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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 | |
|---|---|---|---|---|---|---|
726
Cal-Maine
CALM
$4.19B
| $362K | 0.02% |
+8,567
| New | +$397K |
|
727
MGP Ingredients
MGPI
$378M
| $362K | 0.02% |
+6,345
| New | +$428K |
|
728
Columbus McKinnon
CMCO
$463M
| $359K | 0.02% |
+11,907
| New | +$404K |
|
729
Titan Machinery
TITN
$463M
| $359K | 0.02% |
27,321
+15,849
| +138% | +$236K |
|
730
CNX Resources
CNX
$4.82B
| $357K | 0.02% |
31,295
+11,328
| +57% | +$156K |
|
731
ArcBest
ARCB
$3.27B
| $355K | 0.02% |
+10,355
| New | +$401K |
|
|
DLPH
732
DELISTED
Delphi Technologies PLC Ordinary Shares
DLPH
| $354K | 0.02% |
24,711
-41,491
| -63% | -$808K |
|
|
ESPR
733
DELISTED
Esperion Therapeutics
ESPR
| $353K | 0.02% |
7,681
-11,438
| -60% | -$551K |
|
734
Enpro
NPO
$6.77B
| $353K | 0.02% |
5,881
+832
| +16% | +$55.1K |
|
|
AGN
735
DELISTED
Allergan plc
AGN
| $353K | 0.02% |
+2,644
| New | +$433K |
|
736
Employers Holdings
EIG
$909M
| $352K | 0.02% |
+8,392
| New | +$368K |
|
737
Mueller Water Products
MWA
$3.91B
| $352K | 0.02% |
38,724
+15,551
| +67% | +$163K |
|
|
NPTN
738
DELISTED
NEOPHOTONICS CORP
NPTN
| $352K | 0.02% |
54,282
+28,377
| +110% | +$217K |
|
|
CSFL
739
DELISTED
CenterState Bank Corporation Common Stock
CSFL
| $351K | 0.02% |
+16,662
| New | +$404K |
|
740
Valley National Bancorp
VLY
$7.9B
| $349K | 0.02% |
+39,274
| New | +$396K |
|
741
Adeia
ADEA
$2.81B
| $348K | 0.02% |
+71,499
| New | +$278K |
|
742
CNA Financial
CNA
$14.7B
| $346K | 0.02% |
7,841
+2,879
| +58% | +$130K |
|
|
MCHB
743
Mechanics Bancorp
MCHB
$3.46B
| $345K | 0.02% |
16,258
+7,515
| +86% | +$190K |
|
744
Navient
NAVI
$803M
| $345K | 0.02% |
+39,203
| New | +$449K |
|
|
MDR
745
DELISTED
McDermott International
MDR
| $337K | 0.02% |
+51,532
| New | +$544K |
|
|
FLOW
746
DELISTED
SPX FLOW, Inc.
FLOW
| $336K | 0.02% |
+11,040
| New | +$416K |
|
747
GDS Holdings
GDS
$6.22B
| $334K | 0.02% |
+14,481
| New | +$378K |
|
748
Radware
RDWR
$1.24B
| $334K | 0.02% |
+14,700
| New | +$339K |
|
749
Goldman Sachs BDC
GSBD
$983M
| $332K | 0.02% |
+18,074
| New | +$372K |
|
750
Wabash National
WNC
$523M
| $332K | 0.02% |
+25,407
| New | +$375K |
|
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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.