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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
-16.05%
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
$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 Resources
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 | 13.8% |
| 2 | Industrials | 13.7% |
| 3 | Consumer Discretionary | 13.09% |
| 4 | Financials | 13% |
| 5 | Technology | 12.58% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
376
Invesco
IVZ
$13.3B
| $1.13M | 0.1% |
36,200
-24,900
| -41% | -$886K |
|
377
Stepan Co
SCL
$1.31B
| $1.13M | 0.1% |
27,100
+21,300
| +367% | +$992K |
|
378
Johnson Controls International
JCI
$87.5B
| $1.12M | 0.1% |
25,976
-40,014
| -61% | -$1.84M |
|
|
ZINC
379
DELISTED
HORSEHEAD HLDG CORP COM STK (DE)
ZINC
| $1.12M | 0.1% |
369,300
+353,400
| +2,223% | +$2.67M |
|
|
TPH
380
DELISTED
Tri Pointe Homes
TPH
| $1.12M | 0.1% |
85,300
+37,810
| +80% | +$547K |
|
381
Mativ Holdings
MATV
$448M
| $1.11M | 0.1% |
+32,400
| New | +$1.18M |
|
382
Zurn Elkay Water Solutions
ZWS
$8.07B
| $1.11M | 0.1% |
135,770
+60,411
| +80% | +$602K |
|
|
APOL
383
DELISTED
Apollo Education Group Inc Class A
APOL
| $1.11M | 0.1% |
100,450
-48,650
| -33% | -$596K |
|
384
Gibraltar Industries
ROCK
$1.34B
| $1.11M | 0.1% |
+60,400
| New | +$1.11M |
|
385
C.H. Robinson
CHRW
$22B
| $1.1M | 0.1% |
16,300
| – | – |
|
386
Saia
SAIA
$11.3B
| $1.1M | 0.1% |
+35,700
| New | +$1.36M |
|
|
ADXS
387
DELISTED
Advaxis Inc
ADXS
| $1.09M | 0.09% |
+7,081
| New | +$1.71M |
|
|
AGEN
388
Agenus
AGEN
$249M
| $1.08M | 0.09% |
12,026
+3,762
| +46% | +$557K |
|
|
WLB
389
DELISTED
Westmoreland Coal Company
WLB
| $1.08M | 0.09% |
+77,028
| New | +$1.13M |
|
|
SAVE
390
DELISTED
Spirit Airlines, Inc.
SAVE
| $1.08M | 0.09% |
+22,900
| New | +$1.28M |
|
391
MacroGenics
MGNX
$235M
| $1.08M | 0.09% |
+50,500
| New | +$1.58M |
|
392
BJ's Restaurants
BJRI
$1.41B
| $1.08M | 0.09% |
+25,100
| New | +$1.18M |
|
393
Penske Automotive Group
PAG
$14.3B
| $1.07M | 0.09% |
+22,200
| New | +$1.14M |
|
394
NRG Energy
NRG
$29.8B
| $1.07M | 0.09% |
+72,080
| New | +$1.43M |
|
395
Stagwell
STGW
$1.84B
| $1.07M | 0.09% |
+58,000
| New | +$1.09M |
|
|
MDP
396
DELISTED
Meredith Corporation
MDP
| $1.07M | 0.09% |
+25,100
| New | +$1.2M |
|
|
SYNT
397
DELISTED
Syntel Inc
SYNT
| $1.06M | 0.09% |
23,414
+14,514
| +163% | +$636K |
|
398
Paylocity
PCTY
$6.71B
| $1.06M | 0.09% |
+35,300
| New | +$1.2M |
|
|
PBY
399
DELISTED
PEP BOYS MANNY MOE& JACK
PBY
| $1.06M | 0.09% |
86,800
+42,244
| +95% | +$498K |
|
|
LXK
400
DELISTED
Lexmark Intl Inc
LXK
| $1.06M | 0.09% |
+36,500
| New | +$1.23M |
|
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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 14% of assets, up from 13% a quarter earlier, followed by Industrials and Consumer Discretionary.
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.