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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 | |
|---|---|---|---|---|---|---|
1026
Danaher
DHR
$138B
| – | – |
-35,708
| Closed | -$2.04M |
|
1027
DHI Group
DHX
$176M
| – | – |
-56,500
| Closed | -$503K |
|
1028
Dine Brands
DIN
$457M
| – | – |
-7,900
| Closed | -$845K |
|
1029
HF Sinclair
DINO
$16.7B
| – | – |
-83,691
| Closed | -$3.37M |
|
1030
Walt Disney
DIS
$167B
| – | – |
-10,600
| Closed | -$1.11M |
|
1031
Domino's
DPZ
$11.7B
| – | – |
-8,200
| Closed | -$824K |
|
1032
DexCom
DXCM
$28.8B
| – | – |
-66,400
| Closed | -$1.03M |
|
1033
Dycom Industries
DY
$12.5B
| – | – |
-9,649
| Closed | -$471K |
|
1034
eBay
EBAY
$50.4B
| – | – |
-12,830
| Closed | -$310K |
|
1035
Encore Capital Group
ECPG
$2.02B
| – | – |
-10,674
| Closed | -$443K |
|
1036
Euronet Worldwide
EEFT
$2.92B
| – | – |
-21,200
| Closed | -$1.25M |
|
1037
Equifax
EFX
$20.7B
| – | – |
-8,400
| Closed | -$781K |
|
1038
8x8 Inc
EGHT
$262M
| – | – |
-29,502
| Closed | -$247K |
|
1039
Edison International
EIX
$30.3B
| – | – |
-9,500
| Closed | -$593K |
|
1040
Estee Lauder
EL
$30.7B
| – | – |
-7,900
| Closed | -$656K |
|
|
ELP
1041
DELISTED
Companhia Paranaense de Energia (COPEL)
ELP
| – | – |
-217,250
| Closed | -$910K |
|
1042
Emcor
EME
$35.4B
| – | – |
-18,000
| Closed | -$836K |
|
1043
Enovis
ENOV
$1.69B
| – | – |
-3,841
| Closed | -$315K |
|
1044
Enphase Energy
ENPH
$4.94B
| – | – |
-38,900
| Closed | -$513K |
|
1045
EnerSys
ENS
$6.74B
| – | – |
-5,600
| Closed | -$359K |
|
1046
The Ensign Group
ENSG
$10.4B
| – | – |
-45,326
| Closed | -$993K |
|
1047
EPAM Systems
EPAM
$5.42B
| – | – |
-25,500
| Closed | -$1.56M |
|
|
EMBJ
1048
Embraer S.A. ADS
EMBJ
$12.1B
| – | – |
-13,701
| Closed | -$421K |
|
1049
Eversource Energy
ES
$27.8B
| – | – |
-16,700
| Closed | -$843K |
|
|
ESGR
1050
DELISTED
Enstar Group
ESGR
| – | – |
-2,600
| 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.