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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 | |
|---|---|---|---|---|---|---|
|
CYBR
1076
DELISTED
CyberArk
CYBR
| – | – |
-15,427
| Closed | -$1.23M |
|
1077
Dominion Energy
D
$62.5B
| – | – |
-60,219
| Closed | -$4.23M |
|
1078
Delta Air Lines
DAL
$55.9B
| – | – |
-7,518
| Closed | -$435K |
|
1079
Dollar General
DG
$25.9B
| – | – |
-2,835
| Closed | -$310K |
|
1080
Quest Diagnostics
DGX
$25.1B
| – | – |
-41,046
| Closed | -$4.43M |
|
1081
Diodes
DIOD
$4B
| – | – |
-14,573
| Closed | -$485K |
|
1082
Dolby
DLB
$4.72B
| – | – |
-21,079
| Closed | -$1.48M |
|
1083
Dollar Tree
DLTR
$23.1B
| – | – |
-24,575
| Closed | -$2M |
|
1084
DNOW Inc
DNOW
$2.63B
| – | – |
-18,175
| Closed | -$301K |
|
1085
Domino's
DPZ
$11B
| – | – |
-8,558
| Closed | -$2.52M |
|
1086
DTE Energy
DTE
$31.1B
| – | – |
-28,678
| Closed | -$2.66M |
|
1087
Dawson Geophysical
DWSN
$155M
| – | – |
-17,051
| Closed | -$106K |
|
1088
DXC Technology
DXC
$1.63B
| – | – |
-27,558
| Closed | -$2.58M |
|
1089
Brinker International
EAT
$8.02B
| – | – |
-12,424
| Closed | -$581K |
|
1090
eBay
EBAY
$48.6B
| – | – |
-192,610
| Closed | -$6.36M |
|
1091
Encore Capital Group
ECPG
$1.93B
| – | – |
-10,590
| Closed | -$380K |
|
1092
Eagle Bancorp
EGBN
$867M
| – | – |
-6,813
| Closed | -$345K |
|
|
ELP
1093
DELISTED
Companhia Paranaense de Energia (COPEL)
ELP
| – | – |
-45,535
| Closed | -$96K |
|
1094
Eastman Chemical
EMN
$7.8B
| – | – |
-21,186
| Closed | -$2.03M |
|
1095
Emerson Electric
EMR
$82.9B
| – | – |
-36,069
| Closed | -$2.76M |
|
1096
Enbridge
ENB
$124B
| – | – |
-15,948
| Closed | -$515K |
|
1097
Entegris
ENTG
$19.7B
| – | – |
-16,503
| Closed | -$478K |
|
1098
Edgewell Personal Care
EPC
$1.27B
| – | – |
-11,240
| Closed | -$520K |
|
1099
Eaton
ETN
$157B
| – | – |
-23,869
| Closed | -$2.07M |
|
1100
Evolent Health
EVH
$475M
| – | – |
-20,435
| Closed | -$580K |
|
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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.