We are live on ! Find out more
TI

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
CDE icon
1001
Coeur Mining
CDE
$15.2B
– –
-73,742
Closed -$347K
CDNS icon
1002
Cadence Design Systems
CDNS
$93.1B
– –
-81,500
Closed -$1.5M
CERS icon
1003
Cerus
CERS
$443M
– –
-211,300
Closed -$881K
CFG icon
1004
Citizens Financial Group
CFG
$30.4B
– –
-63,552
Closed -$1.53M
CHDN icon
1005
Churchill Downs
CHDN
$5.87B
– –
-15,600
Closed -$298K
CIB icon
1006
Grupo Cibest SA
CIB
$22.1B
– –
-14,047
Closed -$552K
CL icon
1007
Colgate-Palmolive
CL
$72.5B
– –
-7,300
Closed -$506K
CLNE icon
1008
Clean Energy Fuels
CLNE
$423M
– –
-49,200
Closed -$262K
CLS icon
1009
Celestica
CLS
$40.9B
– –
-20,200
Closed -$224K
CM icon
1010
Canadian Imperial Bank of Commerce
CM
$108B
– –
-54,400
Closed -$1.97M
CNI icon
1011
Canadian National Railway
CNI
$77.1B
– –
-32,600
Closed -$2.18M
CNQ icon
1012
Canadian Natural Resources
CNQ
$99.4B
– –
-97,060
Closed -$1.44M
VISN
1013
Vistance Networks Inc
VISN
$2.65B
– –
-64,468
Closed -$1.84M
COO icon
1014
Cooper Companies
COO
$14B
– –
-30,400
Closed -$1.42M
CP icon
1015
Canadian Pacific Kansas City
CP
$77.9B
– –
-31,000
Closed -$1.13M
CPA icon
1016
Copa Holdings
CPA
$5.78B
– –
-7,576
Closed -$764K
CRI icon
1017
Carter's
CRI
$1.32B
– –
-8,382
Closed -$775K
CRTO icon
1018
Criteo S.A. Ordinary Shares
CRTO
$1.1B
– –
-23,700
Closed -$936K
CSL icon
1019
Carlisle Companies
CSL
$14.4B
– –
-23,100
Closed -$2.14M
CVBF icon
1020
CVB Financial
CVBF
$3.99B
– –
-64,200
Closed -$1.02M
CW icon
1021
Curtiss-Wright
CW
$26.6B
– –
-9,600
Closed -$709K
CX icon
1022
Cemex
CX
$17B
– –
-195,501
Closed -$1.65M
CYH icon
1023
Community Health Systems
CYH
$386M
– –
-37,026
Closed -$1.6M
DAL icon
1024
Delta Air Lines
DAL
$57.9B
– –
-25,900
Closed -$1.16M
DFS
1025
DELISTED
Discover Financial Services
DFS
– –
-34,000
Closed -$1.92M
39 40
41
42 43

Similar funds

SAM
Silvercrest Asset Management New York $13.8B AUM 28.39% 1-Year Est. Return
CM
Capula Management Grand Cayman, Cayman Islands $14.1B AUM 19.14% 1-Year Est. Return
X
Xponance Philadelphia, Pennsylvania $14.1B AUM 30.11% 1-Year Est. Return
WHG
Westwood Holdings Group Dallas, Texas $13.7B AUM 21.48% 1-Year Est. Return
PSCM
Pershing Square Capital Management New York $13.7B AUM 13.45% 1-Year Est. Return
BIP
Brandes Investment Partners La Jolla, California $14.1B AUM 25.52% 1-Year Est. Return
SA
Situational Awareness San Francisco, California $13.7B AUM 334.5% 1-Year Est. Return
FGP
Freestone Grove Partners San Francisco, California $14.2B AUM 24.58% 1-Year Est. Return

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.