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
-2.14%
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
$1.16B
AUM Growth
+$46.7M
(+4.2%)
Cap. Flow
+$79.7M
Cap. Flow
% of AUM
6.88%
Top 10 Holdings %
Top 10 Hldgs %
8.01%
Holding
1,247
New
486
Increased
168
Reduced
170
Closed
423
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Elevance Health
ELV
|
+$10.7M |
| 2 |
Carnival Corporation Ltd
CCL
|
+$9.91M |
| 3 |
Walt Disney
DIS
|
+$9.88M |
| 4 |
HP
HPQ
|
+$9.61M |
| 5 |
Broadcom
AVGO
|
+$9.58M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Oracle
ORCL
|
+$9.16M |
| 2 |
Darden Restaurants
DRI
|
+$8.9M |
| 3 |
Okta
OKTA
|
+$7.83M |
| 4 |
McDonald's
MCD
|
+$7.82M |
| 5 |
Lam Research
LRCX
|
+$7.71M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 17.99% |
| 2 | Consumer Discretionary | 15.25% |
| 3 | Financials | 13.96% |
| 4 | Industrials | 11.7% |
| 5 | Healthcare | 11.11% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
ORBC
576
DELISTED
ORBCOMM, Inc.
ORBC
| $347K | 0.03% |
72,898
+48,348
| +197% | +$289K |
|
|
CVSA
577
Covista Inc
CVSA
$4.09B
| $346K | 0.03% |
+9,074
| New | +$407K |
|
578
Axsome Therapeutics
AXSM
$12.3B
| $345K | 0.03% |
+17,069
| New | +$439K |
|
579
iShares Russell 1000 ETF
IWB
$47.7B
| $340K | 0.03% |
+2,069
| New | +$340K |
|
580
Tilly's
TLYS
$117M
| $338K | 0.03% |
35,755
-3,230
| -8% | -$28.5K |
|
|
AGS
581
DELISTED
PlayAGS
AGS
| $336K | 0.03% |
+32,679
| New | +$465K |
|
582
iShares MSCI USA Quality Factor ETF
QUAL
$46B
| $334K | 0.03% |
+3,611
| New | +$332K |
|
583
TJX Companies
TJX
$173B
| $332K | 0.03% |
+5,964
| New | +$325K |
|
584
Ligand Pharmaceuticals
LGND
$5.96B
| $331K | 0.03% |
5,328
-1,254
| -19% | -$78.7K |
|
585
iShares MSCI EAFE ETF
EFA
$76.8B
| $330K | 0.03% |
+5,054
| New | +$326K |
|
586
Paylocity
PCTY
$6.97B
| $330K | 0.03% |
3,382
-3,128
| -48% | -$320K |
|
587
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.6B
| $330K | 0.03% |
+5,474
| New | +$330K |
|
588
Cabot Corp
CBT
$4.61B
| $329K | 0.03% |
7,252
-3,423
| -32% | -$148K |
|
589
Bank OZK
OZK
$5.5B
| $329K | 0.03% |
12,075
-20,094
| -62% | -$559K |
|
590
iShare MSCI Eurozone ETF
EZU
$9.45B
| $328K | 0.03% |
+8,424
| New | +$325K |
|
|
AVTA
591
DELISTED
Avantax, Inc. Common Stock
AVTA
| $327K | 0.03% |
+15,119
| New | +$381K |
|
592
NeoGenomics
NEO
$1.71B
| $323K | 0.03% |
+16,875
| New | +$396K |
|
593
Constellium
CSTM
$4.02B
| $322K | 0.03% |
+25,314
| New | +$298K |
|
|
CSW
594
CSW Industrials
CSW
$4.78B
| $322K | 0.03% |
+4,666
| New | +$322K |
|
|
EPZM
595
DELISTED
Epizyme, Inc
EPZM
| $322K | 0.03% |
+31,190
| New | +$393K |
|
596
WillScot Mobile Mini Holdings
WSC
$4.85B
| $321K | 0.03% |
+20,586
| New | +$308K |
|
597
Vanguard FTSE Europe ETF
VGK
$30.1B
| $320K | 0.03% |
+5,966
| New | +$319K |
|
598
Anika Therapeutics
ANIK
$200M
| $319K | 0.03% |
+5,820
| New | +$299K |
|
599
SEI Investments
SEIC
$12.2B
| $318K | 0.03% |
+5,370
| New | +$310K |
|
600
General Mills
GIS
$19.5B
| $317K | 0.03% |
5,745
-57,645
| -91% | -$3.11M |
|
Similar funds
SAM
CM
X
WHG
PSCM
BIP
SA
FGP
Trexquant Investment's Q3 2019 Portfolio in Review
As of Q3 2019, Trexquant Investment held 1,247 positions worth $1.16B, up 4.2% from $1.11B the previous quarter. Its ten largest holdings account for 8% of the portfolio.
Trexquant Investment deployed $79.7M of net new capital in Q3 2019, opening 486 new positions and adding to 168 existing holdings. Its largest new stake was Elevance Health: 38,936 shares worth $9.35M.
By sector, the portfolio is most concentrated in Technology at 18% of assets, down from 20% a quarter earlier, followed by Consumer Discretionary and Financials.
On the sell side, the largest reduction was Okta, an estimated $7.83M trimmed.
- Trexquant Investment's largest Q3 2019 buy was Elevance Health: 38,936 shares worth $9.35M.
- Trexquant Investment added most to HCA Healthcare in Q3 2019, an estimated $8.49M increase.
- Trexquant Investment's biggest Q3 2019 reduction was Okta, cutting an estimated $7.83M.
- Trexquant Investment fully exited Oracle in Q3 2019, selling an estimated $9.16M.
- Trexquant Investment's ten largest holdings make up 8% of its $1.16B portfolio in Q3 2019.
- Trexquant Investment opened 486 new positions and closed 423 in Q3 2019.
- Trexquant Investment's portfolio value rose 4.2% quarter-over-quarter to $1.16B.
Based on Trexquant Investment's 13F filing for Q3 2019, filed 8 Nov 2019.