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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
-25.29%
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
$1.38B
AUM Growth
-$312M
Cap. Flow
+$211M
Cap. Flow %
15.32%
Top 10 Hldgs %
6.53%
Holding
1,588
New
598
Increased
286
Reduced
166
Closed
536

Top Buys

Rank Stock Value
1
SLB icon
SLB Ltd
SLB
+$13.5M
2
AAPL icon
Apple
AAPL
+$10.9M
3
FANG icon
Diamondback Energy
FANG
+$9.8M
4
TSLA icon
Tesla
TSLA
+$9.78M
5
BIDU icon
Baidu
BIDU
+$9.64M

Top Sells

Rank Stock Value
1
ADBE icon
Adobe
ADBE
+$13.2M
2
UPS icon
United Parcel Service
UPS
+$12.9M
3
CVX icon
Chevron
CVX
+$12.9M
4
NTES icon
NetEase
NTES
+$12.8M
5
MPC icon
Marathon Petroleum
MPC
+$12.8M

Sector Composition

Rank Sector Weight
1 Technology 17.01%
2 Miscellaneous 15.35%
3 Consumer Discretionary 13.33%
4 Healthcare 12.84%
5 Financials 10.27%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
NTRS icon
1326
Northern Trust
NTRS
$33.8B
– –
-39,672
Closed -$4.21M
NWL icon
1327
Newell Brands
NWL
$2.56B
– –
-39,787
Closed -$765K
NWSA icon
1328
News Corp Class A
NWSA
$15.9B
– –
-50,148
Closed -$709K
NX icon
1329
Quanex
NX
$1B
– –
-39,340
Closed -$672K
OII icon
1330
Oceaneering
OII
$4.83B
– –
-13,337
Closed -$199K
OKTA icon
1331
Okta
OKTA
$30.2B
– –
-36,437
Closed -$4.2M
OLN icon
1332
Olin
OLN
$1.99B
– –
-12,644
Closed -$218K
ORI icon
1333
Old Republic International
ORI
$9.86B
– –
-9,020
Closed -$202K
OXM icon
1334
Oxford Industries
OXM
$459M
– –
-4,661
Closed -$352K
OXSQ icon
1335
Oxford Square Capital
OXSQ
$144M
– –
-18,574
Closed -$101K
PAG icon
1336
Penske Automotive Group
PAG
$14.3B
– –
-12,941
Closed -$650K
PCAR icon
1337
PACCAR
PCAR
$64.2B
– –
-121,050
Closed -$6.38M
PCRX icon
1338
Pacira BioSciences
PCRX
$1.03B
– –
-4,533
Closed -$205K
PENN icon
1339
PENN Entertainment
PENN
$2.3B
– –
-18,633
Closed -$476K
PERI icon
1340
Perion Network
PERI
$347M
– –
-13,528
Closed -$84K
PFLT icon
1341
PennantPark Floating Rate Capital
PFLT
$709M
– –
-20,393
Closed -$248K
PGEN icon
1342
Precigen
PGEN
$2.43B
– –
-35,807
Closed -$196K
PH icon
1343
Parker-Hannifin
PH
$120B
– –
-14,170
Closed -$2.92M
PKOH icon
1344
Park-Ohio Holdings
PKOH
$678M
– –
-8,673
Closed -$292K
PLAY icon
1345
Dave & Buster's
PLAY
$285M
– –
-35,568
Closed -$1.43M
PLYA
1346
DELISTED
Playa Hotels & Resorts
PLYA
– –
-27,502
Closed -$231K
PNNT
1347
Pennant Park Investment Corp
PNNT
$234M
– –
-15,463
Closed -$101K
PNW icon
1348
Pinnacle West Capital
PNW
$11.8B
– –
-25,718
Closed -$2.31M
POOL icon
1349
Pool Corp
POOL
$6.47B
– –
-3,160
Closed -$671K
POST icon
1350
Post Holdings
POST
$3.67B
– –
-3,737
Closed -$267K
52 53
54
55 56

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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
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WA
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DCM
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Trexquant Investment's Q1 2020 Portfolio in Review

As of Q1 2020, Trexquant Investment held 1,588 positions worth $1.38B, down 18% from $1.69B the previous quarter. Its ten largest holdings account for 6.5% of the portfolio.

Trexquant Investment deployed $211M of net new capital in Q1 2020, opening 598 new positions and adding to 286 existing holdings. Its largest new stake was SLB Ltd: 467,877 shares worth $6.31M.

By sector, the portfolio is most concentrated in Technology at 17% of assets, down from 21% a quarter earlier, followed by Miscellaneous and Consumer Discretionary.

On the sell side, the largest reduction was NetEase, an estimated $12.8M trimmed.

  • Trexquant Investment's largest Q1 2020 buy was SLB Ltd: 467,877 shares worth $6.31M.
  • Trexquant Investment added most to Cerner Corp in Q1 2020, an estimated $8.68M increase.
  • Trexquant Investment's biggest Q1 2020 reduction was NetEase, cutting an estimated $12.8M.
  • Trexquant Investment fully exited Adobe in Q1 2020, selling an estimated $13.2M.
  • Trexquant Investment's ten largest holdings make up 6.5% of its $1.38B portfolio in Q1 2020.
  • Trexquant Investment opened 598 new positions and closed 536 in Q1 2020.
  • Trexquant Investment's portfolio value fell 18% quarter-over-quarter to $1.38B.

Based on Trexquant Investment's 13F filing for Q1 2020, filed 8 May 2020.