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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
+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
GPRE icon
1126
Green Plains
GPRE
$1.11B
– –
-29,121
Closed -$309K
HHH icon
1127
Howard Hughes
HHH
$3.83B
– –
-4,927
Closed -$609K
HLF icon
1128
Herbalife
HLF
$1.3B
– –
-26,294
Closed -$995K
HMC icon
1129
Honda
HMC
$40.3B
– –
-17,478
Closed -$456K
MCHB
1130
Mechanics Bancorp
MCHB
$3.44B
– –
-8,752
Closed -$239K
HRL icon
1131
Hormel Foods
HRL
$11.7B
– –
-20,836
Closed -$911K
HTGC icon
1132
Hercules Capital
HTGC
$3.32B
– –
-30,025
Closed -$401K
HUM icon
1133
Humana
HUM
$48.4B
– –
-6,678
Closed -$1.71M
HWM icon
1134
Howmet Aerospace
HWM
$92.3B
– –
-43,899
Closed -$875K
IART icon
1135
Integra LifeSciences
IART
$1.26B
– –
-10,602
Closed -$637K
ICLR icon
1136
Icon
ICLR
$12.2B
– –
-6,838
Closed -$1.01M
IDCC icon
1137
InterDigital
IDCC
$8.8B
– –
-9,557
Closed -$501K
IEMG icon
1138
iShares Core MSCI Emerging Markets ETF
IEMG
$165B
– –
-10,563
Closed -$518K
IEX icon
1139
IDEX
IEX
$16.6B
– –
-12,343
Closed -$2.02M
IFF icon
1140
International Flavors & Fragrances
IFF
$21.8B
– –
-4,793
Closed -$588K
IHI icon
1141
iShares US Medical Devices ETF
IHI
$3.25B
– –
-5,610
Closed -$231K
INGR icon
1142
Ingredion
INGR
$6.35B
– –
-4,516
Closed -$369K
INTU icon
1143
Intuit
INTU
$87.2B
– –
-34,479
Closed -$9.17M
IOSP icon
1144
Innospec
IOSP
$2.3B
– –
-2,681
Closed -$239K
IRDM icon
1145
Iridium Communications
IRDM
$5.07B
– –
-19,729
Closed -$420K
IRTC icon
1146
iRhythm Holdings
IRTC
$4.03B
– –
-16,010
Closed -$1.19M
ITB icon
1147
iShares US Home Construction ETF
ITB
$2.2B
– –
-6,457
Closed -$280K
ITRI icon
1148
Itron
ITRI
$4.23B
– –
-5,013
Closed -$371K
JBLU icon
1149
JetBlue
JBLU
$1.71B
– –
-36,300
Closed -$608K
JBL icon
1150
Jabil
JBL
$32.7B
– –
-162,612
Closed -$5.82M
44 45
46
47 48

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AT
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FCAS
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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
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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.