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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
+16.24%
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
$1.41B
AUM Growth
-$192M
Cap. Flow
-$314M
Cap. Flow %
-22.28%
Top 10 Hldgs %
7.22%
Holding
1,497
New
496
Increased
190
Reduced
261
Closed
550

Top Buys

Rank Stock Value
1
LULU icon
lululemon athletica
LULU
+$9.83M
2
CNC icon
Centene
CNC
+$9.76M
3
BBY icon
Best Buy
BBY
+$9.53M
4
CVX icon
Chevron
CVX
+$9.37M
5
FDX icon
FedEx
FDX
+$9.19M

Top Sells

Rank Stock Value
1
SBUX icon
Starbucks
SBUX
+$12.9M
2
RTX icon
RTX Corp
RTX
+$12M
3
AAP icon
Advance Auto Parts
AAP
+$11.8M
4
KMX icon
CarMax
KMX
+$11.7M
5
ACN icon
Accenture
ACN
+$11.2M

Sector Composition

Rank Sector Weight
1 Consumer Discretionary 18.32%
2 Technology 17.3%
3 Healthcare 13.41%
4 Financials 12.04%
5 Industrials 11.67%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
LGND icon
1151
Ligand Pharmaceuticals
LGND
$5.76B
– –
-43,260
Closed -$3.66M
LH icon
1152
Labcorp
LH
$26.3B
– –
-22,793
Closed -$2.47M
LII icon
1153
Lennox International
LII
$13.3B
– –
-7,272
Closed -$1.59M
LILA icon
1154
Liberty Latin America Class A
LILA
$1.7B
– –
-28,076
Closed -$260K
LITE icon
1155
Lumentum
LITE
$87.8B
– –
-30,807
Closed -$1.29M
LIVN icon
1156
LivaNova
LIVN
$4.45B
– –
-29,221
Closed -$2.67M
LLY icon
1157
Eli Lilly
LLY
$1T
– –
-11,842
Closed -$1.37M
LOB icon
1158
Live Oak Bancshares
LOB
$1.82B
– –
-15,022
Closed -$222K
LOW icon
1159
Lowe's Companies
LOW
$113B
– –
-45,777
Closed -$4.23M
LRCX icon
1160
Lam Research
LRCX
$401B
– –
-364,930
Closed -$4.97M
LRMR icon
1161
Larimar Therapeutics
LRMR
$424M
– –
-2,408
Closed -$143K
LUV icon
1162
Southwest Airlines
LUV
$18.9B
– –
-116,872
Closed -$5.43M
LVS icon
1163
Las Vegas Sands
LVS
$28.5B
– –
-150,218
Closed -$7.82M
LXRX icon
1164
Lexicon Pharmaceuticals
LXRX
$992M
– –
-10,117
Closed -$67K
LYV icon
1165
Live Nation Entertainment
LYV
$39.7B
– –
-35,843
Closed -$1.76M
M icon
1166
Macy's
M
$5.91B
– –
-69,509
Closed -$2.07M
MCO icon
1167
Moody's
MCO
$83.3B
– –
-4,981
Closed -$698K
MCS icon
1168
Marcus Corp
MCS
$835M
– –
-5,746
Closed -$227K
MCY icon
1169
Mercury Insurance
MCY
$5.69B
– –
-13,595
Closed -$703K
MDU icon
1170
MDU Resources
MDU
$4.17B
– –
-162,669
Closed -$1.48M
MED icon
1171
Medifast
MED
$136M
– –
-3,496
Closed -$437K
MFC icon
1172
Manulife Financial
MFC
$71.9B
– –
-106,849
Closed -$1.52M
MFIC icon
1173
MidCap Financial Investment
MFIC
$761M
– –
-77,315
Closed -$959K
MGM icon
1174
MGM Resorts International
MGM
$10.2B
– –
-95,568
Closed -$2.32M
MGPI icon
1175
MGP Ingredients
MGPI
$347M
– –
-6,345
Closed -$362K
45 46
47
48 49

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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 Q1 2019 Portfolio in Review

As of Q1 2019, Trexquant Investment held 1,497 positions worth $1.41B, down 12% from $1.6B the previous quarter. Its ten largest holdings account for 7.2% of the portfolio.

Trexquant Investment withdrew a net $314M in Q1 2019, closing 550 positions and reducing 261 holdings. Its most notable exit was RTX Corp, an estimated $12M position sold in full.

By sector, the portfolio is most concentrated in Consumer Discretionary at 18% of assets, up from 18% a quarter earlier, followed by Technology and Healthcare.

Against the trend, Trexquant Investment opened a new position in lululemon athletica worth $11M.

  • Trexquant Investment's largest Q1 2019 buy was lululemon athletica: 67,332 shares worth $11M.
  • Trexquant Investment added most to Charles Schwab in Q1 2019, an estimated $8.2M increase.
  • Trexquant Investment's biggest Q1 2019 reduction was Starbucks, cutting an estimated $12.9M.
  • Trexquant Investment fully exited RTX Corp in Q1 2019, selling an estimated $12M.
  • Trexquant Investment's ten largest holdings make up 7.2% of its $1.41B portfolio in Q1 2019.
  • Trexquant Investment opened 496 new positions and closed 550 in Q1 2019.
  • Trexquant Investment's portfolio value fell 12% quarter-over-quarter to $1.41B.

Based on Trexquant Investment's 13F filing for Q1 2019, filed 13 May 2019.