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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
-18.3%
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
$1.6B
AUM Growth
+$270M
Cap. Flow
+$546M
Cap. Flow %
34.14%
Top 10 Hldgs %
7.29%
Holding
1,479
New
569
Increased
289
Reduced
143
Closed
478

Top Buys

Rank Stock Value
1
PM icon
Philip Morris
PM
+$15.3M
2
KMX icon
CarMax
KMX
+$13.1M
3
AMZN icon
Amazon
AMZN
+$12.5M
4
ACN icon
Accenture
ACN
+$12.5M
5
BBWI icon
Bath & Body Works
BBWI
+$12.3M

Top Sells

Rank Stock Value
1
WFC icon
Wells Fargo
WFC
+$10.6M
2
BAC icon
Bank of America
BAC
+$10M
3
KSS icon
Kohl's
KSS
+$9.76M
4
RHT
Red Hat Inc
RHT
+$9.76M
5
COST icon
Costco
COST
+$9.37M

Sector Composition

Rank Sector Weight
1 Consumer Discretionary 17.88%
2 Technology 17.17%
3 Healthcare 13.76%
4 Industrials 12.59%
5 Financials 11.49%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
LGND icon
126
Ligand Pharmaceuticals
LGND
$5.76B
$3.66M 0.23%
43,260
+34,006
+367% +$3.63M
VOYA icon
127
Voya Financial
VOYA
$9.32B
$3.62M 0.23%
+90,175
New +$4.01M
RRC icon
128
Range Resources
RRC
$9.79B
$3.62M 0.23%
377,750
-36,499
-9% -$555K
TEVA icon
129
Teva Pharmaceuticals
TEVA
$42.8B
$3.6M 0.22%
+233,335
New +$4.78M
SYK icon
130
Stryker
SYK
$106B
$3.58M 0.22%
+22,827
New +$3.82M
GT icon
131
Goodyear
GT
$1.68B
$3.56M 0.22%
+174,387
New +$3.78M
MUR icon
132
Murphy Oil
MUR
$5.39B
$3.5M 0.22%
+149,526
New +$4.58M
DRI icon
133
Darden Restaurants
DRI
$24.2B
$3.49M 0.22%
34,919
-50,049
-59% -$5.35M
TT icon
134
Trane Technologies
TT
$98.1B
$3.47M 0.22%
38,017
-36,918
-49% -$3.63M
ALK icon
135
Alaska Air
ALK
$4.55B
$3.45M 0.22%
+56,738
New +$3.67M
TECK icon
136
Teck Resources
TECK
$35.3B
$3.42M 0.21%
158,637
+118,076
+291% +$2.56M
DFS
137
DELISTED
Discover Financial Services
DFS
$3.4M 0.21%
+57,701
New +$3.98M
HAL icon
138
Halliburton
HAL
$30.7B
$3.38M 0.21%
+127,257
New +$4.29M
EWBC icon
139
East-West Bancorp
EWBC
$17.7B
$3.38M 0.21%
77,581
+70,800
+1,044% +$3.67M
ERIC icon
140
Ericsson
ERIC
$32.9B
$3.38M 0.21%
380,528
+278,122
+272% +$2.42M
MKC icon
141
McCormick & Company Non-Voting
MKC
$14B
$3.33M 0.21%
+47,854
New +$3.43M
ZION icon
142
Zions Bancorporation
ZION
$9.98B
$3.29M 0.21%
80,692
+58,350
+261% +$2.72M
NKE icon
143
Nike
NKE
$56.5B
$3.26M 0.2%
44,025
-11,602
-21% -$868K
CFG icon
144
Citizens Financial Group
CFG
$29.5B
$3.24M 0.2%
108,942
+92,790
+574% +$3.25M
AVT icon
145
Avnet
AVT
$7.59B
$3.21M 0.2%
88,954
+56,828
+177% +$2.32M
LEN icon
146
Lennar Class A
LEN
$19.4B
$3.21M 0.2%
84,577
+38,474
+83% +$1.57M
XRX icon
147
Xerox
XRX
$420M
$3.2M 0.2%
+161,949
New +$4.16M
EL icon
148
Estee Lauder
EL
$36.8B
$3.17M 0.2%
+24,400
New +$3.31M
MMM icon
149
3M
MMM
$86.4B
$3.15M 0.2%
+19,799
New +$3.29M
VAR
150
DELISTED
Varian Medical Systems, Inc.
VAR
$3.15M 0.2%
27,766
-5,427
-16% -$621K
4 5
6
7 8

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FCAS
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RFC
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EH
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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 Q4 2018 Portfolio in Review

As of Q4 2018, Trexquant Investment held 1,479 positions worth $1.6B, up 20% from $1.33B the previous quarter. Its ten largest holdings account for 7.3% of the portfolio.

Trexquant Investment deployed $546M of net new capital in Q4 2018, opening 569 new positions and adding to 289 existing holdings. Its largest new stake was Philip Morris: 182,770 shares worth $12.2M.

By sector, the portfolio is most concentrated in Consumer Discretionary at 18% of assets, up from 17% a quarter earlier, followed by Technology and Healthcare.

On the sell side, the largest reduction was Cboe Global Markets, an estimated $6.77M trimmed.

  • Trexquant Investment's largest Q4 2018 buy was Philip Morris: 182,770 shares worth $12.2M.
  • Trexquant Investment added most to SLB Ltd in Q4 2018, an estimated $11.8M increase.
  • Trexquant Investment's biggest Q4 2018 reduction was Cboe Global Markets, cutting an estimated $6.77M.
  • Trexquant Investment fully exited Wells Fargo in Q4 2018, selling an estimated $10.6M.
  • Trexquant Investment's ten largest holdings make up 7.3% of its $1.6B portfolio in Q4 2018.
  • Trexquant Investment opened 569 new positions and closed 478 in Q4 2018.
  • Trexquant Investment's portfolio value rose 20% quarter-over-quarter to $1.6B.

Based on Trexquant Investment's 13F filing for Q4 2018, filed 13 Feb 2019.