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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 | |
|---|---|---|---|---|---|---|
426
Installed Building Products
IBP
$6.13B
| $978K | 0.08% |
+38,700
| New | +$1.04M |
|
427
HSBC
HSBC
$355B
| $973K | 0.08% |
+28,845
| New | +$1.08M |
|
428
Range Resources
RRC
$9.11B
| $973K | 0.08% |
30,300
+11,100
| +58% | +$433K |
|
429
Bruker
BRKR
$9.2B
| $972K | 0.08% |
+59,200
| New | +$1.15M |
|
430
Arthur J. Gallagher & Co
AJG
$63.7B
| $970K | 0.08% |
23,500
-3,900
| -14% | -$177K |
|
431
Everest Group
EG
$15.2B
| $970K | 0.08% |
+5,600
| New | +$1.01M |
|
432
HEICO Corp
HEI
$48.9B
| $967K | 0.08% |
48,340
+14,160
| +41% | +$309K |
|
433
Thermo Fisher Scientific
TMO
$211B
| $966K | 0.08% |
7,900
+1,700
| +27% | +$221K |
|
434
Henry Schein
HSIC
$9.74B
| $955K | 0.08% |
+18,360
| New | +$1.02M |
|
435
LSB Industries
LXU
$881M
| $955K | 0.08% |
+81,120
| New | +$1.8M |
|
436
Photronics
PLAB
$1.79B
| $955K | 0.08% |
+105,500
| New | +$926K |
|
|
BDBD
437
DELISTED
BOULDER BRANDS INC
BDBD
| $955K | 0.08% |
+116,700
| New | +$933K |
|
438
Central Pacific Financial
CPF
$997M
| $952K | 0.08% |
45,400
+33,900
| +295% | +$747K |
|
439
Dillards
DDS
$8.87B
| $952K | 0.08% |
10,900
-6,600
| -38% | -$638K |
|
|
BSFT
440
DELISTED
BroadSoft, Inc.
BSFT
| $952K | 0.08% |
31,800
+24,543
| +338% | +$800K |
|
|
DBVT
441
DBV Technologies
DBVT
$807M
| $946K | 0.08% |
+2,660
| New | +$1.05M |
|
442
Fair Isaac
FICO
$28.7B
| $946K | 0.08% |
+11,200
| New | +$987K |
|
443
McCormick & Company Non-Voting
MKC
$13.4B
| $943K | 0.08% |
22,954
-24,246
| -51% | -$985K |
|
444
Cogent Communications
CCOI
$594M
| $937K | 0.08% |
34,500
+14,600
| +73% | +$431K |
|
445
Acadia Healthcare
ACHC
$3.17B
| $935K | 0.08% |
14,124
+5,824
| +70% | +$448K |
|
446
Baidu
BIDU
$35.8B
| $934K | 0.08% |
+6,800
| New | +$1.12M |
|
|
WGL
447
DELISTED
Wgl Holdings
WGL
| $934K | 0.08% |
16,200
+5,100
| +46% | +$280K |
|
|
ARRY
448
DELISTED
Array Biopharma Inc
ARRY
| $933K | 0.08% |
204,612
+124,119
| +154% | +$736K |
|
449
Barclays
BCS
$94.1B
| $931K | 0.08% |
+67,539
| New | +$1.04M |
|
|
WLL
450
DELISTED
Whiting Petroleum Corporation
WLL
| $926K | 0.08% |
202
-77
| -28% | -$476K |
|
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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.