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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
-2.14%
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
WBA
1126
DELISTED
Walgreens Boots Alliance
WBA
– –
-108,090
Closed -$5.91M
WBS
1127
DELISTED
Webster Financial
WBS
– –
-10,441
Closed -$499K
WFC icon
1128
Wells Fargo
WFC
$271B
– –
-31,700
Closed -$1.5M
WHR icon
1129
Whirlpool
WHR
$2.4B
– –
-3,879
Closed -$552K
WMT icon
1130
Walmart Inc
WMT
$840B
– –
-28,227
Closed -$1.04M
WOR icon
1131
Worthington Enterprises
WOR
$2.95B
– –
-23,005
Closed -$571K
WSBC icon
1132
WesBanco
WSBC
$3.84B
– –
-6,627
Closed -$255K
WSO icon
1133
Watsco Inc
WSO
$12.8B
– –
-6,662
Closed -$1.09M
WTI icon
1134
W&T Offshore
WTI
$610M
– –
-90,079
Closed -$447K
WTW icon
1135
Willis Towers Watson
WTW
$29.2B
– –
-1,727
Closed -$331K
WYNN icon
1136
Wynn Resorts
WYNN
$9.29B
– –
-53,475
Closed -$6.63M
X
1137
DELISTED
US Steel
X
– –
-209,843
Closed -$3.21M
XPRO icon
1138
Expro Ltd
XPRO
$2.04B
– –
-3,864
Closed -$127K
Z icon
1139
Zillow
Z
$7.22B
– –
-24,323
Closed -$1.13M
ZBH icon
1140
Zimmer Biomet
ZBH
$18.1B
– –
-30,695
Closed -$3.51M
ZG icon
1141
Zillow
ZG
$7.36B
– –
-15,604
Closed -$714K
ZS icon
1142
Zscaler
ZS
$27.2B
– –
-32,325
Closed -$2.48M
ZTS icon
1143
Zoetis
ZTS
$30.3B
– –
-7,414
Closed -$841K
MTUS icon
1144
Metallus
MTUS
$812M
– –
-10,059
Closed -$82K
CNH
1145
CNH Industrial
CNH
$22.3B
– –
-80,014
Closed -$716K
INVX
1146
Innovex International
INVX
$2.09B
– –
-8,195
Closed -$393K
PENG
1147
Penguin Solutions Inc
PENG
$2.61B
– –
-31,794
Closed -$365K
FLG
1148
Flagstar Bank National Association
FLG
$5.5B
– –
-22,827
Closed -$683K
ONC
1149
BeOne Medicines Ltd
ONC
$39.7B
– –
-9,248
Closed -$1.15M
XYZ
1150
Block Inc
XYZ
$48B
– –
-50,206
Closed -$3.64M
44 45
46
47 48

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AT
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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 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.