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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 | |
|---|---|---|---|---|---|---|
576
Extreme Networks
EXTR
$3.86B
| $573K | 0.04% |
94,002
+10,240
| +12% | +$59.4K |
|
577
Collegium Pharmaceutical
COLL
$1.17B
| $568K | 0.04% |
33,081
-1,111
| -3% | -$19K |
|
578
Werner Enterprises
WERN
$2.43B
| $563K | 0.04% |
19,046
-1,013
| -5% | -$33K |
|
579
First Merchants
FRME
$2.69B
| $562K | 0.04% |
+16,404
| New | +$666K |
|
|
HES
580
DELISTED
Hess
HES
| $560K | 0.04% |
13,834
-77,551
| -85% | -$4.42M |
|
|
SEM
581
DELISTED
Select Medical
SEM
| $558K | 0.03% |
+67,454
| New | +$645K |
|
582
Rayonier Advanced Materials
RYAM
$569M
| $557K | 0.03% |
52,347
+41,421
| +379% | +$563K |
|
583
Bright Horizons
BFAM
$4.11B
| $554K | 0.03% |
+4,971
| New | +$572K |
|
584
HEICO Corp Class A
HEI.A
$35.9B
| $549K | 0.03% |
+8,712
| New | +$583K |
|
|
QEP
585
DELISTED
QEP RESOURCES, INC.
QEP
| $547K | 0.03% |
97,179
-47,265
| -33% | -$415K |
|
586
Royal Bank of Canada
RY
$290B
| $546K | 0.03% |
7,967
-4,515
| -36% | -$330K |
|
587
Shutterstock
SSTK
$217M
| $545K | 0.03% |
+15,135
| New | +$618K |
|
|
CBD
588
DELISTED
Companhia Brasileira de Distribuicao
CBD
| $544K | 0.03% |
26,202
-16,248
| -38% | -$347K |
|
|
WAGE
589
DELISTED
WageWorks, Inc.
WAGE
| $542K | 0.03% |
+19,955
| New | +$717K |
|
590
IMAX
IMAX
$2.44B
| $540K | 0.03% |
28,728
+11,324
| +65% | +$231K |
|
591
Patrick Industries
PATK
$2.83B
| $540K | 0.03% |
+27,347
| New | +$775K |
|
|
VMW
592
DELISTED
VMware, Inc
VMW
| $538K | 0.03% |
+3,926
| New | +$593K |
|
593
Columbia Sportswear
COLM
$3.21B
| $536K | 0.03% |
6,378
+473
| +8% | +$41.9K |
|
594
PNC Financial Services
PNC
$100B
| $531K | 0.03% |
4,538
-16,200
| -78% | -$2.07M |
|
|
ENDP
595
DELISTED
Endo International plc
ENDP
| $531K | 0.03% |
+72,722
| New | +$998K |
|
|
XENT
596
DELISTED
Intersect ENT, Inc
XENT
| $531K | 0.03% |
+18,850
| New | +$552K |
|
597
Tetra Tech
TTEK
$8.34B
| $525K | 0.03% |
+50,725
| New | +$629K |
|
598
ADT
ADT
$5.27B
| $518K | 0.03% |
86,203
+60,184
| +231% | +$453K |
|
599
Genesco
GCO
$413M
| $518K | 0.03% |
11,701
-12,898
| -52% | -$557K |
|
600
McGrath RentCorp
MGRC
$2.95B
| $516K | 0.03% |
+10,020
| New | +$515K |
|
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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.