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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
Cap. Flow
+$470M
Cap. Flow %
40.44%
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
ESI icon
Element Solutions
ESI
+$8.12M
3
JOY
Joy Global Inc
JOY
+$7.58M
4
FINL
Finish Line
FINL
+$6.51M
5
BEN icon
Franklin Templeton
BEN
+$6.1M

Top Sells

Rank Stock Value
1
GRPN icon
Groupon
GRPN
+$4.24M
2
TTWO icon
Take-Two Interactive
TTWO
+$4.04M
3
QEP
QEP RESOURCES, INC.
QEP
+$3.79M
4
RAI
Reynolds American Inc
RAI
+$3.73M
5
AMZN icon
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
CNA icon
551
CNA Financial
CNA
$12.9B
$747K 0.06%
21,409
+15,509
+263% +$584K
NOC icon
552
Northrop Grumman
NOC
$73.7B
$746K 0.06%
+4,500
New +$754K
LOPE icon
553
Grand Canyon Education
LOPE
$3.95B
$744K 0.06%
+19,600
New +$788K
ATRO icon
554
Astronics
ATRO
$3.27B
$743K 0.06%
+33,581
New +$1.04M
CMD
555
DELISTED
Cantel Medical Corporation
CMD
$742K 0.06%
+13,100
New +$694K
BOBE
556
DELISTED
Bob Evans Farms, Inc.
BOBE
$739K 0.06%
17,068
-12,290
-42% -$581K
MDXG icon
557
MiMedx Group
MDXG
$681M
$738K 0.06%
+76,500
New +$808K
BMO icon
558
Bank of Montreal
BMO
$122B
$736K 0.06%
13,500
+4,500
+50% +$247K
NUS icon
559
Nu Skin
NUS
$231M
$735K 0.06%
+17,810
New +$765K
EV
560
DELISTED
Eaton Vance Corp.
EV
$735K 0.06%
22,000
+3,800
+21% +$140K
CBRE icon
561
CBRE Group
CBRE
$41.2B
$732K 0.06%
22,900
-13,500
-37% -$479K
MRSH
562
Marsh
MRSH
$86.1B
$731K 0.06%
14,000
+4,700
+51% +$262K
MIC
563
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
$731K 0.06%
9,800
-17,000
-63% -$1.36M
NYT icon
564
New York Times
NYT
$11B
$729K 0.06%
+61,760
New +$779K
AVNS
565
DELISTED
Avanos Medical
AVNS
$728K 0.06%
25,600
+12,300
+92% +$429K
TRP icon
566
TC Energy
TRP
$66.1B
$726K 0.06%
+23,000
New +$826K
ZAGG
567
DELISTED
ZAGG Inc Common Stock (Delaware)
ZAGG
$726K 0.06%
+107,000
New +$804K
ECOL
568
DELISTED
US Ecology, Inc.
ECOL
$724K 0.06%
+16,600
New +$789K
OGE icon
569
OGE Energy
OGE
$9.79B
$722K 0.06%
26,400
+18,200
+222% +$519K
NWSA icon
570
News Corp Class A
NWSA
$16B
$720K 0.06%
+57,103
New +$794K
HOLX
571
DELISTED
Hologic
HOLX
$719K 0.06%
+18,400
New +$730K
IMGN
572
DELISTED
Immunogen Inc
IMGN
$713K 0.06%
74,300
-57,800
-44% -$845K
CLH icon
573
Clean Harbors
CLH
$16.7B
$712K 0.06%
16,200
+10,100
+166% +$501K
ACIC icon
574
American Coastal Insurance
ACIC
$440M
$710K 0.06%
54,000
+4,100
+8% +$59K
HI
575
DELISTED
Hillenbrand
HI
$710K 0.06%
+27,300
New +$755K
21 22
23
24 25

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AT
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FCAS
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RFC
Regions Financial Corp Birmingham, Alabama $16.8B AUM 26.68% 1-Year Est. Return
EH
Equitable Holdings New York $16.7B AUM 24.23% 1-Year Est. Return
VRS
Virginia Retirement Systems Richmond, Virginia $16.7B AUM 42.81% 1-Year Est. Return
OAC
OMERS Administration Corp Toronto, Ontario, Canada $16.7B AUM 35.96% 1-Year Est. Return
WA
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DCM
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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.