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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 | |
|---|---|---|---|---|---|---|
676
Repligen
RGEN
$7.44B
| $564K | 0.05% |
+20,316
| New | +$734K |
|
|
ISIL
677
DELISTED
Intersil Corp
ISIL
| $564K | 0.05% |
+48,242
| New | +$538K |
|
678
Celanese
CE
$5.09B
| $562K | 0.05% |
+9,500
| New | +$603K |
|
|
AERI
679
DELISTED
Aerie Pharmaceuticals
AERI
| $560K | 0.05% |
+31,570
| New | +$572K |
|
680
Broadridge
BR
$17.2B
| $559K | 0.05% |
10,100
-1,000
| -9% | -$53.7K |
|
|
SIX
681
DELISTED
Six Flags Entertainment Corp.
SIX
| $558K | 0.05% |
12,200
+900
| +8% | +$41.1K |
|
682
Chesapeake Utilities
CPK
$3.26B
| $557K | 0.05% |
+10,500
| New | +$535K |
|
683
Employers Holdings
EIG
$908M
| $557K | 0.05% |
25,000
+4,600
| +23% | +$106K |
|
|
POT
684
DELISTED
Potash Corp Of Saskatchewan
POT
| $556K | 0.05% |
27,100
-1,600
| -6% | -$42K |
|
685
Banco Santander Chile
BSAC
$15.8B
| $555K | 0.05% |
+30,489
| New | +$596K |
|
686
CoStar Group
CSGP
$11.3B
| $553K | 0.05% |
+32,000
| New | +$613K |
|
|
SYNH
687
DELISTED
Syneos Health, Inc. Class A Common Stock
SYNH
| $552K | 0.05% |
+13,800
| New | +$603K |
|
|
TTM
688
DELISTED
Tata Motors Limited
TTM
| $552K | 0.05% |
24,574
-25,626
| -51% | -$704K |
|
|
CEA
689
DELISTED
China Eastern Airlines
CEA
| $550K | 0.05% |
+18,400
| New | +$634K |
|
690
Erie Indemnity
ERIE
$11.7B
| $547K | 0.05% |
6,600
+3,200
| +94% | +$266K |
|
|
MOMO
691
Hello Group
MOMO
$869M
| $545K | 0.05% |
+43,600
| New | +$609K |
|
692
Urban Outfitters
URBN
$5.99B
| $543K | 0.05% |
+18,500
| New | +$595K |
|
693
KT
KT
$8.84B
| $542K | 0.05% |
+41,528
| New | +$521K |
|
694
Logitech
LOGI
$15.2B
| $541K | 0.05% |
+41,300
| New | +$570K |
|
695
AZZ Inc
AZZ
$4.5B
| $540K | 0.05% |
11,100
+2,000
| +22% | +$103K |
|
|
BRCD
696
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
| $540K | 0.05% |
52,100
-73,700
| -59% | -$772K |
|
697
Hexcel
HXL
$8.32B
| $538K | 0.05% |
+12,000
| New | +$593K |
|
|
KTWO
698
DELISTED
K2M Group Holdings, Inc
KTWO
| $537K | 0.05% |
28,900
+2,400
| +9% | +$52.5K |
|
699
Coty
COTY
$2.33B
| $535K | 0.05% |
+19,800
| New | +$563K |
|
700
Trustmark
TRMK
$2.73B
| $535K | 0.05% |
+23,100
| New | +$547K |
|
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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.