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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
+8.5%
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
$1.69B
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 19.93%
2 Consumer Discretionary 13.67%
3 Financials 12.74%
4 Healthcare 12.42%
5 Industrials 11%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
PRKS icon
376
United Parks & Resorts
PRKS
$2.11B
$956K 0.06%
30,140
-30,264
-50% -$873K
SAP icon
377
SAP
SAP
$187B
$949K 0.06%
+7,086
New +$931K
BLDR icon
378
Builders FirstSource
BLDR
$7.84B
$946K 0.06%
+37,223
New +$889K
LAUR icon
379
Laureate Education
LAUR
$5.18B
$940K 0.06%
53,395
+38,390
+256% +$633K
ITOT icon
380
iShares Core S&P Total US Stock Market ETF
ITOT
$93.2B
$936K 0.06%
12,870
+6,205
+93% +$432K
TJX icon
381
TJX Companies
TJX
$170B
$935K 0.06%
15,314
+9,350
+157% +$553K
EZU icon
382
iShare MSCI Eurozone ETF
EZU
$9.41B
$933K 0.06%
22,263
+13,839
+164% +$560K
PS
383
DELISTED
Pluralsight, Inc. Class A Common Stock
PS
$933K 0.06%
+54,188
New +$922K
GWB
384
DELISTED
Great Western Bancorp, Inc.
GWB
$930K 0.06%
26,762
+15,640
+141% +$540K
CIT
385
DELISTED
CIT Group Inc.
CIT
$923K 0.05%
20,226
-4,828
-19% -$216K
VUG icon
386
Vanguard Growth ETF
VUG
$216B
$910K 0.05%
29,964
+16,848
+128% +$487K
ESNT icon
387
Essent Group
ESNT
$6.06B
$907K 0.05%
+17,454
New +$910K
HAS icon
388
Hasbro
HAS
$12.6B
$907K 0.05%
8,592
-2,089
-20% -$217K
EAF icon
389
GrafTech
EAF
$194M
$905K 0.05%
7,787
+2,508
+48% +$315K
ALLK
390
DELISTED
Allakos
ALLK
$904K 0.05%
+9,480
New +$833K
FLR icon
391
Fluor
FLR
$7.29B
$896K 0.05%
47,476
-6,743
-12% -$123K
RACE icon
392
Ferrari
RACE
$63.3B
$895K 0.05%
+5,404
New +$874K
XLF icon
393
State Street Financial Select Sector SPDR ETF
XLF
$56.1B
$886K 0.05%
+28,783
New +$845K
DBD
394
DELISTED
Diebold Nixdorf Incorporated
DBD
$880K 0.05%
83,320
+71,965
+634% +$639K
HMSY
395
DELISTED
HMS Holdings Corp.
HMSY
$877K 0.05%
29,625
+5,428
+22% +$167K
WST icon
396
West Pharmaceutical
WST
$23.1B
$875K 0.05%
5,818
+528
+10% +$76.9K
TMHC icon
397
Taylor Morrison
TMHC
$6.67B
$871K 0.05%
39,837
+10,579
+36% +$254K
AIN icon
398
Albany International
AIN
$2.14B
$858K 0.05%
11,305
+8,069
+249% +$670K
NTRA icon
399
Natera
NTRA
$37.5B
$857K 0.05%
+25,450
New +$938K
EWJ icon
400
iShares MSCI Japan ETF
EWJ
$21.6B
$850K 0.05%
14,355
+5,391
+60% +$318K
14 15
16
17 18

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CM
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X
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WHG
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PSCM
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BIP
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SA
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FGP
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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 20% of assets, up from 18% a quarter earlier, followed by Consumer Discretionary and Financials.

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.