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Trexquant Investment Portfolio holdings
AUM
$17B
1-Year Est. Return
39.66%
This Fund
S&P 500
This Quarter
Est. Return
-2.14%
1 Year Est. Return
+39.66%
3 Year Est. Return
+112.15%
5 Year Est. Return
+98.93%
10 Year Est. Return
+403.68%
AUM
$1.16B
AUM Growth
+$46.7M
(+4.2%)
Cap. Flow
+$79.7M
Cap. Flow
% of AUM
6.88%
Top 10 Holdings %
Top 10 Hldgs %
8.01%
Holding
1,247
New
486
Increased
168
Reduced
170
Closed
423
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Elevance Health
ELV
|
+$10.7M |
| 2 |
Carnival Corporation Ltd
CCL
|
+$9.91M |
| 3 |
Walt Disney
DIS
|
+$9.88M |
| 4 |
HP
HPQ
|
+$9.61M |
| 5 |
Broadcom
AVGO
|
+$9.58M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Oracle
ORCL
|
+$9.16M |
| 2 |
Darden Restaurants
DRI
|
+$8.9M |
| 3 |
Okta
OKTA
|
+$7.83M |
| 4 |
McDonald's
MCD
|
+$7.82M |
| 5 |
Lam Research
LRCX
|
+$7.71M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 18.9% |
| 2 | Consumer Discretionary | 15.25% |
| 3 | Financials | 14.11% |
| 4 | Industrials | 11.75% |
| 5 | Healthcare | 11.49% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
276
Steel Dynamics
STLD
$34.4B
| $1.04M | 0.09% |
+34,927
| New | +$1.03M |
|
277
CMS Energy
CMS
$21.6B
| $1.04M | 0.09% |
+16,249
| New | +$987K |
|
278
Fluor
FLR
$7.57B
| $1.04M | 0.09% |
+54,219
| New | +$1.29M |
|
|
NVRO
279
DELISTED
NEVRO CORP.
NVRO
| $1.02M | 0.09% |
11,845
+6,114
| +107% | +$463K |
|
280
Nu Skin
NUS
$231M
| $1.02M | 0.09% |
+23,896
| New | +$1M |
|
281
Guardant Health
GH
$21.6B
| $1.01M | 0.09% |
+15,892
| New | +$1.4M |
|
282
Icon
ICLR
$12.2B
| $1.01M | 0.09% |
6,838
+3,635
| +113% | +$558K |
|
283
Dropbox
DBX
$7.35B
| $1.01M | 0.09% |
+49,865
| New | +$1.06M |
|
284
DXC Technology
DXC
$1.79B
| $1M | 0.09% |
34,059
-41,505
| -55% | -$1.77M |
|
285
CareDx
CDNA
$2.6B
| $1M | 0.09% |
44,333
+35,098
| +380% | +$972K |
|
286
Herbalife
HLF
$1.3B
| $995K | 0.09% |
+26,294
| New | +$1.03M |
|
287
First American
FAF
$7.29B
| $993K | 0.09% |
+16,828
| New | +$963K |
|
288
Texas Capital Bancshares
TCBI
$4.25B
| $993K | 0.09% |
+18,179
| New | +$1.04M |
|
289
Idacorp
IDA
$7.98B
| $989K | 0.09% |
8,779
+6,279
| +251% | +$669K |
|
290
Cummins
CMI
$77.3B
| $980K | 0.08% |
+6,027
| New | +$964K |
|
291
Republic Services
RSG
$67.9B
| $979K | 0.08% |
11,316
-461
| -4% | -$40.5K |
|
292
HDFC Bank
HDB
$116B
| $976K | 0.08% |
+34,232
| New | +$974K |
|
293
Alaska Air
ALK
$4.55B
| $973K | 0.08% |
+14,993
| New | +$945K |
|
294
Dominion Energy
D
$58.2B
| $973K | 0.08% |
+12,007
| New | +$929K |
|
295
Lincoln National
LNC
$8.29B
| $964K | 0.08% |
15,979
-26,562
| -62% | -$1.59M |
|
296
Peabody Energy
BTU
$3.59B
| $962K | 0.08% |
65,365
+20,949
| +47% | +$408K |
|
297
Pan American Silver
PAAS
$21.1B
| $960K | 0.08% |
+61,245
| New | +$991K |
|
298
Haemonetics
HAE
$4.68B
| $949K | 0.08% |
+7,526
| New | +$955K |
|
299
W.R. Berkley
WRB
$25.9B
| $949K | 0.08% |
+29,576
| New | +$924K |
|
300
Comcast
CMCSA
$93.4B
| $945K | 0.08% |
20,972
-60,897
| -74% | -$2.7M |
|
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Trexquant Investment's Q3 2019 Portfolio in Review
As of Q3 2019, Trexquant Investment held 1,247 positions worth $1.16B, up 4.2% from $1.11B the previous quarter. Its ten largest holdings account for 8% of the portfolio.
Trexquant Investment deployed $79.7M of net new capital in Q3 2019, opening 486 new positions and adding to 168 existing holdings. Its largest new stake was Elevance Health: 38,936 shares worth $9.35M.
By sector, the portfolio is most concentrated in Technology at 19% of assets, down from 21% a quarter earlier, followed by Consumer Discretionary and Financials.
On the sell side, the largest reduction was Okta, an estimated $7.83M trimmed.
- Trexquant Investment's largest Q3 2019 buy was Elevance Health: 38,936 shares worth $9.35M.
- Trexquant Investment added most to HCA Healthcare in Q3 2019, an estimated $8.49M increase.
- Trexquant Investment's biggest Q3 2019 reduction was Okta, cutting an estimated $7.83M.
- Trexquant Investment fully exited Oracle in Q3 2019, selling an estimated $9.16M.
- Trexquant Investment's ten largest holdings make up 8% of its $1.16B portfolio in Q3 2019.
- Trexquant Investment opened 486 new positions and closed 423 in Q3 2019.
- Trexquant Investment's portfolio value rose 4.2% quarter-over-quarter to $1.16B.
Based on Trexquant Investment's 13F filing for Q3 2019, filed 8 Nov 2019.