We are live on ! Find out more
TI

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
Cap. Flow
+$79.7M
Cap. Flow %
6.88%
Top 10 Hldgs %
8.01%
Holding
1,247
New
486
Increased
168
Reduced
170
Closed
423

Top Buys

Rank Stock Value
1
ELV icon
Elevance Health
ELV
+$10.7M
2
CCL icon
Carnival Corporation Ltd
CCL
+$9.91M
3
DIS icon
Walt Disney
DIS
+$9.88M
4
HPQ icon
HP
HPQ
+$9.61M
5
AVGO icon
Broadcom
AVGO
+$9.58M

Top Sells

Rank Stock Value
1
ORCL icon
Oracle
ORCL
+$9.16M
2
DRI icon
Darden Restaurants
DRI
+$8.9M
3
OKTA icon
Okta
OKTA
+$7.83M
4
MCD icon
McDonald's
MCD
+$7.82M
5
LRCX icon
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
EQH icon
926
Equitable Holdings
EQH
$14.2B
– –
-29,234
Closed -$611K
ESPR
927
DELISTED
Esperion Therapeutics
ESPR
– –
-20,569
Closed -$957K
ETN icon
928
Eaton
ETN
$164B
– –
-14,755
Closed -$1.23M
EVH icon
929
Evolent Health
EVH
$477M
– –
-73,433
Closed -$584K
EW icon
930
Edwards Lifesciences
EW
$50B
– –
-11,091
Closed -$683K
EXC icon
931
Exelon
EXC
$45.3B
– –
-152,960
Closed -$5.23M
EXP icon
932
Eagle Materials
EXP
$5.85B
– –
-9,176
Closed -$851K
EXTR icon
933
Extreme Networks
EXTR
$2.83B
– –
-149,758
Closed -$969K
EZPW icon
934
Ezcorp Inc
EZPW
$2.03B
– –
-25,903
Closed -$245K
F icon
935
Ford
F
$55.8B
– –
-491,975
Closed -$5.03M
FHB icon
936
First Hawaiian
FHB
$3.14B
– –
-11,893
Closed -$308K
FHN icon
937
First Horizon
FHN
$11.7B
– –
-179,769
Closed -$2.68M
FICO icon
938
Fair Isaac
FICO
$20.2B
– –
-6,621
Closed -$2.08M
FIVE icon
939
Five Below
FIVE
$14B
– –
-9,748
Closed -$1.17M
FIX icon
940
Comfort Systems
FIX
$58B
– –
-4,420
Closed -$225K
FIZZ icon
941
National Beverage
FIZZ
$2.91B
– –
-61,470
Closed -$1.37M
FLWS icon
942
1-800-Flowers.com
FLWS
$234M
– –
-14,703
Closed -$278K
FNF icon
943
Fidelity National Financial
FNF
$12B
– –
-7,999
Closed -$310K
FNV icon
944
Franco-Nevada
FNV
$51B
– –
-8,429
Closed -$715K
FOSL icon
945
Fossil Group
FOSL
$302M
– –
-23,564
Closed -$271K
FRO icon
946
Frontline
FRO
$10.4B
– –
-38,058
Closed -$304K
FWRD icon
947
Forward Air
FWRD
$583M
– –
-3,548
Closed -$210K
GDS icon
948
GDS Holdings
GDS
$6.41B
– –
-6,036
Closed -$227K
GKOS icon
949
Glaukos
GKOS
$10.9B
– –
-11,270
Closed -$850K
GLDD
950
DELISTED
Great Lakes Dredge & Dock
GLDD
– –
-12,558
Closed -$139K
36 37
38
39 40

Similar funds

AT
AMF Tjänstepension Stockholm, Sweden $16.9B AUM 36.16% 1-Year Est. Return
FCAS
First Command Advisory Services Fort Worth, Texas $16.8B AUM 23.38% 1-Year Est. Return
RFC
Regions Financial Corp Birmingham, Alabama $16.8B AUM 26.68% 1-Year Est. Return
EH
Equitable Holdings New York $16.7B AUM 24.23% 1-Year Est. Return
VRS
Virginia Retirement Systems Richmond, Virginia $16.7B AUM 42.81% 1-Year Est. Return
OAC
OMERS Administration Corp Toronto, Ontario, Canada $16.7B AUM 35.96% 1-Year Est. Return
WA
Waverly Advisors Birmingham, Alabama $17.2B AUM 24.89% 1-Year Est. Return
DCM
Driehaus Capital Management Chicago, Illinois $17.3B AUM 211.34% 1-Year Est. Return

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.