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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 | |
|---|---|---|---|---|---|---|
|
TDAY
701
USA Today Co
TDAY
$1.23B
| $534K | 0.05% |
34,600
+1,585
| +5% | +$25.4K |
|
702
eHealth
EHTH
$42.5M
| $533K | 0.05% |
+41,635
| New | +$592K |
|
703
ResMed
RMD
$28.3B
| $532K | 0.05% |
+10,454
| New | +$563K |
|
|
THR
704
DELISTED
Thermon Group Holdings
THR
| $531K | 0.05% |
+25,847
| New | +$598K |
|
|
NTT
705
DELISTED
Nippon Telegraph & Telephone
NTT
| $530K | 0.05% |
15,030
-6,970
| -32% | -$261K |
|
706
Materion
MTRN
$5.01B
| $529K | 0.05% |
+17,641
| New | +$563K |
|
|
BITA
707
DELISTED
Bitauto Holdings Limited
BITA
| $529K | 0.05% |
+17,803
| New | +$606K |
|
708
Jefferies Financial Group
JEF
$12.9B
| $528K | 0.05% |
+29,157
| New | +$586K |
|
709
Standard BioTools
LAB
$326M
| $522K | 0.04% |
+64,485
| New | +$1.01M |
|
710
Armstrong World Industries
AWI
$6.86B
| $520K | 0.04% |
+10,900
| New | +$599K |
|
711
Immersion
IMMR
$216M
| $519K | 0.04% |
+46,280
| New | +$561K |
|
|
FOE
712
DELISTED
Ferro Corporation
FOE
| $518K | 0.04% |
+47,318
| New | +$641K |
|
|
ORIT
713
DELISTED
Oritani Financial Corp. New
ORIT
| $518K | 0.04% |
+33,200
| New | +$516K |
|
714
Brunswick
BC
$5.19B
| $517K | 0.04% |
10,809
-3,791
| -26% | -$193K |
|
715
Evercore
EVR
$13.1B
| $513K | 0.04% |
+10,212
| New | +$559K |
|
716
Amphenol
APH
$188B
| $509K | 0.04% |
+40,000
| New | +$537K |
|
717
Canadian Imperial Bank of Commerce
CM
$107B
| $509K | 0.04% |
+14,164
| New | +$501K |
|
|
FNSR
718
DELISTED
Finisar Corp
FNSR
| $506K | 0.04% |
+45,500
| New | +$713K |
|
|
SPNC
719
DELISTED
Spectranetics Corp
SPNC
| $504K | 0.04% |
42,822
+5,822
| +16% | +$104K |
|
|
CSC
720
DELISTED
Computer Sciences
CSC
| $502K | 0.04% |
+19,459
| New | +$525K |
|
721
First Financial Bancorp
FFBC
$3.55B
| $501K | 0.04% |
+26,258
| New | +$488K |
|
722
G-III Apparel Group
GIII
$1.47B
| $499K | 0.04% |
+8,100
| New | +$556K |
|
|
NMBL
723
DELISTED
Nimble Storage, Inc.
NMBL
| $499K | 0.04% |
+20,700
| New | +$540K |
|
|
RRTS
724
DELISTED
RoadRunner Transportation Systems, Inc.
RRTS
| $496K | 0.04% |
+1,080
| New | +$623K |
|
|
SHOR
725
DELISTED
ShoreTel, Inc.
SHOR
| $496K | 0.04% |
+66,400
| New | +$479K |
|
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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.