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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 | |
|---|---|---|---|---|---|---|
|
X
626
DELISTED
US Steel
X
| $478K | 0.03% |
+26,204
| New | +$656K |
|
627
Invesco
IVZ
$13.3B
| $474K | 0.03% |
28,316
-18,587
| -40% | -$372K |
|
628
Dr. Reddy's Laboratories
RDY
$9.82B
| $470K | 0.03% |
+62,280
| New | +$438K |
|
629
AC Immune
ACIU
$227M
| $468K | 0.03% |
+49,544
| New | +$468K |
|
630
GeoPark
GPRK
$649M
| $467K | 0.03% |
+33,925
| New | +$543K |
|
|
CCMP
631
DELISTED
CMC Materials, Inc. Common Stock
CCMP
| $467K | 0.03% |
4,900
-4,587
| -48% | -$450K |
|
632
Gentherm
THRM
$1.31B
| $466K | 0.03% |
+11,665
| New | +$494K |
|
633
Trupanion
TRUP
$1.05B
| $463K | 0.03% |
+18,185
| New | +$489K |
|
|
BMCH
634
DELISTED
BMC Stock Holdings, Inc
BMCH
| $461K | 0.03% |
29,804
-12,024
| -29% | -$200K |
|
|
CY
635
DELISTED
Cypress Semiconductor
CY
| $458K | 0.03% |
+36,045
| New | +$478K |
|
636
First Majestic Silver
AG
$8.05B
| $457K | 0.03% |
+77,625
| New | +$431K |
|
|
MIME
637
DELISTED
Mimecast Limited
MIME
| $455K | 0.03% |
13,537
+6,953
| +106% | +$243K |
|
638
Hershey
HSY
$35.4B
| $453K | 0.03% |
4,230
-8,570
| -67% | -$911K |
|
639
The RMR Group
RMR
$342M
| $453K | 0.03% |
+8,534
| New | +$603K |
|
|
DMC
640
Del Monte Corp
DMC
$1.35B
| $452K | 0.03% |
15,980
+6,987
| +78% | +$219K |
|
641
Insteel Industries
IIIN
$633M
| $452K | 0.03% |
18,605
+11,830
| +175% | +$329K |
|
|
VRNT
642
DELISTED
Verint Systems
VRNT
| $451K | 0.03% |
+20,908
| New | +$481K |
|
643
STAAR Surgical
STAA
$1.16B
| $449K | 0.03% |
14,061
-7,020
| -33% | -$274K |
|
644
Benchmark Electronics
BHE
$2.91B
| $448K | 0.03% |
+21,129
| New | +$486K |
|
645
Roper Technologies
ROP
$36.3B
| $446K | 0.03% |
1,675
-3,110
| -65% | -$879K |
|
|
BKS
646
DELISTED
Barnes & Noble
BKS
| $445K | 0.03% |
+62,770
| New | +$419K |
|
647
Patterson-UTI
PTEN
$3.87B
| $444K | 0.03% |
+42,907
| New | +$632K |
|
|
AAMI
648
Acadian Asset Management
AAMI
$2.88B
| $443K | 0.03% |
+41,499
| New | +$499K |
|
|
GHL
649
DELISTED
Greenhill & Co., Inc.
GHL
| $442K | 0.03% |
18,135
+7,801
| +75% | +$191K |
|
650
Commault Systems
CVLT
$5.89B
| $441K | 0.03% |
7,466
-6,608
| -47% | -$390K |
|
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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.