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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
-16.05%
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
$1.16B
AUM Growth
+$271M
(+30%)
Cap. Flow
+$470M
Cap. Flow
% of AUM
40.44%
Top 10 Holdings %
Top 10 Hldgs %
4.7%
Holding
1,505
New
558
Increased
298
Reduced
139
Closed
509
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
SUNE
SUNEDISON, INC COM
SUNE
|
+$11.8M |
| 2 |
Element Solutions
ESI
|
+$8.12M |
| 3 |
JOY
Joy Global Inc
JOY
|
+$7.58M |
| 4 |
FINL
Finish Line
FINL
|
+$6.51M |
| 5 |
Franklin Templeton
BEN
|
+$6.1M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Groupon
GRPN
|
+$4.24M |
| 2 |
Take-Two Interactive
TTWO
|
+$4.04M |
| 3 |
QEP
QEP RESOURCES, INC.
QEP
|
+$3.79M |
| 4 |
RAI
Reynolds American Inc
RAI
|
+$3.73M |
| 5 |
Amazon
AMZN
|
+$3.65M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Healthcare | 14.89% |
| 2 | Consumer Discretionary | 14.24% |
| 3 | Industrials | 13.82% |
| 4 | Technology | 13.49% |
| 5 | Financials | 13.45% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
476
Ryder
R
$9.47B
| $858K | 0.07% |
11,600
-14,600
| -56% | -$1.25M |
|
|
ISLE
477
DELISTED
Isle of Capri Casinos Inc
ISLE
| $858K | 0.07% |
49,200
+32,788
| +200% | +$607K |
|
478
Caleres
CAL
$404M
| $857K | 0.07% |
+28,100
| New | +$906K |
|
|
AVTA
479
DELISTED
Avantax, Inc. Common Stock
AVTA
| $854K | 0.07% |
62,030
+42,230
| +213% | +$605K |
|
480
OneMain Financial
OMF
$7.28B
| $853K | 0.07% |
19,517
-11,683
| -37% | -$547K |
|
|
JMEI
481
DELISTED
Jumei International Holding Limited American depositary shares, each representing ten Class A ordina
JMEI
| $853K | 0.07% |
+8,644
| New | +$1.27M |
|
|
LEG
482
DELISTED
Leggett & Platt
LEG
| $850K | 0.07% |
+20,614
| New | +$962K |
|
483
Leidos
LDOS
$16.2B
| $849K | 0.07% |
20,553
-2,447
| -11% | -$102K |
|
484
HealthStream
HSTM
$840M
| $848K | 0.07% |
+38,900
| New | +$1.03M |
|
485
Nasdaq
NDAQ
$53.1B
| $846K | 0.07% |
47,700
-10,800
| -18% | -$185K |
|
|
NTRI
486
DELISTED
NutriSystem, Inc.
NTRI
| $845K | 0.07% |
+31,900
| New | +$872K |
|
|
MAGN
487
Magnera Corp
MAGN
$425M
| $844K | 0.07% |
3,772
+1,503
| +66% | +$373K |
|
|
CHL
488
DELISTED
China Mobile Limited
CHL
| $844K | 0.07% |
14,200
+10,300
| +264% | +$636K |
|
489
Green Plains
GPRE
$1.11B
| $842K | 0.07% |
43,300
+1,600
| +4% | +$35.3K |
|
490
Dick's Sporting Goods
DKS
$11.8B
| $838K | 0.07% |
16,900
-19,707
| -54% | -$995K |
|
|
SOHU
491
Sohu.com
SOHU
$358M
| $837K | 0.07% |
20,271
-10,529
| -34% | -$488K |
|
492
Jazz Pharmaceuticals
JAZZ
$15.6B
| $836K | 0.07% |
6,300
+3,300
| +110% | +$568K |
|
|
TWOU
493
DELISTED
2U Inc
TWOU
| $836K | 0.07% |
+777
| New | +$799K |
|
494
Telephone and Data Systems
TDS
$4.37B
| $834K | 0.07% |
33,445
+6,045
| +22% | +$170K |
|
495
Culp Inc
CULP
$43.5M
| $833K | 0.07% |
+26,000
| New | +$820K |
|
496
FMC
FMC
$1.6B
| $830K | 0.07% |
28,249
+16,373
| +138% | +$635K |
|
|
DATA
497
DELISTED
Tableau Software, Inc.
DATA
| $829K | 0.07% |
+10,400
| New | +$1.08M |
|
498
Covenant Logistics
CVLG
$895M
| $828K | 0.07% |
92,200
+29,600
| +47% | +$346K |
|
|
SGEN
499
DELISTED
Seagen Inc. Common Stock
SGEN
| $825K | 0.07% |
+21,400
| New | +$964K |
|
|
PERY
500
DELISTED
Perry Ellis International Inc
PERY
| $825K | 0.07% |
+37,600
| New | +$894K |
|
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Trexquant Investment's Q3 2015 Portfolio in Review
As of Q3 2015, Trexquant Investment held 1,505 positions worth $1.16B, up 30% from $891M the previous quarter. Its ten largest holdings account for 4.7% of the portfolio.
Trexquant Investment deployed $470M of net new capital in Q3 2015, opening 558 new positions and adding to 298 existing holdings. Its largest new stake was Element Solutions: 394,200 shares worth $4.99M.
By sector, the portfolio is most concentrated in Healthcare at 15% of assets, up from 14% a quarter earlier, followed by Consumer Discretionary and Industrials.
On the sell side, the largest reduction was Bank of New York Mellon, an estimated $2.86M trimmed.
- Trexquant Investment's largest Q3 2015 buy was Element Solutions: 394,200 shares worth $4.99M.
- Trexquant Investment added most to SUNEDISON, INC COM in Q3 2015, an estimated $11.8M increase.
- Trexquant Investment's biggest Q3 2015 reduction was Bank of New York Mellon, cutting an estimated $2.86M.
- Trexquant Investment fully exited Groupon in Q3 2015, selling an estimated $4.24M.
- Trexquant Investment's ten largest holdings make up 4.7% of its $1.16B portfolio in Q3 2015.
- Trexquant Investment opened 558 new positions and closed 509 in Q3 2015.
- Trexquant Investment's portfolio value rose 30% quarter-over-quarter to $1.16B.
Based on Trexquant Investment's 13F filing for Q3 2015, filed 2 Nov 2015.