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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
MGNX icon
851
MacroGenics
MGNX
$262M
$777K 0.02%
166,689
-8,357
-5% -$41.6K
SAR icon
852
Saratoga Investment
SAR
$279M
$775K 0.02%
+30,157
New +$793K
BW icon
853
Babcock & Wilcox
BW
$1.11B
$771K 0.02%
183,167
+143,815
+365% +$751K
FWRG icon
854
First Watch Restaurant Group
FWRG
$696M
$764K 0.02%
+44,215
New +$815K
MCHB
855
Mechanics Bancorp
MCHB
$3.42B
$764K 0.02%
98,036
-82,710
-46% -$734K
AVNS
856
DELISTED
Avanos Medical
AVNS
$759K 0.02%
+37,543
New +$851K
NVRI icon
857
Enviri
NVRI
$636M
$756K 0.02%
104,766
-99,006
-49% -$800K
IESC icon
858
IES Holdings
IESC
$12.9B
$756K 0.02%
22,950
-3,424
-13% -$111K
FITB
859
Fifth Third Bancorp
FITB
$49.1B
$755K 0.02%
+29,787
New +$803K
TX icon
860
Ternium
TX
$11.4B
$753K 0.02%
18,870
+11,274
+148% +$465K
BRO icon
861
Brown & Brown
BRO
$22.3B
$752K 0.02%
+10,766
New +$768K
GEF icon
862
Greif
GEF
$4.75B
$751K 0.02%
+11,245
New +$797K
UBSI icon
863
United Bankshares
UBSI
$6.39B
$749K 0.02%
27,142
+14,785
+120% +$445K
SNEX icon
864
StoneX
SNEX
$8.36B
$748K 0.02%
+39,077
New +$717K
ITRN icon
865
Ituran Location and Control
ITRN
$1.02B
$748K 0.02%
25,003
+10,134
+68% +$284K
NVGS icon
866
Navigator Holdings
NVGS
$1.39B
$745K 0.02%
50,440
-32,719
-39% -$452K
MTUM icon
867
iShares MSCI USA Momentum Factor ETF
MTUM
$24.9B
$743K 0.02%
+5,315
New +$767K
SEE
868
DELISTED
Sealed Air
SEE
$740K 0.02%
+22,506
New +$870K
VTS icon
869
Vitesse Energy
VTS
$767M
$739K 0.02%
+32,279
New +$758K
NMRK icon
870
Newmark Group
NMRK
$2.65B
$739K 0.02%
+114,856
New +$795K
CHUY
871
DELISTED
Chuy's Holdings, Inc. Common Stock
CHUY
$733K 0.02%
+20,614
New +$791K
PLRX icon
872
Pliant Therapeutics
PLRX
$71.2M
$733K 0.02%
42,277
+22,308
+112% +$387K
KELYA icon
873
Kelly Services Class A
KELYA
$554M
$731K 0.02%
40,176
+7,037
+21% +$127K
FOLD
874
DELISTED
Amicus Therapeutics
FOLD
$729K 0.02%
+59,976
New +$774K
TCPC icon
875
BlackRock TCP Capital
TCPC
$338M
$729K 0.02%
62,059
-86,675
-58% -$1.04M
33 34
35
36 37

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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.