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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
+8.5%
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
$1.69B
AUM Growth
+$533M
Cap. Flow
+$449M
Cap. Flow %
26.58%
Top 10 Hldgs %
7.59%
Holding
1,374
New
549
Increased
258
Reduced
181
Closed
385

Top Buys

Rank Stock Value
1
MPC icon
Marathon Petroleum
MPC
+$13.2M
2
EW icon
Edwards Lifesciences
EW
+$12.7M
3
CVX icon
Chevron
CVX
+$12.6M
4
XOM icon
ExxonMobil
XOM
+$12.5M
5
HPE icon
Hewlett Packard
HPE
+$12.5M

Top Sells

Rank Stock Value
1
CCL icon
Carnival Corporation Ltd
CCL
+$9.38M
2
ELV icon
Elevance Health
ELV
+$9.35M
3
CSCO icon
Cisco
CSCO
+$9.23M
4
INTU icon
Intuit
INTU
+$9.17M
5
SLB icon
SLB Ltd
SLB
+$8.97M

Sector Composition

Rank Sector Weight
1 Technology 20.57%
2 Consumer Discretionary 13.65%
3 Healthcare 13.07%
4 Financials 13.05%
5 Industrials 11.03%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
WAT icon
401
Waters Corp
WAT
$39.6B
$850K 0.05%
+3,639
New +$804K
SITE icon
402
SiteOne Landscape Supply
SITE
$4.34B
$848K 0.05%
+9,360
New +$794K
XLI icon
403
State Street Industrial Select Sector SPDR ETF
XLI
$32.1B
$841K 0.05%
+10,319
New +$824K
HP icon
404
Helmerich & Payne
HP
$4.37B
$836K 0.05%
18,397
-84,571
-82% -$3.39M
NYT icon
405
New York Times
NYT
$11B
$834K 0.05%
25,928
-846
-3% -$26.3K
AWK icon
406
American Water Works
AWK
$27.9B
$833K 0.05%
6,777
+4,708
+228% +$571K
TM icon
407
Toyota
TM
$227B
$831K 0.05%
+5,913
New +$826K
CSX icon
408
CSX Corp
CSX
$90.8B
$829K 0.05%
+34,362
New +$813K
HGV icon
409
Hilton Grand Vacations
HGV
$3.15B
$829K 0.05%
+24,096
New +$828K
GVA icon
410
Granite Construction
GVA
$5.29B
$827K 0.05%
+29,877
New +$850K
P
411
Everpure Inc
P
$33.6B
$827K 0.05%
48,312
+31,908
+195% +$564K
VC icon
412
Visteon
VC
$2.69B
$825K 0.05%
+9,526
New +$849K
UA icon
413
Under Armour Class C
UA
$2.13B
$822K 0.05%
42,850
+3,102
+8% +$54.6K
ASB icon
414
Associated Banc-Corp
ASB
$5.76B
$818K 0.05%
+37,110
New +$783K
ENOV icon
415
Enovis
ENOV
$1.15B
$815K 0.05%
+13,013
New +$736K
BGS icon
416
B&G Foods
BGS
$268M
$805K 0.05%
44,893
+14,658
+48% +$247K
AUB icon
417
Atlantic Union Bankshares
AUB
$5.74B
$803K 0.05%
21,390
+5,605
+36% +$211K
EVR icon
418
Evercore
EVR
$11.4B
$801K 0.05%
+10,718
New +$817K
CLH icon
419
Clean Harbors
CLH
$16.7B
$800K 0.05%
9,328
+2,997
+47% +$244K
TXT icon
420
Textron
TXT
$13.7B
$800K 0.05%
+17,942
New +$831K
BAH icon
421
Booz Allen Hamilton
BAH
$8.67B
$799K 0.05%
+11,232
New +$800K
GRA
422
DELISTED
W.R. Grace & Co.
GRA
$797K 0.05%
11,407
-765
-6% -$51.3K
FDN icon
423
First Trust Dow Jones Internet Index Fund ETF
FDN
$5.29B
$796K 0.05%
+5,723
New +$772K
RNST icon
424
Renasant Corp
RNST
$3.73B
$791K 0.05%
+22,329
New +$788K
XLY icon
425
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.1B
$791K 0.05%
12,610
+7,136
+130% +$434K
15 16
17
18 19

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FCAS
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RFC
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EH
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VRS
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OAC
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WA
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DCM
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Trexquant Investment's Q4 2019 Portfolio in Review

As of Q4 2019, Trexquant Investment held 1,374 positions worth $1.69B, up 46% from $1.16B the previous quarter. Its ten largest holdings account for 7.6% of the portfolio.

Trexquant Investment deployed $449M of net new capital in Q4 2019, opening 549 new positions and adding to 258 existing holdings. Its largest new stake was Marathon Petroleum: 211,757 shares worth $12.8M.

By sector, the portfolio is most concentrated in Technology at 21% of assets, up from 19% a quarter earlier, followed by Consumer Discretionary and Healthcare.

On the sell side, the largest reduction was Altria Group, an estimated $8.73M trimmed.

  • Trexquant Investment's largest Q4 2019 buy was Marathon Petroleum: 211,757 shares worth $12.8M.
  • Trexquant Investment added most to General Mills in Q4 2019, an estimated $11.7M increase.
  • Trexquant Investment's biggest Q4 2019 reduction was Altria Group, cutting an estimated $8.73M.
  • Trexquant Investment fully exited Carnival Corporation Ltd in Q4 2019, selling an estimated $9.38M.
  • Trexquant Investment's ten largest holdings make up 7.6% of its $1.69B portfolio in Q4 2019.
  • Trexquant Investment opened 549 new positions and closed 385 in Q4 2019.
  • Trexquant Investment's portfolio value rose 46% quarter-over-quarter to $1.69B.

Based on Trexquant Investment's 13F filing for Q4 2019, filed 12 Feb 2020.