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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 | |
|---|---|---|---|---|---|---|
151
FirstEnergy
FE
$28.4B
| $1.65M | 0.19% |
50,700
+25,500
| +101% | +$892K |
|
152
Signet Jewelers
SIG
$3.84B
| $1.64M | 0.18% |
12,800
+8,600
| +205% | +$1.15M |
|
153
Waste Management
WM
$95B
| $1.64M | 0.18% |
35,400
-10,700
| -23% | -$538K |
|
|
ACAS
154
DELISTED
American Capital Ltd
ACAS
| $1.64M | 0.18% |
120,900
+63,800
| +112% | +$927K |
|
155
Broadcom
AVGO
$1.76T
| $1.64M | 0.18% |
123,000
-16,000
| -12% | -$210K |
|
156
Murphy USA
MUSA
$11.4B
| $1.64M | 0.18% |
29,300
+26,400
| +910% | +$1.66M |
|
|
FOLD
157
DELISTED
Amicus Therapeutics
FOLD
| $1.63M | 0.18% |
115,100
+50,100
| +77% | +$602K |
|
|
TARO
158
DELISTED
Taro Pharmaceutical Industries Ltd.
TARO
| $1.63M | 0.18% |
+11,330
| New | +$1.62M |
|
|
TECD
159
DELISTED
Tech Data Corp
TECD
| $1.62M | 0.18% |
28,162
+14,889
| +112% | +$897K |
|
|
BLUE
160
DELISTED
bluebird bio
BLUE
| $1.61M | 0.18% |
741
+396
| +115% | +$807K |
|
161
Gilead Sciences
GILD
$165B
| $1.61M | 0.18% |
13,800
+5,200
| +60% | +$568K |
|
|
SONC
162
DELISTED
Sonic Corp
SONC
| $1.61M | 0.18% |
56,100
-30,495
| -35% | -$936K |
|
163
Yelp
YELP
$1.54B
| $1.61M | 0.18% |
37,500
+22,500
| +150% | +$1.04M |
|
164
Wolverine World Wide
WWW
$1.68B
| $1.61M | 0.18% |
+56,600
| New | +$1.73M |
|
|
BEAV
165
DELISTED
B/E Aerospace Inc
BEAV
| $1.6M | 0.18% |
+29,200
| New | +$1.74M |
|
|
AWH
166
DELISTED
Allied World Assurance Co Hld Lt
AWH
| $1.6M | 0.18% |
+37,000
| New | +$1.57M |
|
|
RTN
167
DELISTED
Raytheon Company
RTN
| $1.6M | 0.18% |
16,700
+2,400
| +17% | +$252K |
|
168
Costco
COST
$432B
| $1.59M | 0.18% |
+11,800
| New | +$1.7M |
|
169
Zebra Technologies
ZBRA
$13.5B
| $1.59M | 0.18% |
+14,300
| New | +$1.48M |
|
|
ATVI
170
DELISTED
Activision Blizzard
ATVI
| $1.59M | 0.18% |
+65,600
| New | +$1.6M |
|
|
SEM
171
DELISTED
Select Medical
SEM
| $1.59M | 0.18% |
+181,730
| New | +$1.53M |
|
172
Westlake Corp
WLK
$9.26B
| $1.58M | 0.18% |
+23,100
| New | +$1.68M |
|
173
Devon Energy
DVN
$51.3B
| $1.58M | 0.18% |
+26,600
| New | +$1.72M |
|
|
RAX
174
DELISTED
Rackspace Hosting Inc
RAX
| $1.58M | 0.18% |
+42,500
| New | +$1.95M |
|
|
KNGT
175
DELISTED
KNIGHT TRANSPORTATION INC
KNGT
| $1.57M | 0.18% |
58,800
+43,231
| +278% | +$1.16M |
|
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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.