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Trexquant Investment Portfolio holdings

AUM $17B
1-Year Est. Return 39.66%
This Fund
S&P 500
This Quarter Est. Return
-0.39%
1 Year Est. Return
+39.66%
3 Year Est. Return
+112.15%
5 Year Est. Return
+98.93%
10 Year Est. Return
+403.68%
AUM
$891M
AUM Growth
-$89M
Cap. Flow
-$63.1M
Cap. Flow %
-7.08%
Top 10 Hldgs %
4.46%
Holding
1,466
New
508
Increased
201
Reduced
238
Closed
519

Top Buys

Rank Stock Value
1
LOW icon
Lowe's Companies
LOW
+$4.61M
2
BNY
Bank of New York Mellon
BNY
+$3.92M
3
TTWO icon
Take-Two Interactive
TTWO
+$3.85M
4
RAI
Reynolds American Inc
RAI
+$3.74M
5
EWBC icon
East-West Bancorp
EWBC
+$3.54M

Top Sells

Rank Stock Value
1
TIF
Tiffany & Co.
TIF
+$5.18M
2
TRGP icon
Targa Resources
TRGP
+$4.29M
3
AXP icon
American Express
AXP
+$4.05M
4
BDX icon
Becton Dickinson
BDX
+$3.92M
5
HRB icon
H&R Block
HRB
+$3.91M

Sector Composition

Rank Sector Weight
1 Technology 14.39%
2 Healthcare 14.15%
3 Industrials 13.66%
4 Financials 13.66%
5 Consumer Discretionary 12.41%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
LPNT
76
DELISTED
LifePoint Health, Inc.
LPNT
$2.1M 0.24%
24,200
+21,400
+764% +$1.62M
NBIX icon
77
Neurocrine Biosciences
NBIX
$15.8B
$2.09M 0.23%
+43,700
New +$1.85M
LYB icon
78
LyondellBasell Industries
LYB
$20.9B
$2.08M 0.23%
+20,100
New +$2.02M
SWI
79
DELISTED
SOLARWINDS INC COM STK (DE)
SWI
$2.08M 0.23%
45,000
+39,303
+690% +$1.93M
LHX icon
80
L3Harris
LHX
$47.6B
$2.07M 0.23%
26,900
+23,100
+608% +$1.83M
MCK icon
81
McKesson
MCK
$104B
$2.07M 0.23%
+9,200
New +$2.13M
GPK icon
82
Graphic Packaging
GPK
$2.93B
$2.07M 0.23%
148,319
+27,936
+23% +$400K
MLNX
83
DELISTED
Mellanox Technologies, Ltd.
MLNX
$2.06M 0.23%
+42,400
New +$2.06M
TROW icon
84
T. Rowe Price
TROW
$23.3B
$2.06M 0.23%
26,500
+17,600
+198% +$1.42M
MHFI
85
DELISTED
MCGRAW-HILL FINANCIAL INC COM
MHFI
$2.06M 0.23%
20,500
+7,800
+61% +$815K
EPAC icon
86
Enerpac Tool Group
EPAC
$1.89B
$2.05M 0.23%
+88,900
New +$2.13M
HBAN icon
87
Huntington Bancshares
HBAN
$33.9B
$2.04M 0.23%
+180,000
New +$2.01M
MNTA
88
DELISTED
Momenta Pharmaceuticals, Inc.
MNTA
$2.03M 0.23%
+88,900
New +$1.77M
AAPL icon
89
Apple
AAPL
$4.61T
$1.99M 0.22%
+63,600
New +$2.03M
ADBE icon
90
Adobe
ADBE
$102B
$1.98M 0.22%
+24,500
New +$1.91M
ARW icon
91
Arrow Electronics
ARW
$11.1B
$1.96M 0.22%
+35,200
New +$2.14M
MNK
92
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
$1.93M 0.22%
16,400
-5,200
-24% -$641K
CDW icon
93
CDW
CDW
$18.1B
$1.93M 0.22%
+56,200
New +$2.1M
APOL
94
DELISTED
Apollo Education Group Inc Class A
APOL
$1.92M 0.22%
+149,100
New +$2.52M
LEN icon
95
Lennar Class A
LEN
$19.4B
$1.92M 0.22%
39,501
+15,338
+63% +$705K
ITUB icon
96
Itaú Unibanco
ITUB
$91.6B
$1.92M 0.22%
+437,020
New +$2.06M
CASY icon
97
Casey's General Stores
CASY
$27.1B
$1.91M 0.21%
19,958
+16,258
+439% +$1.45M
MKC icon
98
McCormick & Company Non-Voting
MKC
$14B
$1.91M 0.21%
47,200
+26,800
+131% +$1.04M
RHI icon
99
Robert Half
RHI
$4.01B
$1.9M 0.21%
+34,300
New +$1.96M
IMGN
100
DELISTED
Immunogen Inc
IMGN
$1.9M 0.21%
+132,100
New +$1.45M
2 3
4
5 6

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RFC
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EH
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VRS
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OAC
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WA
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DCM
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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 Technology at 14% of assets, down from 15% a quarter earlier, followed by Healthcare and Industrials.

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.