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
+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
CNC icon
1051
Centene
CNC
$31.9B
– –
-5,728
Closed -$248K
CNDT icon
1052
Conduent
CNDT
$257M
– –
-42,194
Closed -$262K
CNX icon
1053
CNX Resources
CNX
$5.48B
– –
-143,548
Closed -$1.04M
COOP
1054
DELISTED
Mr. Cooper
COOP
– –
-27,267
Closed -$290K
COST icon
1055
Costco
COST
$404B
– –
-27,441
Closed -$7.91M
CP icon
1056
Canadian Pacific Kansas City
CP
$80.1B
– –
-16,795
Closed -$747K
CPRT icon
1057
Copart
CPRT
$30.2B
– –
-373,548
Closed -$7.5M
CPS icon
1058
Cooper-Standard Automotive
CPS
$462M
– –
-10,782
Closed -$441K
CRM icon
1059
Salesforce
CRM
$205B
– –
-46,031
Closed -$6.83M
CROX icon
1060
Crocs
CROX
$5.48B
– –
-43,339
Closed -$1.2M
CRUS icon
1061
Cirrus Logic
CRUS
$5.55B
– –
-11,900
Closed -$638K
CSCO icon
1062
Cisco
CSCO
$430B
– –
-186,893
Closed -$9.23M
CSGP icon
1063
CoStar Group
CSGP
$12.3B
– –
-6,870
Closed -$408K
CSTM icon
1064
Constellium
CSTM
$3.72B
– –
-25,314
Closed -$322K
CSW
1065
CSW Industrials
CSW
$4.94B
– –
-4,666
Closed -$322K
CTMX icon
1066
CytomX Therapeutics
CTMX
$795M
– –
-12,855
Closed -$95K
CUBI icon
1067
Customers Bancorp
CUBI
$2.66B
– –
-26,518
Closed -$550K
CVI icon
1068
CVR Energy
CVI
$4.64B
– –
-12,823
Closed -$565K
CWCO icon
1069
Consolidated Water Co
CWCO
$459M
– –
-15,864
Closed -$262K
CYBR
1070
DELISTED
CyberArk
CYBR
– –
-16,914
Closed -$1.69M
CZR icon
1071
Caesars Entertainment
CZR
$6.04B
– –
-34,223
Closed -$1.36M
D icon
1072
Dominion Energy
D
$58.2B
– –
-12,007
Closed -$973K
DAN icon
1073
Dana Inc
DAN
$3.37B
– –
-28,931
Closed -$418K
DAR icon
1074
Darling Ingredients
DAR
$10.6B
– –
-11,680
Closed -$223K
DCI icon
1075
Donaldson
DCI
$10.5B
– –
-34,584
Closed -$1.8M
41 42
43
44 45

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 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.