| – | – |
-51,900
| Closed | -$4.05M |
|
979
Bank of America
BAC
$434B
| – | – |
-42,900
| Closed | -$660K |
|
980
Ball Corp
BALL
$17.2B
| – | – |
-7,600
| Closed | -$267K |
|
981
Credicorp
BAP
$32.1B
| – | – |
-16,200
| Closed | -$2.28M |
|
982
Baxter International
BAX
$13.8B
| – | – |
-47,866
| Closed | -$1.78M |
|
983
Banco Bradesco
BBD
$38.2B
| – | – |
-244,835
| Closed | -$1.07M |
|
984
Banco Bilbao Vizcaya Argentaria
BBVA
$152B
| – | – |
-135,494
| Closed | -$1.29M |
|
985
Banco de Chile
BCH
$21.2B
| – | – |
-13,166
| Closed | -$268K |
|
986
Barclays
BCS
$92B
| – | – |
-37,433
| Closed | -$507K |
|
987
Belden
BDC
$4.66B
| – | – |
-7,007
| Closed | -$655K |
|
988
Brown-Forman Class B
BF.B
$13.2B
| – | – |
-39,688
| Closed | -$1.15M |
|
989
Bausch Health
BHC
$2.39B
| – | – |
-4,700
| Closed | -$933K |
|
990
BJ's Restaurants
BJRI
$1.47B
| – | – |
-14,854
| Closed | -$749K |
|
991
Bristol-Myers Squibb
BMY
$131B
| – | – |
-41,300
| Closed | -$2.66M |
|
992
Bank of Hawaii
BOH
$3.15B
| – | – |
-3,400
| Closed | -$208K |
|
993
Bruker
BRKR
$9.76B
| – | – |
-21,682
| Closed | -$400K |
|
994
Banco Santander Chile
BSAC
$16.3B
| – | – |
-103,600
| Closed | -$2.25M |
|
995
Compañía de Minas Buenaventura
BVN
$7.76B
| – | – |
-159,993
| Closed | -$1.62M |
|
996
Citigroup
C
$224B
| – | – |
-17,500
| Closed | -$901K |
|
997
Cheesecake Factory
CAKE
$5.02B
| – | – |
-30,400
| Closed | -$1.5M |
|
998
Caleres
CAL
$425M
| – | – |
-29,808
| Closed | -$977K |
|
999
Calix
CALX
$2.23B
| – | – |
-69,700
| Closed | -$584K |
|
1000
Cato Corp
CATO
$67.3M
| – | – |
-19,900
| Closed | -$788K |
|
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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.