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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
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
AMKR icon
1001
Amkor Technology
AMKR
$12.6B
– –
-23,356
Closed -$213K
AMPH icon
1002
Amphastar Pharmaceuticals
AMPH
$975M
– –
-19,853
Closed -$394K
AMWD
1003
DELISTED
American Woodmark
AMWD
– –
-7,789
Closed -$693K
AMZN icon
1004
Amazon
AMZN
$2.77T
– –
-98,320
Closed -$8.53M
ANET icon
1005
Arista Networks
ANET
$246B
– –
-112,400
Closed -$1.68M
APA icon
1006
APA Corp
APA
$15.3B
– –
-82,043
Closed -$2.1M
APD icon
1007
Air Products & Chemicals
APD
$66.3B
– –
-19,474
Closed -$4.32M
APEI icon
1008
American Public Education
APEI
$830M
– –
-11,080
Closed -$248K
APO icon
1009
Apollo Global Management
APO
$77.8B
– –
-35,802
Closed -$1.35M
APPN icon
1010
Appian
APPN
$2.48B
– –
-5,924
Closed -$281K
EFOR
1011
Everforth Inc
EFOR
$1.27B
– –
-7,013
Closed -$441K
ATR icon
1012
AptarGroup
ATR
$7.91B
– –
-2,516
Closed -$298K
AVT icon
1013
Avnet
AVT
$7.59B
– –
-32,594
Closed -$1.45M
AWI icon
1014
Armstrong World Industries
AWI
$7.2B
– –
-6,147
Closed -$594K
AXP icon
1015
American Express
AXP
$220B
– –
-6,754
Closed -$799K
AXS icon
1016
AXIS Capital
AXS
$7.2B
– –
-4,100
Closed -$274K
BAC icon
1017
Bank of America
BAC
$436B
– –
-306,036
Closed -$8.93M
BALL icon
1018
Ball Corp
BALL
$16.2B
– –
-8,311
Closed -$605K
BDC icon
1019
Belden
BDC
$4.77B
– –
-4,184
Closed -$223K
BDX icon
1020
Becton Dickinson
BDX
$48.8B
– –
-8,115
Closed -$2M
BFH icon
1021
Bread Financial
BFH
$4.16B
– –
-11,783
Closed -$1.21M
BIDU icon
1022
Baidu
BIDU
$31.4B
– –
-19,164
Closed -$1.97M
BIIB icon
1023
Biogen
BIIB
$31.4B
– –
-2,521
Closed -$587K
BSBR icon
1024
Santander
BSBR
$44.6B
– –
-18,253
Closed -$190K
BTU icon
1025
Peabody Energy
BTU
$3.59B
– –
-65,365
Closed -$962K
39 40
41
42 43

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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
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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.