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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 | |
|---|---|---|---|---|---|---|
1201
Raymond James Financial
RJF
$33.6B
| – | – |
-29,550
| Closed | -$1.12M |
|
1202
RenaissanceRe
RNR
$13.2B
| – | – |
-2,898
| Closed | -$289K |
|
1203
Rollins
ROL
$18.5B
| – | – |
-82,350
| Closed | -$905K |
|
1204
RPM International
RPM
$13.8B
| – | – |
-62,000
| Closed | -$2.98M |
|
1205
Republic Services
RSG
$65B
| – | – |
-11,400
| Closed | -$462K |
|
1206
Ryanair
RYAAY
$31.2B
| – | – |
-20,962
| Closed | -$574K |
|
|
SAGE
1207
DELISTED
Sage Therapeutics
SAGE
| – | – |
-25,815
| Closed | -$1.3M |
|
1208
Saic
SAIC
$4.89B
| – | – |
-26,910
| Closed | -$1.38M |
|
1209
Boston Beer
SAM
$1.93B
| – | – |
-9,300
| Closed | -$2.49M |
|
|
SCHW
1210
Charles Schwab
SCHW
$181B
| – | – |
-106,600
| Closed | -$3.24M |
|
|
SF
1211
Stifel
SF
$12.5B
| – | – |
-25,875
| Closed | -$641K |
|
1212
Sprouts Farmers Market
SFM
$8.17B
| – | – |
-44,600
| Closed | -$1.57M |
|
|
SGMO
1213
DELISTED
SANGAMO THERAPEUTICS INC
SGMO
| – | – |
-36,100
| Closed | -$566K |
|
1214
Silicon Motion
SIMO
$8.65B
| – | – |
-31,800
| Closed | -$854K |
|
1215
SK Telecom
SKM
$12.2B
| – | – |
-39,151
| Closed | -$1.75M |
|
1216
SLM Corp
SLM
$4.86B
| – | – |
-27,900
| Closed | -$258K |
|
1217
Snap-on
SNA
$21.2B
| – | – |
-13,900
| Closed | -$2.04M |
|
1218
Southern Company
SO
$106B
| – | – |
-45,000
| Closed | -$1.99M |
|
|
SPR
1219
DELISTED
Spirit AeroSystems
SPR
| – | – |
-4,100
| Closed | -$214K |
|
1220
SPS Commerce
SPSC
$2.42B
| – | – |
-7,200
| Closed | -$241K |
|
|
SPTN
1221
DELISTED
SpartanNash
SPTN
| – | – |
-38,100
| Closed | -$1.2M |
|
1222
Sempra
SRE
$58.6B
| – | – |
-35,600
| Closed | -$1.94M |
|
1223
Sarepta Therapeutics
SRPT
$1.64B
| – | – |
-27,991
| Closed | -$371K |
|
1224
Sasol
SSL
$7.51B
| – | – |
-60,407
| Closed | -$2.06M |
|
1225
Stratasys
SSYS
$697M
| – | – |
-6,500
| Closed | -$343K |
|
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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.