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
-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 | |
|---|---|---|---|---|---|---|
551
Methanex
MEOH
$4.32B
| $643K | 0.04% |
13,351
-6,314
| -32% | -$394K |
|
|
CIVI
552
DELISTED
Civitas Solutions, Inc.
CIVI
| $643K | 0.04% |
+36,717
| New | +$548K |
|
|
CLDR
553
DELISTED
Cloudera, Inc.
CLDR
| $640K | 0.04% |
57,839
+18,767
| +48% | +$250K |
|
554
Onto Innovation
ONTO
$13.6B
| $638K | 0.04% |
23,355
+9,727
| +71% | +$300K |
|
|
RETA
555
DELISTED
Reata Pharmaceuticals, Inc. Class A Common Stock
RETA
| $637K | 0.04% |
+11,363
| New | +$694K |
|
|
MNK
556
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
| $631K | 0.04% |
+39,964
| New | +$996K |
|
557
Agilent Technologies
A
$39.1B
| $625K | 0.04% |
+9,264
| New | +$623K |
|
558
RPC Inc
RES
$1.24B
| $625K | 0.04% |
+63,364
| New | +$861K |
|
559
RB Global
RBA
$20.8B
| $616K | 0.04% |
18,836
-42
| -0.2% | -$1.41K |
|
560
Wyndham Hotels & Resorts
WH
$5.46B
| $614K | 0.04% |
+13,530
| New | +$656K |
|
561
Varonis Systems
VRNS
$5.25B
| $611K | 0.04% |
34,644
+4,587
| +15% | +$90.5K |
|
562
Integer Holdings
ITGR
$3.35B
| $608K | 0.04% |
7,971
+2,058
| +35% | +$165K |
|
563
Shenandoah Telecom
SHEN
$632M
| $602K | 0.04% |
13,602
+2,406
| +21% | +$103K |
|
564
Vishay Intertechnology
VSH
$5.86B
| $600K | 0.04% |
+33,340
| New | +$629K |
|
|
SRCL
565
DELISTED
Stericycle Inc
SRCL
| $600K | 0.04% |
+16,359
| New | +$768K |
|
566
Cincinnati Financial
CINF
$28.3B
| $596K | 0.04% |
+7,692
| New | +$598K |
|
|
REVG
567
DELISTED
REV Group
REVG
| $595K | 0.04% |
+79,273
| New | +$903K |
|
568
Element Solutions
ESI
$9.12B
| $594K | 0.04% |
+57,514
| New | +$634K |
|
569
PENN Entertainment
PENN
$2.74B
| $591K | 0.04% |
+31,397
| New | +$746K |
|
|
MTSC
570
DELISTED
MTS Systems Corp
MTSC
| $591K | 0.04% |
+14,723
| New | +$709K |
|
571
Diageo
DEO
$46.2B
| $589K | 0.04% |
4,157
-456
| -10% | -$64.1K |
|
|
CTB
572
DELISTED
Cooper Tire & Rubber Co.
CTB
| $589K | 0.04% |
+18,214
| New | +$553K |
|
|
LM
573
DELISTED
Legg Mason, Inc.
LM
| $587K | 0.04% |
+23,027
| New | +$645K |
|
|
VG
574
DELISTED
Vonage Holdings Corporation
VG
| $577K | 0.04% |
66,151
+50,663
| +327% | +$580K |
|
|
BCPC
575
Balchem Corp
BCPC
$5.23B
| $575K | 0.04% |
+7,339
| New | +$663K |
|
Similar funds
SAM
CM
X
WHG
PSCM
BIP
SA
FGP
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.