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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
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 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
EGO icon
351
Eldorado Gold
EGO
$8.53B
$947K 0.11%
+45,769
New +$1.08M
FULT icon
352
Fulton Financial
FULT
$4.66B
$944K 0.11%
72,300
+58,800
+436% +$746K
FWONA icon
353
Liberty Media Series A
FWONA
$23.1B
$944K 0.11%
38,968
+19,930
+105% +$515K
RCAP
354
DELISTED
RCS CAPITAL CORPORATION CLASS A COM
RCAP
$942K 0.11%
123,076
+2,976
+2% +$24.1K
ADM icon
355
Archer Daniels Midland
ADM
$38.9B
$940K 0.11%
+19,500
New +$984K
WSO icon
356
Watsco Inc
WSO
$12.8B
$940K 0.11%
+7,600
New +$946K
WIN
357
DELISTED
Windstream Holdings Inc
WIN
$933K 0.1%
29,260
+12,801
+78% +$610K
LNC icon
358
Lincoln National
LNC
$8.8B
$929K 0.1%
+15,700
New +$919K
LDOS icon
359
Leidos
LDOS
$14.1B
$928K 0.1%
23,000
-40,800
-64% -$1.71M
PIR
360
DELISTED
Pier 1 Imports, Inc.
PIR
$927K 0.1%
+3,670
New +$938K
FPRX
361
DELISTED
Five Prime Therapeutics, Inc.
FPRX
$926K 0.1%
+37,305
New +$831K
JOY
362
DELISTED
Joy Global Inc
JOY
$926K 0.1%
+25,600
New +$1.03M
NX icon
363
Quanex
NX
$818M
$920K 0.1%
+42,954
New +$828K
OUTR
364
DELISTED
OUTERWALL INC
OUTR
$920K 0.1%
+12,100
New +$883K
WNR
365
DELISTED
Western Refining Inc
WNR
$916K 0.1%
21,000
-4,500
-18% -$200K
CNK icon
366
Cinemark Holdings
CNK
$4.22B
$915K 0.1%
22,800
-5,892
-21% -$245K
JBLU icon
367
JetBlue
JBLU
$2.29B
$909K 0.1%
+43,800
New +$887K
FELE icon
368
Franklin Electric
FELE
$4.57B
$908K 0.1%
+28,100
New +$1.01M
WTS icon
369
Watts Water Technologies
WTS
$11.5B
$907K 0.1%
+17,500
New +$951K
AVID
370
DELISTED
Avid Technology Inc
AVID
$907K 0.1%
68,000
+16,928
+33% +$270K
SJR
371
DELISTED
Shaw Communications Inc.
SJR
$906K 0.1%
41,600
+10,202
+32% +$229K
AIZ icon
372
Assurant
AIZ
$14B
$897K 0.1%
13,400
+6,600
+97% +$426K
NUVA
373
DELISTED
NuVasive, Inc.
NUVA
$896K 0.1%
+18,914
New +$884K
STR
374
DELISTED
QUESTAR CORP
STR
$892K 0.1%
+42,678
New +$972K
SPXC icon
375
SPX Corp
SPXC
$9.98B
$890K 0.1%
+48,843
New +$953K
13 14
15
16 17

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CM
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X
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WHG
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PSCM
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BIP
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FGP
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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.