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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
+16.24%
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
$1.41B
AUM Growth
-$192M
(-12%)
Cap. Flow
-$314M
Cap. Flow
% of AUM
-22.28%
Top 10 Holdings %
Top 10 Hldgs %
7.22%
Holding
1,497
New
496
Increased
190
Reduced
261
Closed
550
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
lululemon athletica
LULU
|
+$9.83M |
| 2 |
Centene
CNC
|
+$9.76M |
| 3 |
Best Buy
BBY
|
+$9.53M |
| 4 |
Chevron
CVX
|
+$9.37M |
| 5 |
FedEx
FDX
|
+$9.19M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Starbucks
SBUX
|
+$12.9M |
| 2 |
RTX Corp
RTX
|
+$12M |
| 3 |
Advance Auto Parts
AAP
|
+$11.8M |
| 4 |
CarMax
KMX
|
+$11.7M |
| 5 |
Accenture
ACN
|
+$11.2M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 18.12% |
| 2 | Technology | 15.88% |
| 3 | Healthcare | 12.7% |
| 4 | Financials | 11.71% |
| 5 | Industrials | 11.63% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
451
Acadia Pharmaceuticals
ACAD
$4.35B
| $812K | 0.06% |
30,237
-10,522
| -26% | -$246K |
|
452
D.R. Horton
DHI
$41.9B
| $806K | 0.06% |
19,474
-58,245
| -75% | -$2.28M |
|
|
DNKN
453
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $806K | 0.06% |
+10,733
| New | +$751K |
|
454
Louisiana-Pacific
LPX
$5.39B
| $805K | 0.06% |
+33,027
| New | +$807K |
|
455
Monro
MNRO
$533M
| $803K | 0.06% |
9,282
-10,505
| -53% | -$795K |
|
|
MIC
456
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
| $801K | 0.06% |
19,443
-9,984
| -34% | -$410K |
|
457
Avis
CAR
$5.64B
| $794K | 0.06% |
22,787
-87,345
| -79% | -$2.62M |
|
458
Goodyear
GT
$2.07B
| $793K | 0.06% |
43,687
-130,700
| -75% | -$2.54M |
|
459
Intel
INTC
$472B
| $792K | 0.06% |
+14,748
| New | +$748K |
|
460
Dover
DOV
$27.6B
| $789K | 0.06% |
8,407
-26,305
| -76% | -$2.27M |
|
461
Dropbox
DBX
$6.95B
| $788K | 0.06% |
36,129
-151,758
| -81% | -$3.53M |
|
|
UFS
462
DELISTED
DOMTAR CORPORATION (New)
UFS
| $787K | 0.06% |
+15,844
| New | +$754K |
|
463
CDW
CDW
$17.6B
| $785K | 0.06% |
8,148
-49,060
| -86% | -$4.38M |
|
464
Broadridge
BR
$17.5B
| $782K | 0.06% |
7,542
-12,943
| -63% | -$1.3M |
|
|
AVYA
465
DELISTED
Avaya Holdings Corp. Common Stock
AVYA
| $773K | 0.05% |
45,957
+16,666
| +57% | +$261K |
|
466
Avery Dennison
AVY
$12.4B
| $766K | 0.05% |
+6,778
| New | +$700K |
|
467
Scholastic
SCHL
$784M
| $758K | 0.05% |
+19,064
| New | +$787K |
|
|
CS
468
DELISTED
Credit Suisse Group
CS
| $755K | 0.05% |
+64,811
| New | +$773K |
|
469
Alliant Energy
LNT
$19.3B
| $751K | 0.05% |
+15,935
| New | +$713K |
|
470
Trex
TREX
$4.6B
| $751K | 0.05% |
+24,416
| New | +$853K |
|
|
FITB
471
Fifth Third Bancorp
FITB
$52.5B
| $748K | 0.05% |
29,652
-9,440
| -24% | -$251K |
|
|
BNFT
472
DELISTED
Benefitfocus, Inc.
BNFT
| $745K | 0.05% |
15,036
+9,767
| +185% | +$499K |
|
473
AerCap
AER
$24.1B
| $742K | 0.05% |
+15,939
| New | +$720K |
|
474
Crane NXT
CXT
$3.07B
| $739K | 0.05% |
25,134
-16,289
| -39% | -$461K |
|
475
KT
KT
$8.85B
| $736K | 0.05% |
59,152
+40,744
| +221% | +$555K |
|
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Trexquant Investment's Q1 2019 Portfolio in Review
As of Q1 2019, Trexquant Investment held 1,497 positions worth $1.41B, down 12% from $1.6B the previous quarter. Its ten largest holdings account for 7.2% of the portfolio.
Trexquant Investment withdrew a net $314M in Q1 2019, closing 550 positions and reducing 261 holdings. Its most notable exit was RTX Corp, an estimated $12M position sold in full.
By sector, the portfolio is most concentrated in Consumer Discretionary at 18% of assets, up from 18% a quarter earlier, followed by Technology and Healthcare.
Against the trend, Trexquant Investment opened a new position in lululemon athletica worth $11M.
- Trexquant Investment's largest Q1 2019 buy was lululemon athletica: 67,332 shares worth $11M.
- Trexquant Investment added most to Charles Schwab in Q1 2019, an estimated $8.2M increase.
- Trexquant Investment's biggest Q1 2019 reduction was Starbucks, cutting an estimated $12.9M.
- Trexquant Investment fully exited RTX Corp in Q1 2019, selling an estimated $12M.
- Trexquant Investment's ten largest holdings make up 7.2% of its $1.41B portfolio in Q1 2019.
- Trexquant Investment opened 496 new positions and closed 550 in Q1 2019.
- Trexquant Investment's portfolio value fell 12% quarter-over-quarter to $1.41B.
Based on Trexquant Investment's 13F filing for Q1 2019, filed 13 May 2019.