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TI

Trexquant Investment Portfolio holdings

AUM $17B
1-Year Est. Return 39.66%
This Fund
S&P 500
This Quarter Est. Return
-2.57%
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
$3.99B
AUM Growth
+$171M
Cap. Flow
+$382M
Cap. Flow %
9.58%
Top 10 Hldgs %
8.83%
Holding
1,926
New
545
Increased
445
Reduced
417
Closed
518

Top Buys

Rank Stock Value
1
MSFT icon
Microsoft
MSFT
+$43M
2
HSY icon
Hershey
HSY
+$37.7M
3
PG icon
Procter & Gamble
PG
+$33.2M
4
STZ icon
Constellation Brands
STZ
+$31.8M
5
XYZ
Block Inc
XYZ
+$30.9M

Top Sells

Rank Stock Value
1
HUM icon
Humana
HUM
+$33.3M
2
MDB icon
MongoDB
MDB
+$26.6M
3
CVNA icon
Carvana
CVNA
+$25.4M
4
MCK icon
McKesson
MCK
+$23.4M
5
IDXX icon
Idexx Laboratories
IDXX
+$22.7M

Sector Composition

Rank Sector Weight
1 Technology 21.11%
2 Consumer Discretionary 14.9%
3 Healthcare 13.95%
4 Industrials 11.09%
5 Financials 10.64%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
SBSW icon
351
Sibanye-Stillwater
SBSW
$9.28B
$3.12M 0.08%
505,369
+484,594
+2,333% +$3.19M
PCOR icon
352
Procore
PCOR
$8.23B
$3.11M 0.08%
+47,584
New +$3.18M
ASO icon
353
Academy Sports + Outdoors
ASO
$3.17B
$3.1M 0.08%
+65,623
New +$3.51M
HP icon
354
Helmerich & Payne
HP
$4.42B
$3.1M 0.08%
73,535
-26,572
-27% -$1.11M
IPGP icon
355
IPG Photonics
IPGP
$3.42B
$3.1M 0.08%
30,503
-3,620
-11% -$408K
ITUB icon
356
Itaú Unibanco
ITUB
$89.1B
$3.08M 0.08%
+650,552
New +$3.24M
DVA icon
357
DaVita
DVA
$11.7B
$3.07M 0.08%
+32,503
New +$3.32M
BN icon
358
Brookfield
BN
$86B
$3.07M 0.08%
147,146
+64,085
+77% +$1.44M
DISH
359
DELISTED
DISH Network Corp.
DISH
$3.07M 0.08%
523,336
-249,582
-32% -$1.7M
VNQ icon
360
Vanguard Real Estate ETF
VNQ
$37.5B
$3.06M 0.08%
+40,404
New +$3.33M
ERIE icon
361
Erie Indemnity
ERIE
$12.7B
$3.03M 0.08%
10,306
+1,940
+23% +$502K
MPWR icon
362
Monolithic Power Systems
MPWR
$59.2B
$3.03M 0.08%
6,548
+5,590
+584% +$2.86M
DIOD icon
363
Diodes
DIOD
$4.15B
$3.01M 0.08%
38,142
+32,919
+630% +$2.77M
EVRG icon
364
Evergy
EVRG
$18.7B
$3M 0.08%
+59,102
New +$3.36M
ALLY icon
365
Ally Financial
ALLY
$12.7B
$2.99M 0.08%
112,144
-222,203
-66% -$6.2M
EYE icon
366
National Vision
EYE
$1.35B
$2.99M 0.08%
184,765
+31,473
+21% +$630K
IMVT icon
367
Immunovant
IMVT
$8B
$2.99M 0.07%
+77,806
New +$1.76M
PD icon
368
PagerDuty
PD
$1.07B
$2.98M 0.07%
132,629
+47,012
+55% +$1.12M
PSN icon
369
Parsons
PSN
$4.94B
$2.98M 0.07%
+54,819
New +$2.9M
COLL icon
370
Collegium Pharmaceutical
COLL
$760M
$2.97M 0.07%
132,979
+32,680
+33% +$745K
MNRO icon
371
Monro
MNRO
$392M
$2.97M 0.07%
106,936
+30,112
+39% +$1.04M
SWN
372
DELISTED
Southwestern Energy Company
SWN
$2.97M 0.07%
+460,212
New +$2.93M
CNR
373
Core Natural Resources Inc
CNR
$4.93B
$2.96M 0.07%
28,238
+6,712
+31% +$548K
VZ icon
374
Verizon
VZ
$207B
$2.95M 0.07%
+91,045
New +$3.08M
PPC icon
375
Pilgrim's Pride
PPC
$7.2B
$2.94M 0.07%
128,942
+74,316
+136% +$1.81M
13 14
15
16 17

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RFC
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VRS
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Trexquant Investment's Q3 2023 Portfolio in Review

As of Q3 2023, Trexquant Investment held 1,926 positions worth $3.99B, up 4.5% from $3.82B the previous quarter. Its ten largest holdings account for 8.8% of the portfolio.

Trexquant Investment deployed $382M of net new capital in Q3 2023, opening 545 new positions and adding to 445 existing holdings. Its largest new stake was Microsoft: 130,179 shares worth $41.1M.

By sector, the portfolio is most concentrated in Technology at 21% of assets, up from 20% a quarter earlier, followed by Consumer Discretionary and Healthcare.

On the sell side, the largest reduction was Carvana, an estimated $25.4M trimmed.

  • Trexquant Investment's largest Q3 2023 buy was Microsoft: 130,179 shares worth $41.1M.
  • Trexquant Investment added most to Block Inc in Q3 2023, an estimated $30.9M increase.
  • Trexquant Investment's biggest Q3 2023 reduction was Carvana, cutting an estimated $25.4M.
  • Trexquant Investment fully exited Humana in Q3 2023, selling an estimated $33.3M.
  • Trexquant Investment's ten largest holdings make up 8.8% of its $3.99B portfolio in Q3 2023.
  • Trexquant Investment opened 545 new positions and closed 518 in Q3 2023.
  • Trexquant Investment's portfolio value rose 4.5% quarter-over-quarter to $3.99B.

Based on Trexquant Investment's 13F filing for Q3 2023, filed 13 Nov 2023.