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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 | |
|---|---|---|---|---|---|---|
1001
Adobe
ADBE
$89.5B
| – | – |
-24,500
| Closed | -$1.98M |
|
1002
Ameren
AEE
$31.5B
| – | – |
-9,300
| Closed | -$350K |
|
1003
Agnico Eagle Mines
AEM
$72.6B
| – | – |
-64,200
| Closed | -$1.82M |
|
1004
AES
AES
$10.6B
| – | – |
-13,800
| Closed | -$182K |
|
1005
First Majestic Silver
AG
$8.05B
| – | – |
-141,500
| Closed | -$683K |
|
1006
Adecoagro
AGRO
$1.53B
| – | – |
-36,240
| Closed | -$334K |
|
1007
Assurant
AIZ
$13.7B
| – | – |
-13,400
| Closed | -$897K |
|
1008
Akamai
AKAM
$16.8B
| – | – |
-3,400
| Closed | -$237K |
|
1009
Allegiant Air
ALGT
$2.64B
| – | – |
-2,600
| Closed | -$462K |
|
1010
Alaska Air
ALK
$5.15B
| – | – |
-35,800
| Closed | -$2.31M |
|
1011
Alto Ingredients
ALTO
$360M
| – | – |
-47,800
| Closed | -$493K |
|
1012
Applied Materials
AMAT
$426B
| – | – |
-28,500
| Closed | -$547K |
|
|
AMED
1013
DELISTED
Amedisys
AMED
| – | – |
-5,600
| Closed | -$222K |
|
1014
AMN Healthcare
AMN
$1.28B
| – | – |
-15,007
| Closed | -$474K |
|
1015
Ameriprise Financial
AMP
$46.8B
| – | – |
-9,800
| Closed | -$1.22M |
|
1016
Amphastar Pharmaceuticals
AMPH
$825M
| – | – |
-46,614
| Closed | -$819K |
|
1017
AMERISAFE
AMSF
$569M
| – | – |
-7,600
| Closed | -$357K |
|
|
1018
Amazon
AMZN
$2.5T
| – | – |
-168,000
| Closed | -$3.65M |
|
1019
Angi Inc
ANGI
$224M
| – | – |
-5,450
| Closed | -$335K |
|
1020
APA Corp
APA
$12.8B
| – | – |
-6,609
| Closed | -$380K |
|
|
EFOR
1021
Everforth Inc
EFOR
$845M
| – | – |
-54,800
| Closed | -$2.15M |
|
1022
Ashland
ASH
$3.04B
| – | – |
-20,440
| Closed | -$1.22M |
|
1023
ASE Group
ASX
$80.8B
| – | – |
-66,230
| Closed | -$437K |
|
1024
A10 Networks
ATEN
$2.47B
| – | – |
-12,019
| Closed | -$77K |
|
1025
Atmos Energy
ATO
$29.9B
| – | – |
-29,800
| Closed | -$1.53M |
|
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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.