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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 | |
|---|---|---|---|---|---|---|
|
RDUS
801
DELISTED
Radius Health, Inc.
RDUS
| $401K | 0.03% |
+5,800
| New | +$403K |
|
802
PTC
PTC
$13.7B
| $399K | 0.03% |
+12,600
| New | +$451K |
|
|
DF
803
DELISTED
Dean Foods Company
DF
| $399K | 0.03% |
+24,200
| New | +$414K |
|
|
FPRX
804
DELISTED
Five Prime Therapeutics, Inc.
FPRX
| $397K | 0.03% |
25,838
-11,467
| -31% | -$246K |
|
805
CMS Energy
CMS
$23.1B
| $395K | 0.03% |
11,200
-23,000
| -67% | -$776K |
|
806
Ameris Bancorp
ABCB
$5.89B
| $393K | 0.03% |
13,700
-6,700
| -33% | -$182K |
|
807
Clorox
CLX
$11.6B
| $392K | 0.03% |
+3,400
| New | +$382K |
|
808
Haemonetics
HAE
$3.58B
| $391K | 0.03% |
+12,100
| New | +$455K |
|
809
Kemper
KMPR
$1.7B
| $391K | 0.03% |
+11,070
| New | +$412K |
|
810
Insight Enterprises
NSIT
$3.55B
| $391K | 0.03% |
+15,150
| New | +$401K |
|
811
BlackRock TCP Capital
TCPC
$265M
| $385K | 0.03% |
28,400
+16,400
| +137% | +$250K |
|
|
HF
812
DELISTED
HFF Inc.
HF
| $384K | 0.03% |
+11,400
| New | +$450K |
|
|
SLAI
813
DELISTED
SOLAI Ltd ADS
SLAI
| $383K | 0.03% |
337
-927
| -73% | -$1.16M |
|
|
EOCC
814
DELISTED
Enel Generacion Chile S.A.
EOCC
| $383K | 0.03% |
+15,606
| New | +$417K |
|
815
CME Group
CME
$92.2B
| $380K | 0.03% |
+4,100
| New | +$390K |
|
816
KB Financial Group
KB
$41.2B
| $379K | 0.03% |
+12,900
| New | +$391K |
|
|
AAWW
817
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
| $378K | 0.03% |
+10,941
| New | +$488K |
|
|
NXTM
818
DELISTED
NxStage Medical Inc.
NXTM
| $375K | 0.03% |
23,800
-15,100
| -39% | -$242K |
|
|
FNGN
819
DELISTED
Financial Engines, Inc.
FNGN
| $374K | 0.03% |
+12,700
| New | +$473K |
|
|
FNBC
820
DELISTED
First NBC Bank Holding Company
FNBC
| $374K | 0.03% |
+10,692
| New | +$386K |
|
821
PG&E
PCG
$47.8B
| $373K | 0.03% |
+7,100
| New | +$363K |
|
822
Pembina Pipeline
PBA
$29.9B
| $369K | 0.03% |
15,400
+4,500
| +41% | +$126K |
|
823
Pitney Bowes
PBI
$2.42B
| $369K | 0.03% |
+18,636
| New | +$382K |
|
824
Antero Resources
AR
$10.9B
| $368K | 0.03% |
+17,419
| New | +$464K |
|
|
AVID
825
DELISTED
Avid Technology Inc
AVID
| $368K | 0.03% |
46,321
-21,679
| -32% | -$223K |
|
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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.