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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
+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
(+46%)
Cap. Flow
+$449M
Cap. Flow
% of AUM
26.58%
Top 10 Holdings %
Top 10 Hldgs %
7.59%
Holding
1,374
New
549
Increased
258
Reduced
181
Closed
385
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Marathon Petroleum
MPC
|
+$13.2M |
| 2 |
Edwards Lifesciences
EW
|
+$12.7M |
| 3 |
Chevron
CVX
|
+$12.6M |
| 4 |
ExxonMobil
XOM
|
+$12.5M |
| 5 |
Hewlett Packard
HPE
|
+$12.5M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Carnival Corporation Ltd
CCL
|
+$9.38M |
| 2 |
Elevance Health
ELV
|
+$9.35M |
| 3 |
Cisco
CSCO
|
+$9.23M |
| 4 |
Intuit
INTU
|
+$9.17M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
651
iShares MSCI ACWI ETF
ACWI
$32.4B
| $393K | 0.02% |
4,955
+1,002
| +25% | +$76.6K |
|
652
Valvoline
VVV
$5.05B
| $393K | 0.02% |
18,350
-7,836
| -30% | -$173K |
|
653
Benchmark Electronics
BHE
$2.79B
| $392K | 0.02% |
11,397
+2,479
| +28% | +$81.8K |
|
|
GLOG
654
DELISTED
GASLOG LTD
GLOG
| $389K | 0.02% |
+39,703
| New | +$452K |
|
|
TGP
655
DELISTED
Teekay LNG Partners L.P.
TGP
| $387K | 0.02% |
+24,869
| New | +$367K |
|
|
TACO
656
DELISTED
Del Taco Restaurants, Inc. Common Stock
TACO
| $386K | 0.02% |
+48,822
| New | +$396K |
|
|
ABB
657
DELISTED
ABB Ltd
ABB
| $385K | 0.02% |
+15,973
| New | +$342K |
|
658
State Street SPDR Portfolio S&P 500 Growth ETF
SPYG
$50.4B
| $383K | 0.02% |
9,141
+1,517
| +20% | +$60.8K |
|
659
CarGurus
CARG
$3.17B
| $382K | 0.02% |
+10,854
| New | +$384K |
|
660
SPS Commerce
SPSC
$2.42B
| $381K | 0.02% |
6,877
+689
| +11% | +$36.6K |
|
661
StoneX
SNEX
$8.73B
| $380K | 0.02% |
+39,427
| New | +$326K |
|
|
TWOU
662
DELISTED
2U Inc
TWOU
| $380K | 0.02% |
+528
| New | +$328K |
|
663
Sally Beauty Holdings
SBH
$1.43B
| $377K | 0.02% |
+20,640
| New | +$359K |
|
664
Schwab US Broad Market ETF
SCHB
$42.7B
| $377K | 0.02% |
+29,400
| New | +$361K |
|
665
argenx
ARGX
$56.3B
| $375K | 0.02% |
+2,336
| New | +$316K |
|
666
Xylem
XYL
$28.6B
| $374K | 0.02% |
+4,741
| New | +$369K |
|
667
iShares Russell Mid-Cap Growth ETF
IWP
$19.7B
| $369K | 0.02% |
4,836
-2,166
| -31% | -$159K |
|
668
Kaiser Aluminum
KALU
$2.58B
| $369K | 0.02% |
3,328
-507
| -13% | -$54.2K |
|
669
Conagra Brands
CAG
$7.28B
| $366K | 0.02% |
+10,684
| New | +$309K |
|
670
Allogene Therapeutics
ALLO
$611M
| $365K | 0.02% |
+14,060
| New | +$387K |
|
|
HZNP
671
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
| $365K | 0.02% |
+10,079
| New | +$309K |
|
672
iShares Core S&P US Growth ETF
IUSG
$31B
| $364K | 0.02% |
5,380
+1,487
| +38% | +$96.3K |
|
673
BlackBerry
BB
$4.9B
| $362K | 0.02% |
56,396
-29,081
| -34% | -$160K |
|
674
ProPetro Holding
PUMP
$1.35B
| $360K | 0.02% |
32,029
+17,207
| +116% | +$154K |
|
675
Skywest
SKYW
$4.32B
| $360K | 0.02% |
5,566
+946
| +20% | +$57.6K |
|
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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.