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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
+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
(+46%)
Cap. Flow
+$449M
Cap. Flow
% of AUM
26.58%
Top 10 Holdings %
Top 10 Hldgs %
7.59%
Holding
1,374
New
549
Increased
258
Reduced
181
Closed
385
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Marathon Petroleum
MPC
|
+$13.2M |
| 2 |
Edwards Lifesciences
EW
|
+$12.7M |
| 3 |
Chevron
CVX
|
+$12.6M |
| 4 |
ExxonMobil
XOM
|
+$12.5M |
| 5 |
Hewlett Packard
HPE
|
+$12.5M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Carnival Corporation Ltd
CCL
|
+$9.38M |
| 2 |
Elevance Health
ELV
|
+$9.35M |
| 3 |
Cisco
CSCO
|
+$9.23M |
| 4 |
Intuit
INTU
|
+$9.17M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
826
PennantPark Floating Rate Capital
PFLT
$721M
| $248K | 0.01% |
+20,393
| New | +$242K |
|
827
Avantor
AVTR
$10.3B
| $247K | 0.01% |
+13,591
| New | +$216K |
|
828
iShares MSCI Saudi Arabia ETF
KSA
$634M
| $247K | 0.01% |
+7,996
| New | +$238K |
|
|
CNR
829
Core Natural Resources Inc
CNR
$4.97B
| $247K | 0.01% |
+17,032
| New | +$235K |
|
830
Methode Electronics
MEI
$501M
| $246K | 0.01% |
+6,243
| New | +$227K |
|
831
Arcos Dorados Holdings
ARCO
$1.72B
| $245K | 0.01% |
+31,130
| New | +$225K |
|
832
Eldorado Gold
EGO
$11.4B
| $245K | 0.01% |
30,514
-114,495
| -79% | -$887K |
|
833
Magnachip Semiconductor
MX
$114M
| $244K | 0.01% |
+21,021
| New | +$246K |
|
|
FLOW
834
DELISTED
SPX FLOW, Inc.
FLOW
| $244K | 0.01% |
+5,000
| New | +$222K |
|
|
BECN
835
DELISTED
Beacon Roofing Supply, Inc.
BECN
| $243K | 0.01% |
+7,586
| New | +$240K |
|
|
TPTX
836
DELISTED
Turning Point Therapeutics, Inc. Common Stock
TPTX
| $243K | 0.01% |
+3,895
| New | +$185K |
|
837
Insperity
NSP
$1.9B
| $242K | 0.01% |
2,814
+576
| +26% | +$50.1K |
|
838
LendingTree
TREE
$391M
| $242K | 0.01% |
+798
| New | +$264K |
|
|
FLY
839
DELISTED
Fly Leasing Limited
FLY
| $241K | 0.01% |
+12,293
| New | +$245K |
|
840
Axsome Therapeutics
AXSM
$10.9B
| $239K | 0.01% |
2,311
-14,758
| -86% | -$596K |
|
|
ELP
841
DELISTED
Companhia Paranaense de Energia (COPEL)
ELP
| $239K | 0.01% |
+35,205
| New | +$199K |
|
842
Silicon Motion
SIMO
$9.22B
| $239K | 0.01% |
4,704
-1,641
| -26% | -$70.4K |
|
843
Vericel Corp
VCEL
$2B
| $239K | 0.01% |
+13,737
| New | +$234K |
|
844
BCE
BCE
$22.1B
| $238K | 0.01% |
+5,141
| New | +$246K |
|
845
Federated Hermes
FHI
$4.59B
| $238K | 0.01% |
7,304
-14,196
| -66% | -$463K |
|
846
Gaotu Techedu
GOTU
$508M
| $238K | 0.01% |
+10,908
| New | +$185K |
|
847
Banco Santander Chile
BSAC
$16.7B
| $237K | 0.01% |
+10,268
| New | +$255K |
|
848
OneMain Financial
OMF
$7.28B
| $237K | 0.01% |
+5,634
| New | +$228K |
|
849
Alibaba
BABA
$280B
| $236K | 0.01% |
1,112
-18,815
| -94% | -$3.53M |
|
|
LBRDA
850
DELISTED
Liberty Broadband Class A
LBRDA
| $236K | 0.01% |
1,896
-2,100
| -53% | -$243K |
|
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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.