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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 | |
|---|---|---|---|---|---|---|
401
Aecom
ACM
$9.07B
| $1.06M | 0.09% |
38,400
+32,100
| +510% | +$932K |
|
402
Telus
TU
$16B
| $1.06M | 0.09% |
67,004
+23,404
| +54% | +$389K |
|
403
Kirby Corp
KEX
$7.95B
| $1.05M | 0.09% |
17,000
+7,930
| +87% | +$561K |
|
404
Southwest Airlines
LUV
$22.1B
| $1.05M | 0.09% |
27,600
+5,900
| +27% | +$218K |
|
|
PDLI
405
DELISTED
PDL BioPharma, Inc.
PDLI
| $1.05M | 0.09% |
+208,600
| New | +$1.2M |
|
406
Sasol
SSL
$7.58B
| $1.05M | 0.09% |
+37,600
| New | +$1.2M |
|
407
Tapestry
TPR
$28.8B
| $1.04M | 0.09% |
+36,100
| New | +$1.12M |
|
|
CVA
408
DELISTED
Covanta Holding Corporation
CVA
| $1.04M | 0.09% |
+59,581
| New | +$1.18M |
|
409
Perrigo
PRGO
$1.4B
| $1.04M | 0.09% |
6,600
-800
| -11% | -$147K |
|
410
Las Vegas Sands
LVS
$30.5B
| $1.03M | 0.09% |
+27,300
| New | +$1.38M |
|
|
AAIC
411
DELISTED
Arlington Asset Investment Corp.
AAIC
| $1.03M | 0.09% |
+73,236
| New | +$1.3M |
|
|
MDSO
412
DELISTED
Medidata Solutions, Inc.
MDSO
| $1.03M | 0.09% |
+24,400
| New | +$1.24M |
|
413
Marvell Technology
MRVL
$174B
| $1.02M | 0.09% |
+113,265
| New | +$1.29M |
|
414
Crane NXT
CXT
$3.04B
| $1.02M | 0.09% |
63,177
-161
| -0.3% | -$2.96K |
|
415
Inovio Pharmaceuticals
INO
$79.8M
| $1.01M | 0.09% |
+14,602
| New | +$1.27M |
|
416
UFP Industries
UFPI
$4.97B
| $1.01M | 0.09% |
+52,326
| New | +$1.04M |
|
|
SAFM
417
DELISTED
Sanderson Farms Inc
SAFM
| $1.01M | 0.09% |
+14,681
| New | +$1.03M |
|
|
ELGX
418
DELISTED
Endologix Inc
ELGX
| $1M | 0.09% |
+8,180
| New | +$1.11M |
|
419
Truist Financial
TFC
$63.2B
| $1M | 0.09% |
28,100
+8,320
| +42% | +$321K |
|
420
Northern Trust
NTRS
$22.2B
| $995K | 0.09% |
+14,600
| New | +$1.07M |
|
|
XLNX
421
DELISTED
Xilinx Inc
XLNX
| $989K | 0.09% |
23,342
-14,858
| -39% | -$625K |
|
422
Woodward
WWD
$25B
| $984K | 0.08% |
+24,200
| New | +$1.14M |
|
|
AVDL
423
DELISTED
Avadel Pharmaceuticals
AVDL
| $980K | 0.08% |
60,100
+44,430
| +284% | +$979K |
|
424
Stanley Black & Decker
SWK
$14.2B
| $979K | 0.08% |
10,100
+8,100
| +405% | +$834K |
|
|
X
425
DELISTED
US Steel
X
| $979K | 0.08% |
+94,008
| New | +$1.57M |
|
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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.