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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 | |
|---|---|---|---|---|---|---|
126
BGC Group
BGC
$5.64B
| $1.77M | 0.2% |
315,032
+141,356
| +81% | +$856K |
|
|
TMX
127
DELISTED
Terminix Global Holdings, Inc.
TMX
| $1.77M | 0.2% |
+73,008
| New | +$1.69M |
|
128
Expedia Group
EXPE
$36.5B
| $1.76M | 0.2% |
16,100
+5,400
| +50% | +$559K |
|
|
YHOO
129
DELISTED
Yahoo Inc
YHOO
| $1.76M | 0.2% |
+44,800
| New | +$1.92M |
|
130
IPG Photonics
IPGP
$3.4B
| $1.75M | 0.2% |
+20,600
| New | +$1.94M |
|
|
CTXS
131
DELISTED
Citrix Systems Inc
CTXS
| $1.75M | 0.2% |
+31,395
| New | +$1.67M |
|
|
HOLI
132
DELISTED
Hollsys Automation Technologies INTERNATIONAL, LTD. COMMON (British Virgin Island)
HOLI
| $1.75M | 0.2% |
72,900
+8,000
| +12% | +$192K |
|
133
Conagra Brands
CAG
$7.42B
| $1.74M | 0.2% |
51,272
+41,634
| +432% | +$1.25M |
|
134
XPO
XPO
$23.4B
| $1.74M | 0.2% |
+111,319
| New | +$1.81M |
|
135
Public Service Enterprise Group
PEG
$38.7B
| $1.73M | 0.19% |
+44,100
| New | +$1.83M |
|
|
TTM
136
DELISTED
Tata Motors Limited
TTM
| $1.73M | 0.19% |
+50,200
| New | +$2M |
|
137
SBA Communications
SBAC
$19.8B
| $1.72M | 0.19% |
+15,000
| New | +$1.76M |
|
|
WEB
138
DELISTED
Web.com Group, Inc.
WEB
| $1.71M | 0.19% |
70,600
+16,500
| +30% | +$358K |
|
139
International Paper
IP
$22.6B
| $1.7M | 0.19% |
+37,699
| New | +$1.87M |
|
|
SIVB
140
DELISTED
SVB Financial Group
SIVB
| $1.7M | 0.19% |
+11,800
| New | +$1.6M |
|
|
DOOR
141
DELISTED
MASONITE INTERNATIONAL CORP
DOOR
| $1.7M | 0.19% |
+24,200
| New | +$1.66M |
|
|
XLNX
142
DELISTED
Xilinx Inc
XLNX
| $1.69M | 0.19% |
+38,200
| New | +$1.72M |
|
|
CPE
143
DELISTED
Callon Petroleum Company
CPE
| $1.68M | 0.19% |
20,190
+15,400
| +322% | +$1.28M |
|
|
NUAN
144
DELISTED
Nuance Communications, Inc.
NUAN
| $1.67M | 0.19% |
110,187
-103,565
| -48% | -$1.46M |
|
|
LTRPA
145
DELISTED
Liberty TripAdvisor Holdings, Inc. Series A
LTRPA
| $1.67M | 0.19% |
51,800
+21,540
| +71% | +$654K |
|
|
INFO
146
DELISTED
IHS Markit Ltd. Common Shares
INFO
| $1.66M | 0.19% |
+65,100
| New | +$1.72M |
|
147
DaVita
DVA
$15.5B
| $1.66M | 0.19% |
+20,900
| New | +$1.72M |
|
|
CMA
148
DELISTED
Comerica
CMA
| $1.66M | 0.19% |
32,287
+17,587
| +120% | +$857K |
|
149
Pinnacle West Capital
PNW
$12.4B
| $1.66M | 0.19% |
29,100
+20,200
| +227% | +$1.22M |
|
150
Best Buy
BBY
$19B
| $1.65M | 0.19% |
+50,700
| New | +$1.8M |
|
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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.