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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
KN icon
426
Knowles
KN
$3.22B
$789K 0.05%
+37,297
New +$801K
ATRO icon
427
Astronics
ATRO
$3.45B
$778K 0.05%
33,398
+22,861
+217% +$561K
IWV icon
428
iShares Russell 3000 ETF
IWV
$19.4B
$775K 0.05%
+4,110
New +$741K
CRTO icon
429
Criteo
CRTO
$1.03B
$774K 0.05%
44,685
+24,015
+116% +$428K
SPWH icon
430
Sportsman's Warehouse
SPWH
$43.7M
$774K 0.05%
+96,347
New +$681K
NWL icon
431
Newell Brands
NWL
$2.16B
$765K 0.05%
+39,787
New +$766K
HXL icon
432
Hexcel
HXL
$8.32B
$759K 0.04%
+10,354
New +$795K
REVG
433
DELISTED
REV Group
REVG
$757K 0.04%
+61,919
New +$783K
FIVN icon
434
FIVE9
FIVN
$1.77B
$753K 0.04%
11,478
+6,892
+150% +$422K
UCB
435
United Community Banks
UCB
$4.22B
$752K 0.04%
24,344
+14,336
+143% +$433K
DLB icon
436
Dolby
DLB
$4.72B
$751K 0.04%
+10,916
New +$722K
HUBB icon
437
Hubbell
HUBB
$25.7B
$751K 0.04%
5,078
-491
-9% -$69.9K
MTG icon
438
MGIC Investment
MTG
$6.27B
$747K 0.04%
52,698
-8,457
-14% -$117K
H icon
439
Hyatt Hotels
H
$17.6B
$746K 0.04%
8,317
-1,616
-16% -$126K
REGN icon
440
Regeneron Pharmaceuticals
REGN
$68.8B
$743K 0.04%
1,980
-6,722
-77% -$2.26M
SANM icon
441
Sanmina
SANM
$11.2B
$743K 0.04%
21,701
+10,468
+93% +$335K
MTUM icon
442
iShares MSCI USA Momentum Factor ETF
MTUM
$25.5B
$740K 0.04%
5,897
+399
+7% +$48.4K
BEN icon
443
Franklin Resources
BEN
$16.9B
$737K 0.04%
28,368
+11,217
+65% +$305K
HAE icon
444
Haemonetics
HAE
$3.58B
$737K 0.04%
6,417
-1,109
-15% -$134K
JNPR
445
DELISTED
Juniper Networks
JNPR
$737K 0.04%
+29,928
New +$736K
NFLX icon
446
Netflix
NFLX
$292B
$735K 0.04%
+22,730
New +$674K
IPGP icon
447
IPG Photonics
IPGP
$3.89B
$734K 0.04%
+5,067
New +$705K
IRWD icon
448
Ironwood Pharmaceuticals
IRWD
$611M
$727K 0.04%
+54,640
New +$602K
VIAV icon
449
Viavi Solutions
VIAV
$9.75B
$725K 0.04%
48,311
-1,350
-3% -$20.2K
BLD
450
DELISTED
TopBuild
BLD
$724K 0.04%
+7,021
New +$730K
16 17
18
19 20

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CM
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X
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WHG
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PSCM
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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.