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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
NUE icon
1201
Nucor
NUE
$58.2B
– –
-27,063
Closed -$1.38M
NUS icon
1202
Nu Skin
NUS
$231M
– –
-23,896
Closed -$1.02M
NVCR icon
1203
NovoCure
NVCR
$1.96B
– –
-24,067
Closed -$1.8M
NWS icon
1204
News Corp Class B
NWS
$17.9B
– –
-11,158
Closed -$160K
OI icon
1205
O-I Glass
OI
$1.04B
– –
-58,865
Closed -$605K
OIH icon
1206
VanEck Oil Services ETF
OIH
$2.1B
– –
-940
Closed -$221K
OPRA
1207
Opera Ltd
OPRA
$1.63B
– –
-18,082
Closed -$182K
ORA icon
1208
Ormat Technologies
ORA
$6.64B
– –
-5,924
Closed -$440K
ORLY icon
1209
O'Reilly Automotive
ORLY
$69.5B
– –
-90,240
Closed -$2.4M
OSBC icon
1210
Old Second Bancorp
OSBC
$1.3B
– –
-15,030
Closed -$184K
OSK icon
1211
Oshkosh
OSK
$9.49B
– –
-15,185
Closed -$1.15M
OTEX icon
1212
Open Text
OTEX
$5.66B
– –
-5,288
Closed -$216K
PAAS icon
1213
Pan American Silver
PAAS
$21.1B
– –
-61,245
Closed -$960K
PAYC icon
1214
Paycom
PAYC
$9.88B
– –
-13,499
Closed -$2.83M
PBR.A icon
1215
Petrobras Class A
PBR.A
$122B
– –
-33,793
Closed -$444K
PCTY icon
1216
Paylocity
PCTY
$7.62B
– –
-3,382
Closed -$330K
PDD icon
1217
Pinduoduo
PDD
$114B
– –
-14,865
Closed -$479K
PFG icon
1218
Principal Financial Group
PFG
$24.6B
– –
-15,798
Closed -$903K
PFGC icon
1219
Performance Food Group
PFGC
$15.2B
– –
-4,988
Closed -$229K
PI icon
1220
Impinj
PI
$5.25B
– –
-6,486
Closed -$200K
PINC
1221
DELISTED
Premier
PINC
– –
-71,501
Closed -$2.07M
PNR icon
1222
Pentair
PNR
$9.36B
– –
-24,366
Closed -$921K
POR icon
1223
Portland General Electric
POR
$5.82B
– –
-10,218
Closed -$576K
PRDO icon
1224
Perdoceo Education
PRDO
$2.07B
– –
-42,178
Closed -$670K
PRLB icon
1225
Protolabs
PRLB
$1.94B
– –
-5,709
Closed -$583K
47 48
49
50 51

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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.