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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
Cap. Flow
+$449M
Cap. Flow %
26.58%
Top 10 Hldgs %
7.59%
Holding
1,374
New
549
Increased
258
Reduced
181
Closed
385

Top Buys

Rank Stock Value
1
MPC icon
Marathon Petroleum
MPC
+$13.2M
2
EW icon
Edwards Lifesciences
EW
+$12.7M
3
CVX icon
Chevron
CVX
+$12.6M
4
XOM icon
ExxonMobil
XOM
+$12.5M
5
HPE icon
Hewlett Packard
HPE
+$12.5M

Top Sells

Rank Stock Value
1
CCL icon
Carnival Corporation Ltd
CCL
+$9.38M
2
ELV icon
Elevance Health
ELV
+$9.35M
3
CSCO icon
Cisco
CSCO
+$9.23M
4
INTU icon
Intuit
INTU
+$9.17M
5
SLB icon
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
RDFN
626
DELISTED
Redfin
RDFN
$417K 0.02%
+19,747
New +$378K
IEFA icon
627
iShares Core MSCI EAFE ETF
IEFA
$187B
$416K 0.02%
+6,382
New +$405K
BCC icon
628
Boise Cascade
BCC
$2.74B
$415K 0.02%
+11,372
New +$413K
FSK icon
629
FS KKR Capital
FSK
$3.04B
$415K 0.02%
16,927
-14,235
-46% -$340K
CSL icon
630
Carlisle Companies
CSL
$13.7B
$414K 0.02%
2,560
-7,561
-75% -$1.17M
INGN icon
631
Inogen
INGN
$174M
$414K 0.02%
6,062
-7,154
-54% -$449K
MITK icon
632
Mitek Systems
MITK
$777M
$414K 0.02%
+54,176
New +$457K
NOV icon
633
NOV
NOV
$7.46B
$411K 0.02%
16,399
-90,675
-85% -$2.04M
SNBR
634
DELISTED
Sleep Number
SNBR
$411K 0.02%
+8,345
New +$397K
ABG icon
635
Asbury Automotive
ABG
$4.23B
$410K 0.02%
+3,671
New +$395K
MSBI icon
636
Midland States Bancorp
MSBI
$681M
$410K 0.02%
+14,168
New +$390K
CXO
637
DELISTED
CONCHO RESOURCES INC.
CXO
$409K 0.02%
4,671
-72,262
-94% -$5.21M
MGA icon
638
Magna International
MGA
$18B
$408K 0.02%
7,442
-4,888
-40% -$265K
CAI
639
DELISTED
CAI International, Inc.
CAI
$405K 0.02%
+13,990
New +$340K
EIG icon
640
Employers Holdings
EIG
$910M
$403K 0.02%
+9,664
New +$410K
RUN icon
641
Sunrun
RUN
$2.35B
$403K 0.02%
29,204
-6,318
-18% -$94.2K
CSFL
642
DELISTED
CenterState Bank Corporation Common Stock
CSFL
$403K 0.02%
+16,122
New +$403K
WAAS
643
DELISTED
AquaVenture Holdings Limited
WAAS
$403K 0.02%
+14,849
New +$315K
AERI
644
DELISTED
Aerie Pharmaceuticals
AERI
$402K 0.02%
+16,626
New +$344K
OPLN
645
Openlane
OPLN
$4.25B
$401K 0.02%
+18,422
New +$420K
ELAN icon
646
Elanco Animal Health
ELAN
$12.7B
$400K 0.02%
13,595
+2,647
+24% +$71.9K
FARO
647
DELISTED
Faro Technologies
FARO
$399K 0.02%
+7,933
New +$388K
IVE icon
648
iShares S&P 500 Value ETF
IVE
$49.1B
$398K 0.02%
+3,060
New +$381K
EBF icon
649
Ennis
EBF
$550M
$397K 0.02%
18,317
+6,793
+59% +$138K
BMO icon
650
Bank of Montreal
BMO
$124B
$396K 0.02%
+5,105
New +$384K
24 25
26
27 28

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CM
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X
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WHG
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PSCM
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BIP
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SA
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FGP
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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.