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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
EGN
101
DELISTED
Energen
EGN
$1.9M 0.21%
+27,800
New +$1.93M
DKS icon
102
Dick's Sporting Goods
DKS
$18.4B
$1.9M 0.21%
+36,607
New +$2.01M
PKG icon
103
Packaging Corp of America
PKG
$22.2B
$1.89M 0.21%
+30,290
New +$2.13M
BKD icon
104
Brookdale Senior Living
BKD
$3.55B
$1.89M 0.21%
54,427
-3,873
-7% -$143K
BCRX icon
105
BioCryst Pharmaceuticals
BCRX
$2.42B
$1.89M 0.21%
126,300
+103,600
+456% +$1.18M
WHR icon
106
Whirlpool
WHR
$2.49B
$1.87M 0.21%
+10,800
New +$2.03M
LM
107
DELISTED
Legg Mason, Inc.
LM
$1.86M 0.21%
36,100
+27,400
+315% +$1.48M
EA icon
108
Electronic Arts
EA
$52.7B
$1.85M 0.21%
+27,900
New +$1.72M
SABR icon
109
Sabre
SABR
$716M
$1.84M 0.21%
+77,500
New +$1.95M
ITC
110
DELISTED
ITC HOLDINGS CORP
ITC
$1.84M 0.21%
57,222
+42,022
+276% +$1.46M
DDS icon
111
Dillards
DDS
$9.2B
$1.84M 0.21%
+17,500
New +$2.15M
VTRS icon
112
Viatris
VTRS
$20.8B
$1.84M 0.21%
+27,100
New +$1.92M
RS icon
113
Reliance Steel & Aluminium
RS
$20.6B
$1.84M 0.21%
+30,400
New +$1.92M
AFG icon
114
American Financial Group
AFG
$11.9B
$1.83M 0.21%
28,200
+17,700
+169% +$1.14M
PNC icon
115
PNC Financial Services
PNC
$99.1B
$1.83M 0.21%
19,100
-4,900
-20% -$463K
AEM icon
116
Agnico Eagle Mines
AEM
$72.2B
$1.82M 0.2%
64,200
-56,300
-47% -$1.75M
SOHU
117
Sohu.com
SOHU
$352M
$1.82M 0.2%
+30,800
New +$2M
CIEN icon
118
Ciena
CIEN
$46.8B
$1.82M 0.2%
76,700
-600
-0.8% -$13.7K
HBI
119
DELISTED
Hanesbrands
HBI
$1.81M 0.2%
54,300
+39,200
+260% +$1.28M
T icon
120
AT&T
T
$164B
$1.81M 0.2%
+67,392
New +$1.74M
SM icon
121
SM Energy
SM
$7.6B
$1.8M 0.2%
+39,100
New +$2.06M
CLR
122
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$1.8M 0.2%
+42,400
New +$2.02M
PARA
123
DELISTED
Paramount Global Class B
PARA
$1.78M 0.2%
+32,100
New +$1.94M
GEN icon
124
Gen Digital
GEN
$16.5B
$1.78M 0.2%
76,600
+46,800
+157% +$1.14M
LNT icon
125
Alliant Energy
LNT
$18.6B
$1.78M 0.2%
61,600
-41,200
-40% -$1.25M
3 4
5
6 7

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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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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.