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TI

Trexquant Investment Portfolio holdings

AUM $13.9B
1-Year Est. Return 31.98%
This Fund
S&P 500
This Quarter Est. Return
-2.14%
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
$1.16B
AUM Growth
+$46.7M
Cap. Flow
+$79.7M
Cap. Flow %
6.88%
Top 10 Hldgs %
8.01%
Holding
1,247
New
486
Increased
168
Reduced
170
Closed
423

Top Buys

Rank Stock Value
1
ELV icon
Elevance Health
ELV
+$10.7M
2
CCL icon
Carnival Corporation Ltd
CCL
+$9.91M
3
DIS icon
Walt Disney
DIS
+$9.88M
4
HPQ icon
HP
HPQ
+$9.61M
5
AVGO icon
Broadcom
AVGO
+$9.58M

Top Sells

Rank Stock Value
1
ORCL icon
Oracle
ORCL
+$9.16M
2
DRI icon
Darden Restaurants
DRI
+$8.9M
3
OKTA icon
Okta
OKTA
+$7.83M
4
MCD icon
McDonald's
MCD
+$7.82M
5
LRCX icon
Lam Research
LRCX
+$7.71M

Sector Composition

Rank Sector Weight
1 Technology 17.99%
2 Consumer Discretionary 15.25%
3 Financials 13.96%
4 Industrials 11.7%
5 Healthcare 11.11%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
PRDO icon
376
Perdoceo Education
PRDO
$1.9B
$670K 0.06%
+42,178
New +$828K
FLEX icon
377
Flex
FLEX
$43.4B
$664K 0.06%
84,160
-419,616
-83% -$3.22M
GMS
378
DELISTED
GMS Inc
GMS
$664K 0.06%
23,121
-70,427
-75% -$1.73M
MGA icon
379
Magna International
MGA
$17.9B
$658K 0.06%
+12,330
New +$614K
SIGI icon
380
Selective Insurance
SIGI
$5.74B
$658K 0.06%
+8,755
New +$675K
MTUM icon
381
iShares MSCI USA Momentum Factor ETF
MTUM
$25.5B
$656K 0.06%
+5,498
New +$663K
MYOK
382
DELISTED
MyoKardia, Inc. Common Stock
MYOK
$656K 0.06%
+12,579
New +$669K
ABT icon
383
Abbott
ABT
$180B
$654K 0.06%
+7,818
New +$664K
BRFS
384
DELISTED
BRF SA
BRFS
$651K 0.06%
71,101
-88,853
-56% -$809K
RH icon
385
RH
RH
$3.3B
$648K 0.06%
+3,791
New +$540K
AMD icon
386
Advanced Micro Devices
AMD
$851B
$641K 0.06%
22,123
-124,352
-85% -$3.9M
VAC icon
387
Marriott Vacations Worldwide
VAC
$3.24B
$640K 0.06%
+6,177
New +$608K
CRUS icon
388
Cirrus Logic
CRUS
$6.74B
$638K 0.06%
+11,900
New +$608K
IART icon
389
Integra LifeSciences
IART
$1.54B
$637K 0.06%
+10,602
New +$632K
EPAY
390
DELISTED
Bottomline Technologies Inc
EPAY
$636K 0.05%
+16,172
New +$679K
INGN icon
391
Inogen
INGN
$167M
$633K 0.05%
13,216
-5,880
-31% -$307K
MTCH icon
392
Match Group
MTCH
$8.84B
$632K 0.05%
+8,852
New +$690K
LYV icon
393
Live Nation Entertainment
LYV
$41.2B
$627K 0.05%
+9,458
New +$661K
SEE
394
DELISTED
Sealed Air
SEE
$620K 0.05%
+14,931
New +$632K
EA icon
395
Electronic Arts
EA
$52.4B
$618K 0.05%
6,321
-34,500
-85% -$3.24M
FTCH
396
DELISTED
Farfetch Limited Class A Ordinary Shares
FTCH
$614K 0.05%
71,122
-89,145
-56% -$1.28M
RRX icon
397
Regal Rexnord
RRX
$14.2B
$612K 0.05%
8,405
+4,650
+124% +$351K
ICPT
398
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
$612K 0.05%
9,227
-7,349
-44% -$493K
DIA icon
399
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.8B
$609K 0.05%
+2,263
New +$604K
HHH icon
400
Howard Hughes
HHH
$3.93B
$609K 0.05%
+4,927
New +$609K
14 15
16
17 18

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WHG
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PSCM
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Trexquant Investment's Q3 2019 Portfolio in Review

As of Q3 2019, Trexquant Investment held 1,247 positions worth $1.16B, up 4.2% from $1.11B the previous quarter. Its ten largest holdings account for 8% of the portfolio.

Trexquant Investment deployed $79.7M of net new capital in Q3 2019, opening 486 new positions and adding to 168 existing holdings. Its largest new stake was Elevance Health: 38,936 shares worth $9.35M.

By sector, the portfolio is most concentrated in Technology at 18% of assets, down from 20% a quarter earlier, followed by Consumer Discretionary and Financials.

On the sell side, the largest reduction was Okta, an estimated $7.83M trimmed.

  • Trexquant Investment's largest Q3 2019 buy was Elevance Health: 38,936 shares worth $9.35M.
  • Trexquant Investment added most to HCA Healthcare in Q3 2019, an estimated $8.49M increase.
  • Trexquant Investment's biggest Q3 2019 reduction was Okta, cutting an estimated $7.83M.
  • Trexquant Investment fully exited Oracle in Q3 2019, selling an estimated $9.16M.
  • Trexquant Investment's ten largest holdings make up 8% of its $1.16B portfolio in Q3 2019.
  • Trexquant Investment opened 486 new positions and closed 423 in Q3 2019.
  • Trexquant Investment's portfolio value rose 4.2% quarter-over-quarter to $1.16B.

Based on Trexquant Investment's 13F filing for Q3 2019, filed 8 Nov 2019.