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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 | |
|---|---|---|---|---|---|---|
|
ESL
176
DELISTED
Esterline Technologies
ESL
| $1.88M | 0.16% |
+26,100
| New | +$2.22M |
|
177
Entergy
ETR
$54.1B
| $1.87M | 0.16% |
57,600
+22,000
| +62% | +$747K |
|
178
Builders FirstSource
BLDR
$7.84B
| $1.87M | 0.16% |
+147,200
| New | +$2.09M |
|
|
CHU
179
DELISTED
China Unicom (HONG KONG) Limited
CHU
| $1.85M | 0.16% |
145,300
+68,300
| +89% | +$933K |
|
|
PPLI
180
People Inc
PPLI
$3.1B
| $1.85M | 0.16% |
158,910
+80,065
| +102% | +$1.06M |
|
|
MLNX
181
DELISTED
Mellanox Technologies, Ltd.
MLNX
| $1.84M | 0.16% |
48,800
+6,400
| +15% | +$275K |
|
182
Equinor
EQNR
$95.9B
| $1.83M | 0.16% |
126,000
+108,200
| +608% | +$1.71M |
|
|
SHLM
183
DELISTED
Schulman (A.) Inc
SHLM
| $1.82M | 0.16% |
56,156
+38,201
| +213% | +$1.35M |
|
184
Nucor
NUE
$56.4B
| $1.81M | 0.16% |
48,100
+29,400
| +157% | +$1.26M |
|
|
SNBR
185
DELISTED
Sleep Number
SNBR
| $1.8M | 0.16% |
+82,381
| New | +$2.1M |
|
186
PepsiCo
PEP
$186B
| $1.8M | 0.16% |
19,100
+14,600
| +324% | +$1.39M |
|
187
BGC Group
BGC
$5.58B
| $1.8M | 0.15% |
340,665
+25,633
| +8% | +$149K |
|
188
Archer Daniels Midland
ADM
$41.4B
| $1.8M | 0.15% |
43,400
+23,900
| +123% | +$1.09M |
|
|
UMPQ
189
DELISTED
Umpqua Holdings Corp
UMPQ
| $1.79M | 0.15% |
110,000
+53,578
| +95% | +$922K |
|
190
International Paper
IP
$22.3B
| $1.78M | 0.15% |
49,843
+12,144
| +32% | +$515K |
|
|
HMHC
191
DELISTED
Houghton Mifflin Harcourt Company
HMHC
| $1.78M | 0.15% |
+87,601
| New | +$2.09M |
|
|
CPHD
192
DELISTED
Cepheid Inc
CPHD
| $1.78M | 0.15% |
+39,300
| New | +$2.1M |
|
193
Caesarstone
CSTE
$72.3M
| $1.77M | 0.15% |
+58,400
| New | +$3.05M |
|
194
Lincoln National
LNC
$7.91B
| $1.77M | 0.15% |
37,400
+21,700
| +138% | +$1.16M |
|
195
Canadian Pacific Kansas City
CP
$82B
| $1.76M | 0.15% |
+61,405
| New | +$1.85M |
|
|
CPN
196
DELISTED
Calpine Corporation
CPN
| $1.76M | 0.15% |
+120,800
| New | +$1.98M |
|
197
TripAdvisor
TRIP
$1.59B
| $1.76M | 0.15% |
+27,900
| New | +$2.11M |
|
198
Jack in the Box
JACK
$278M
| $1.76M | 0.15% |
22,800
+5,200
| +30% | +$444K |
|
199
Matador Resources
MTDR
$6.31B
| $1.75M | 0.15% |
+84,499
| New | +$1.84M |
|
200
3D Systems Corp
DDD
$420M
| $1.75M | 0.15% |
+151,500
| New | +$2.1M |
|
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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.