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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
-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
MU icon
1026
Micron Technology
MU
$1.13T
– –
-72,368
Closed -$2.79M
MXL icon
1027
MaxLinear
MXL
$6.03B
– –
-12,388
Closed -$290K
NBIX icon
1028
Neurocrine Biosciences
NBIX
$15.8B
– –
-17,656
Closed -$1.49M
NEM icon
1029
Newmont
NEM
$134B
– –
-178,651
Closed -$6.87M
NEOG icon
1030
Neogen
NEOG
$2.59B
– –
-8,276
Closed -$257K
NI icon
1031
NiSource
NI
$20.1B
– –
-11,421
Closed -$329K
NICE icon
1032
Nice
NICE
$5.95B
– –
-3,487
Closed -$478K
NJR icon
1033
New Jersey Resources
NJR
$5.48B
– –
-5,252
Closed -$261K
NKE icon
1034
Nike
NKE
$56.5B
– –
-85,922
Closed -$7.21M
NOK icon
1035
Nokia
NOK
$59.6B
– –
-80,230
Closed -$402K
NOVT icon
1036
Novanta
NOVT
$5.65B
– –
-2,330
Closed -$220K
NOW icon
1037
ServiceNow
NOW
$139B
– –
-103,930
Closed -$5.71M
NTCT icon
1038
NETSCOUT
NTCT
$2.69B
– –
-16,597
Closed -$421K
NTNX icon
1039
Nutanix
NTNX
$18.2B
– –
-215,827
Closed -$5.6M
NTRS icon
1040
Northern Trust
NTRS
$33.8B
– –
-3,706
Closed -$334K
NWE icon
1041
NorthWestern Energy
NWE
$4.42B
– –
-11,293
Closed -$815K
NXPI icon
1042
NXP Semiconductors
NXPI
$56.5B
– –
-10,760
Closed -$1.05M
OC icon
1043
Owens Corning
OC
$10.3B
– –
-18,552
Closed -$1.08M
OEC icon
1044
Orion
OEC
$342M
– –
-23,047
Closed -$493K
OGS icon
1045
ONE Gas
OGS
$5.08B
– –
-3,053
Closed -$276K
OLN icon
1046
Olin
OLN
$2.04B
– –
-70,563
Closed -$1.55M
ORCL icon
1047
Oracle
ORCL
$468B
– –
-160,775
Closed -$9.16M
OVV icon
1048
Ovintiv
OVV
$17.7B
– –
-167,589
Closed -$4.3M
PANW icon
1049
Palo Alto Networks
PANW
$275B
– –
-101,346
Closed -$3.44M
PARA
1050
DELISTED
Paramount Global Class B
PARA
– –
-65,206
Closed -$3.25M
40 41
42
43 44

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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
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.