We are live on
!
Find out more
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
(+46%)
Cap. Flow
+$449M
Cap. Flow
% of AUM
26.58%
Top 10 Holdings %
Top 10 Hldgs %
7.59%
Holding
1,374
New
549
Increased
258
Reduced
181
Closed
385
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Marathon Petroleum
MPC
|
+$13.2M |
| 2 |
Edwards Lifesciences
EW
|
+$12.7M |
| 3 |
Chevron
CVX
|
+$12.6M |
| 4 |
ExxonMobil
XOM
|
+$12.5M |
| 5 |
Hewlett Packard
HPE
|
+$12.5M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Carnival Corporation Ltd
CCL
|
+$9.38M |
| 2 |
Elevance Health
ELV
|
+$9.35M |
| 3 |
Cisco
CSCO
|
+$9.23M |
| 4 |
Intuit
INTU
|
+$9.17M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
501
Alkermes
ALKS
$8.82B
| $610K | 0.04% |
+29,908
| New | +$594K |
|
502
Unilever
UL
$131B
| $610K | 0.04% |
+9,480
| New | +$630K |
|
503
Core Laboratories
CLB
$538M
| $607K | 0.04% |
+16,120
| New | +$724K |
|
504
Nektar Therapeutics
NKTR
$2.39B
| $603K | 0.04% |
+1,862
| New | +$540K |
|
|
JNCE
505
DELISTED
Jounce Therapeutics, Inc. Common Stock
JNCE
| $598K | 0.04% |
+68,528
| New | +$370K |
|
|
TSE
506
DELISTED
Trinseo
TSE
| $595K | 0.04% |
+15,978
| New | +$649K |
|
507
Omnicell
OMCL
$1.86B
| $594K | 0.04% |
+7,270
| New | +$558K |
|
508
Workiva
WK
$2.94B
| $591K | 0.04% |
14,066
-4,510
| -24% | -$190K |
|
509
Powell Industries
POWL
$8.46B
| $590K | 0.03% |
+36,120
| New | +$507K |
|
510
Halliburton
HAL
$27.9B
| $588K | 0.03% |
+24,014
| New | +$506K |
|
511
Eagle Materials
EXP
$6.6B
| $587K | 0.03% |
+6,477
| New | +$593K |
|
|
MIME
512
DELISTED
Mimecast Limited
MIME
| $585K | 0.03% |
13,474
-10,043
| -43% | -$418K |
|
513
Broadridge
BR
$17.2B
| $581K | 0.03% |
+4,701
| New | +$575K |
|
|
IBTX
514
DELISTED
Independent Bank Group, Inc.
IBTX
| $576K | 0.03% |
+10,387
| New | +$577K |
|
515
NewMarket
NEU
$7.17B
| $572K | 0.03% |
1,175
-494
| -30% | -$238K |
|
516
C.H. Robinson
CHRW
$22B
| $571K | 0.03% |
+7,296
| New | +$581K |
|
517
Marriott Vacations Worldwide
VAC
$3.24B
| $571K | 0.03% |
4,435
-1,742
| -28% | -$204K |
|
518
Vanguard Value ETF
VTV
$189B
| $570K | 0.03% |
+4,759
| New | +$549K |
|
519
First Majestic Silver
AG
$8.05B
| $569K | 0.03% |
46,375
-94,239
| -67% | -$991K |
|
520
VanEck Semiconductor ETF
SMH
$67.6B
| $567K | 0.03% |
+8,016
| New | +$525K |
|
521
TIM SA
TIMB
$10.2B
| $567K | 0.03% |
+29,664
| New | +$467K |
|
522
Blue Bird Corp
BLBD
$2.41B
| $563K | 0.03% |
+24,584
| New | +$491K |
|
523
Twist Bioscience
TWST
$5.62B
| $557K | 0.03% |
+26,547
| New | +$621K |
|
|
GWPH
524
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
| $556K | 0.03% |
+5,322
| New | +$597K |
|
525
CONMED
CNMD
$1.29B
| $555K | 0.03% |
+4,962
| New | +$529K |
|
Similar funds
SAM
CM
X
WHG
PSCM
BIP
SA
FGP
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.