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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
MGK icon
1026
Vanguard Morningstar Mega Cap Growth ETF
MGK
$33.4B
$493K 0.01%
10,870
+6,145
+130% +$290K
ZNTL icon
1027
Zentalis Pharmaceuticals
ZNTL
$360M
$492K 0.01%
24,516
-15,942
-39% -$405K
UEIC icon
1028
Universal Electronics
UEIC
$60M
$491K 0.01%
54,262
-13,285
-20% -$131K
MTX icon
1029
Minerals Technologies
MTX
$2.15B
$490K 0.01%
8,957
-22,741
-72% -$1.3M
AMAL icon
1030
Amalgamated Financial
AMAL
$1.43B
$490K 0.01%
28,440
-12,760
-31% -$231K
BKLN icon
1031
Invesco Senior Loan ETF
BKLN
$6.77B
$489K 0.01%
+23,312
New +$491K
OLK
1032
DELISTED
Olink Holding AB (publ) American Depositary Shares
OLK
$489K 0.01%
33,156
+6,193
+23% +$104K
XOP icon
1033
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$4.21B
$486K 0.01%
+3,287
New +$471K
PCRX icon
1034
Pacira BioSciences
PCRX
$1.03B
$486K 0.01%
+15,845
New +$571K
WOOF icon
1035
Petco
WOOF
$707M
$486K 0.01%
+118,808
New +$781K
LYTS icon
1036
LSI Industries
LYTS
$730M
$481K 0.01%
30,273
+16,194
+115% +$226K
HII icon
1037
Huntington Ingalls Industries
HII
$11.1B
$480K 0.01%
+2,345
New +$517K
LNT icon
1038
Alliant Energy
LNT
$17.6B
$478K 0.01%
9,871
-47,152
-83% -$2.44M
PBH icon
1039
Prestige Consumer Healthcare
PBH
$2.31B
$477K 0.01%
8,340
+4,351
+109% +$263K
PUMP icon
1040
ProPetro Holding
PUMP
$1.5B
$477K 0.01%
44,858
+28,507
+174% +$283K
HCKT icon
1041
Hackett Group
HCKT
$273M
$477K 0.01%
20,202
-4,813
-19% -$112K
CLFD icon
1042
Clearfield
CLFD
$383M
$476K 0.01%
+16,617
New +$652K
CRAI icon
1043
CRA International
CRAI
$1.04B
$476K 0.01%
4,724
+2,060
+77% +$216K
AEHR icon
1044
Aehr Test Systems
AEHR
$3.12B
$472K 0.01%
+10,334
New +$479K
SSP icon
1045
E.W. Scripps
SSP
$290M
$472K 0.01%
86,127
+40,710
+90% +$338K
GLNG icon
1046
Golar LNG
GLNG
$5.3B
$472K 0.01%
19,442
-105,718
-84% -$2.44M
WLDN icon
1047
Willdan Group
WLDN
$1.25B
$470K 0.01%
23,007
-8,889
-28% -$188K
AVNT icon
1048
Avient
AVNT
$3.84B
$470K 0.01%
13,294
-29,492
-69% -$1.14M
GLDD
1049
DELISTED
Great Lakes Dredge & Dock
GLDD
$468K 0.01%
+58,697
New +$486K
HPK icon
1050
HighPeak Energy
HPK
$1.04B
$468K 0.01%
27,714
-31,854
-53% -$462K
40 41
42
43 44

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FCAS
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RFC
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EH
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VRS
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OAC
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WA
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DCM
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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.