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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 | |
|---|---|---|---|---|---|---|
1276
Verisk Analytics
VRSK
$26.4B
| – | – |
-29,400
| Closed | -$2.14M |
|
1277
Vertex Pharmaceuticals
VRTX
$121B
| – | – |
-20,000
| Closed | -$2.47M |
|
1278
Verastem
VSTM
$532M
| – | – |
-1,250
| Closed | -$113K |
|
1279
Weibo
WB
$1.9B
| – | – |
-15,400
| Closed | -$263K |
|
1280
Warner Bros
WBD
$64.6B
| – | – |
-9,300
| Closed | -$309K |
|
1281
Workday
WDAY
$33.4B
| – | – |
-4,900
| Closed | -$374K |
|
1282
WEC Energy
WEC
$37.7B
| – | – |
-23,894
| Closed | -$1.07M |
|
1283
Winnebago Industries
WGO
$870M
| – | – |
-35,020
| Closed | -$826K |
|
1284
Whirlpool
WHR
$2.42B
| – | – |
-10,800
| Closed | -$1.87M |
|
1285
World Kinect Corp
WKC
$1.96B
| – | – |
-15,300
| Closed | -$733K |
|
1286
Westlake Corp
WLK
$9.46B
| – | – |
-23,100
| Closed | -$1.58M |
|
1287
John Wiley & Sons Class A
WLY
$2.52B
| – | – |
-28,500
| Closed | -$1.55M |
|
1288
Waste Management
WM
$95.9B
| – | – |
-35,400
| Closed | -$1.64M |
|
1289
Wabash National
WNC
$543M
| – | – |
-85,121
| Closed | -$1.07M |
|
|
WNS
1290
DELISTED
WNS Holdings
WNS
| – | – |
-17,700
| Closed | -$473K |
|
1291
Worthington Enterprises
WOR
$2.76B
| – | – |
-22,155
| Closed | -$410K |
|
1292
Watsco Inc
WSO
$14.9B
| – | – |
-7,600
| Closed | -$940K |
|
1293
Watts Water Technologies
WTS
$11.5B
| – | – |
-17,500
| Closed | -$907K |
|
1294
Wolverine World Wide
WWW
$1.54B
| – | – |
-56,600
| Closed | -$1.61M |
|
1295
Xcel Energy
XEL
$51B
| – | – |
-14,800
| Closed | -$476K |
|
|
XNET
1296
Xunlei
XNET
$351M
| – | – |
-90,763
| Closed | -$1.09M |
|
1297
Expro Ltd
XPRO
$1.79B
| – | – |
-3,817
| Closed | -$431K |
|
1298
Xerox
XRX
$337M
| – | – |
-28,994
| Closed | -$812K |
|
1299
Zimmer Biomet
ZBH
$17.7B
| – | – |
-27,707
| Closed | -$2.94M |
|
1300
Metallus
MTUS
$873M
| – | – |
-27,000
| Closed | -$728K |
|
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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.