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Trexquant Investment Portfolio holdings
AUM
$13.9B
1-Year Est. Return
31.98%
This Fund
S&P 500
This Quarter
Est. Return
-18.3%
1 Year Est. Return
+31.98%
3 Year Est. Return
+90.18%
5 Year Est. Return
+73.02%
10 Year Est. Return
+326.84%
AUM
$1.6B
AUM Growth
+$270M
(+20%)
Cap. Flow
+$546M
Cap. Flow
% of AUM
34.14%
Top 10 Holdings %
Top 10 Hldgs %
7.29%
Holding
1,479
New
569
Increased
289
Reduced
143
Closed
478
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Philip Morris
PM
|
+$15.3M |
| 2 |
CarMax
KMX
|
+$13.1M |
| 3 |
Amazon
AMZN
|
+$12.5M |
| 4 |
Accenture
ACN
|
+$12.5M |
| 5 |
Bath & Body Works
BBWI
|
+$12.3M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Wells Fargo
WFC
|
+$10.6M |
| 2 |
Bank of America
BAC
|
+$10M |
| 3 |
Kohl's
KSS
|
+$9.76M |
| 4 |
RHT
Red Hat Inc
RHT
|
+$9.76M |
| 5 |
Costco
COST
|
+$9.37M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 17.94% |
| 2 | Technology | 16.57% |
| 3 | Healthcare | 12.93% |
| 4 | Industrials | 12.55% |
| 5 | Financials | 11.27% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
226
Kroger
KR
$34.8B
| $2.1M | 0.13% |
+76,506
| New | +$2.22M |
|
227
LPL Financial
LPLA
$26.3B
| $2.1M | 0.13% |
34,363
+15,914
| +86% | +$970K |
|
228
Verisk Analytics
VRSK
$26.4B
| $2.08M | 0.13% |
+19,071
| New | +$2.23M |
|
229
Equinor
EQNR
$95.9B
| $2.08M | 0.13% |
98,006
+81,380
| +489% | +$2M |
|
230
Macy's
M
$6.15B
| $2.07M | 0.13% |
+69,509
| New | +$2.29M |
|
|
CLR
231
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $2.07M | 0.13% |
+51,516
| New | +$2.63M |
|
232
Expeditors International
EXPD
$22.9B
| $2.07M | 0.13% |
+30,391
| New | +$2.13M |
|
|
WRK
233
DELISTED
WestRock Company
WRK
| $2.05M | 0.13% |
54,196
+26,011
| +92% | +$1.15M |
|
|
GHDX
234
DELISTED
Genomic Health, Inc.
GHDX
| $2.04M | 0.13% |
31,693
+28,823
| +1,004% | +$2.02M |
|
235
Supernus Pharmaceuticals
SUPN
$2.68B
| $2.04M | 0.13% |
+61,377
| New | +$2.64M |
|
236
Schneider National
SNDR
$6.59B
| $2.03M | 0.13% |
108,930
+61,353
| +129% | +$1.32M |
|
237
Charles River Laboratories
CRL
$10.9B
| $2.03M | 0.13% |
+17,945
| New | +$2.25M |
|
238
Lumen
LUMN
$6.53B
| $2.01M | 0.13% |
+132,744
| New | +$2.53M |
|
239
Royal Caribbean
RCL
$78.7B
| $2.01M | 0.13% |
20,562
-21,975
| -52% | -$2.41M |
|
240
Check Point Software Technologies
CHKP
$13.3B
| $2M | 0.13% |
19,533
+16,072
| +464% | +$1.76M |
|
|
LOXO
241
DELISTED
Loxo Oncology, Inc
LOXO
| $2M | 0.13% |
+14,313
| New | +$2.17M |
|
|
SCHW
242
Charles Schwab
SCHW
$177B
| $2M | 0.12% |
48,044
-18,065
| -27% | -$817K |
|
243
BlackBerry
BB
$5.01B
| $1.98M | 0.12% |
278,728
+214,187
| +332% | +$1.89M |
|
|
STI
244
DELISTED
SunTrust Banks, Inc.
STI
| $1.97M | 0.12% |
+39,118
| New | +$2.34M |
|
245
Broadridge
BR
$17.2B
| $1.97M | 0.12% |
20,485
-17,370
| -46% | -$1.88M |
|
246
Telephone and Data Systems
TDS
$3.91B
| $1.97M | 0.12% |
60,581
+34,286
| +130% | +$1.14M |
|
|
ZEN
247
DELISTED
ZENDESK INC
ZEN
| $1.97M | 0.12% |
33,755
-40,984
| -55% | -$2.36M |
|
248
International Paper
IP
$22.3B
| $1.94M | 0.12% |
50,669
+33,224
| +190% | +$1.39M |
|
249
JB Hunt Transport Services
JBHT
$27.1B
| $1.93M | 0.12% |
+20,689
| New | +$2.19M |
|
250
Acadia Healthcare
ACHC
$3.17B
| $1.92M | 0.12% |
74,557
+53,743
| +258% | +$1.86M |
|
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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.