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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 | |
|---|---|---|---|---|---|---|
|
ONCE
501
DELISTED
Spark Therapeutics, Inc. Common Stock
ONCE
| $771K | 0.05% |
19,709
+3,565
| +22% | +$155K |
|
502
Crown Holdings
CCK
$12.8B
| $767K | 0.05% |
+18,446
| New | +$853K |
|
503
Align Technology
ALGN
$12B
| $766K | 0.05% |
+3,656
| New | +$924K |
|
504
American Water Works
AWK
$26.3B
| $765K | 0.05% |
8,428
+3,360
| +66% | +$307K |
|
|
AJRD
505
DELISTED
Aerojet Rocketdyne Holdings
AJRD
| $763K | 0.05% |
21,644
+11,938
| +123% | +$406K |
|
|
DISH
506
DELISTED
DISH Network Corp.
DISH
| $758K | 0.05% |
30,355
-125,585
| -81% | -$3.94M |
|
507
Gray Television
GTN
$407M
| $756K | 0.05% |
+51,289
| New | +$890K |
|
|
ACOR
508
DELISTED
Acorda Therapeutics
ACOR
| $747K | 0.05% |
+400
| New | +$870K |
|
509
Trinity Industries
TRN
$2.97B
| $740K | 0.05% |
35,917
+25,898
| +258% | +$597K |
|
|
TSE
510
DELISTED
Trinseo
TSE
| $740K | 0.05% |
+16,173
| New | +$879K |
|
511
Quanta Services
PWR
$93.9B
| $737K | 0.05% |
24,489
+1,317
| +6% | +$42.6K |
|
512
Group 1 Automotive
GPI
$3.94B
| $735K | 0.05% |
13,944
+5,545
| +66% | +$308K |
|
|
TEN
513
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
| $733K | 0.05% |
+26,758
| New | +$896K |
|
|
MGLN
514
DELISTED
Magellan Health Services, Inc.
MGLN
| $725K | 0.05% |
12,752
+6,438
| +102% | +$397K |
|
515
Champion Homes
SKY
$4.48B
| $720K | 0.05% |
+48,996
| New | +$1.08M |
|
516
Artisan Partners
APAM
$2.79B
| $719K | 0.04% |
+32,524
| New | +$868K |
|
|
CTLT
517
DELISTED
CATALENT, INC.
CTLT
| $714K | 0.04% |
+22,896
| New | +$883K |
|
518
Qiagen
QGEN
$8.53B
| $712K | 0.04% |
19,502
+2,059
| +12% | +$76.5K |
|
519
Itaú Unibanco
ITUB
$91.3B
| $709K | 0.04% |
+106,549
| New | +$685K |
|
520
Boot Barn
BOOT
$4.55B
| $707K | 0.04% |
41,495
+20,806
| +101% | +$478K |
|
521
Advanced Micro Devices
AMD
$851B
| $703K | 0.04% |
38,090
-123,431
| -76% | -$2.67M |
|
522
ING
ING
$93.8B
| $703K | 0.04% |
+65,939
| New | +$792K |
|
523
Mercury Insurance
MCY
$5.94B
| $703K | 0.04% |
13,595
+4,368
| +47% | +$237K |
|
524
Moody's
MCO
$81.7B
| $698K | 0.04% |
+4,981
| New | +$751K |
|
|
SAVE
525
DELISTED
Spirit Airlines, Inc.
SAVE
| $697K | 0.04% |
12,029
+4,761
| +66% | +$255K |
|
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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.