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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
-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
Cap. Flow
+$79.7M
Cap. Flow %
6.88%
Top 10 Hldgs %
8.01%
Holding
1,247
New
486
Increased
168
Reduced
170
Closed
423

Top Buys

Rank Stock Value
1
ELV icon
Elevance Health
ELV
+$10.7M
2
CCL icon
Carnival Corporation Ltd
CCL
+$9.91M
3
DIS icon
Walt Disney
DIS
+$9.88M
4
HPQ icon
HP
HPQ
+$9.61M
5
AVGO icon
Broadcom
AVGO
+$9.58M

Top Sells

Rank Stock Value
1
ORCL icon
Oracle
ORCL
+$9.16M
2
DRI icon
Darden Restaurants
DRI
+$8.9M
3
OKTA icon
Okta
OKTA
+$7.83M
4
MCD icon
McDonald's
MCD
+$7.82M
5
LRCX icon
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
INSM icon
976
Insmed
INSM
$23.2B
– –
-37,806
Closed -$968K
INVA icon
977
Innoviva
INVA
$1.58B
– –
-13,562
Closed -$197K
IONS icon
978
Ionis Pharmaceuticals
IONS
$9.35B
– –
-11,383
Closed -$732K
IP icon
979
International Paper
IP
$22.3B
– –
-24,688
Closed -$1.01M
IRWD icon
980
Ironwood Pharmaceuticals
IRWD
$611M
– –
-23,977
Closed -$262K
ITT icon
981
ITT
ITT
$17.5B
– –
-7,204
Closed -$472K
ITW icon
982
Illinois Tool Works
ITW
$81.4B
– –
-8,345
Closed -$1.26M
IVZ icon
983
Invesco
IVZ
$13.3B
– –
-11,303
Closed -$231K
JEF icon
984
Jefferies Financial Group
JEF
$12.9B
– –
-35,883
Closed -$618K
KHC icon
985
Kraft Heinz
KHC
$30.4B
– –
-6,714
Closed -$208K
KLXE icon
986
KLX Energy Services
KLXE
$44.8M
– –
-2,177
Closed -$222K
KMPR icon
987
Kemper
KMPR
$1.7B
– –
-10,942
Closed -$944K
KNX icon
988
Knight Transportation
KNX
$11.8B
– –
-44,205
Closed -$1.45M
KPTI icon
989
Karyopharm Therapeutics
KPTI
$168M
– –
-1,127
Closed -$101K
KT icon
990
KT
KT
$8.84B
– –
-13,838
Closed -$171K
L icon
991
Loews
L
$24.3B
– –
-12,285
Closed -$672K
LECO icon
992
Lincoln Electric
LECO
$13.8B
– –
-18,977
Closed -$1.56M
LEN icon
993
Lennar Class A
LEN
$20.4B
– –
-87,943
Closed -$4.13M
LIN icon
994
Linde
LIN
$237B
– –
-13,239
Closed -$2.66M
LKQ icon
995
LKQ Corp
LKQ
$6.58B
– –
-164,996
Closed -$4.39M
LLY icon
996
Eli Lilly
LLY
$1.07T
– –
-16,957
Closed -$1.88M
LNTH icon
997
Lantheus
LNTH
$6.82B
– –
-8,711
Closed -$247K
LNW
998
DELISTED
Light & Wonder
LNW
– –
-36,054
Closed -$715K
LOGI icon
999
Logitech
LOGI
$15.2B
– –
-5,051
Closed -$201K
LRCX icon
1000
Lam Research
LRCX
$382B
– –
-410,710
Closed -$7.71M
38 39
40
41 42

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CM
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X
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WHG
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PSCM
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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.