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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 | |
|---|---|---|---|---|---|---|
451
LivePerson
LPSN
$18.9M
| $925K | 0.08% |
+8,160
| New | +$1.1M |
|
452
American Airlines Group
AAL
$9.58B
| $924K | 0.08% |
23,800
-12,100
| -34% | -$497K |
|
|
ENT
453
DELISTED
Global Eagle Entertainment Inc.
ENT
| $921K | 0.08% |
+3,212
| New | +$972K |
|
454
Fluor
FLR
$7.29B
| $918K | 0.08% |
+21,700
| New | +$1.02M |
|
|
GAS
455
DELISTED
AGL Resources Inc
GAS
| $915K | 0.08% |
15,000
+3,550
| +31% | +$190K |
|
456
M/I Homes
MHO
$3.83B
| $910K | 0.08% |
+38,600
| New | +$958K |
|
457
Jones Lang LaSalle
JLL
$15.1B
| $905K | 0.08% |
+6,300
| New | +$1.03M |
|
|
CMRX
458
DELISTED
Chimerix, Inc.
CMRX
| $905K | 0.08% |
23,700
+2,800
| +13% | +$138K |
|
|
CRAY
459
DELISTED
Cray, Inc.
CRAY
| $905K | 0.08% |
+45,700
| New | +$1.06M |
|
|
VSTO
460
DELISTED
Vista Outdoor Inc.
VSTO
| $897K | 0.08% |
+20,200
| New | +$922K |
|
461
WEX
WEX
$6.11B
| $894K | 0.08% |
+10,300
| New | +$1.03M |
|
462
Microchip Technology
MCHP
$42.8B
| $891K | 0.08% |
+41,400
| New | +$893K |
|
463
OraSure Technologies
OSUR
$273M
| $887K | 0.08% |
+199,843
| New | +$1.04M |
|
|
TYPE
464
DELISTED
Monotype Imaging Holdings Inc.
TYPE
| $887K | 0.08% |
40,678
+22,878
| +129% | +$525K |
|
465
Evertec
EVTC
$1.83B
| $881K | 0.08% |
48,759
+8,859
| +22% | +$168K |
|
466
National CineMedia
NCMI
$354M
| $879K | 0.08% |
+6,550
| New | +$943K |
|
467
MYR Group
MYRG
$5.9B
| $875K | 0.08% |
+33,400
| New | +$962K |
|
468
Willis Towers Watson
WTW
$27.9B
| $872K | 0.08% |
+8,041
| New | +$954K |
|
469
QuidelOrtho
QDEL
$1.09B
| $871K | 0.08% |
46,157
+27,557
| +148% | +$589K |
|
470
American International
AIG
$41.9B
| $869K | 0.07% |
+15,300
| New | +$935K |
|
471
Greif
GEF
$4.47B
| $867K | 0.07% |
+27,200
| New | +$885K |
|
|
K
472
DELISTED
Kellanova
K
| $865K | 0.07% |
13,845
+4,153
| +43% | +$259K |
|
|
SPWR
473
DELISTED
SunPower Corporation Common Stock
SPWR
| $863K | 0.07% |
+65,814
| New | +$1.06M |
|
474
Wabtec
WAB
$51.1B
| $862K | 0.07% |
9,800
+2,700
| +38% | +$257K |
|
|
OA
475
DELISTED
Orbital ATK, Inc.
OA
| $862K | 0.07% |
12,000
+6,700
| +126% | +$497K |
|
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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.