We are live on ! Find out more
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
DHT icon
1076
DHT Holdings
DHT
$2.97B
– –
-13,273
Closed -$82K
DOV icon
1077
Dover
DOV
$27.2B
– –
-16,754
Closed -$1.67M
DOX icon
1078
Amdocs
DOX
$5.53B
– –
-5,252
Closed -$347K
DTE icon
1079
DTE Energy
DTE
$31.1B
– –
-2,343
Closed -$265K
E icon
1080
ENI
E
$76B
– –
-8,102
Closed -$247K
EA icon
1081
Electronic Arts
EA
$52.4B
– –
-6,321
Closed -$618K
EAT icon
1082
Brinker International
EAT
$8.02B
– –
-9,980
Closed -$426K
EDU icon
1083
New Oriental
EDU
$7.84B
– –
-6,220
Closed -$689K
EEM icon
1084
iShares MSCI Emerging Markets ETF
EEM
$28B
– –
-6,503
Closed -$266K
EHC icon
1085
Encompass Health
EHC
$11.2B
– –
-4,319
Closed -$217K
ELV icon
1086
Elevance Health
ELV
$81.9B
– –
-38,936
Closed -$9.35M
EMN icon
1087
Eastman Chemical
EMN
$7.8B
– –
-21,777
Closed -$1.61M
ENPH icon
1088
Enphase Energy
ENPH
$4.84B
– –
-93,714
Closed -$2.08M
ENS icon
1089
EnerSys
ENS
$6.95B
– –
-5,787
Closed -$382K
ENTG icon
1090
Entegris
ENTG
$19.7B
– –
-14,703
Closed -$692K
EOG icon
1091
EOG Resources
EOG
$78B
– –
-67,420
Closed -$5M
EPC icon
1092
Edgewell Personal Care
EPC
$1.27B
– –
-35,746
Closed -$1.16M
EQNR icon
1093
Equinor
EQNR
$95.9B
– –
-23,083
Closed -$437K
EQT icon
1094
EQT Corp
EQT
$33.2B
– –
-56,643
Closed -$603K
ERIC icon
1095
Ericsson
ERIC
$30.7B
– –
-12,224
Closed -$98K
ESTC icon
1096
Elastic
ESTC
$6.1B
– –
-43,328
Closed -$3.57M
ETSY icon
1097
Etsy
ETSY
$7.65B
– –
-67,683
Closed -$3.82M
EWBC icon
1098
East-West Bancorp
EWBC
$17.9B
– –
-9,083
Closed -$402K
EWY icon
1099
iShares MSCI South Korea ETF
EWY
$21.7B
– –
-8,141
Closed -$459K
EWW icon
1100
iShares MSCI Mexico ETF
EWW
$1.89B
– –
-5,854
Closed -$250K
42 43
44
45 46

Similar funds

SAM
Silvercrest Asset Management New York $13.8B AUM 28.39% 1-Year Est. Return
CM
Capula Management Grand Cayman, Cayman Islands $14.1B AUM 19.14% 1-Year Est. Return
X
Xponance Philadelphia, Pennsylvania $14.1B AUM 30.11% 1-Year Est. Return
WHG
Westwood Holdings Group Dallas, Texas $13.7B AUM 21.48% 1-Year Est. Return
PSCM
Pershing Square Capital Management New York $13.7B AUM 13.45% 1-Year Est. Return
BIP
Brandes Investment Partners La Jolla, California $14.1B AUM 25.52% 1-Year Est. Return
SA
Situational Awareness San Francisco, California $13.7B AUM 334.5% 1-Year Est. Return
FGP
Freestone Grove Partners San Francisco, California $14.2B AUM 24.58% 1-Year Est. Return

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.