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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
+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
PRO
1226
DELISTED
PROS Holdings
PRO
– –
-7,875
Closed -$469K
PSEC icon
1227
Prospect Capital
PSEC
$1.06B
– –
-65,220
Closed -$430K
PUK icon
1228
Prudential
PUK
$36.5B
– –
-19,770
Closed -$698K
PZZA icon
1229
Papa John's
PZZA
$999M
– –
-5,123
Closed -$268K
QUAL icon
1230
iShares MSCI USA Quality Factor ETF
QUAL
$45.8B
– –
-3,611
Closed -$334K
QURE icon
1231
uniQure
QURE
$2.68B
– –
-12,502
Closed -$492K
RBBN icon
1232
Ribbon Communications
RBBN
$354M
– –
-33,300
Closed -$194K
RDWR icon
1233
Radware
RDWR
$1.24B
– –
-8,548
Closed -$207K
RGS icon
1234
Regis Corp
RGS
$69.9M
– –
-523
Closed -$211K
RMD icon
1235
ResMed
RMD
$28.3B
– –
-15,388
Closed -$2.08M
ROG icon
1236
Rogers Corp
ROG
$2.33B
– –
-3,619
Closed -$495K
ROP icon
1237
Roper Technologies
ROP
$36.3B
– –
-10,096
Closed -$3.6M
RPD icon
1238
Rapid7
RPD
$634M
– –
-5,253
Closed -$238K
RSG icon
1239
Republic Services
RSG
$66.7B
– –
-11,316
Closed -$979K
SABR icon
1240
Sabre
SABR
$656M
– –
-69,236
Closed -$1.55M
SAM icon
1241
Boston Beer
SAM
$1.88B
– –
-15,225
Closed -$5.54M
ECHO
1242
EchoStar
ECHO
$25.5B
– –
-18,019
Closed -$714K
SEE
1243
DELISTED
Sealed Air
SEE
– –
-14,931
Closed -$620K
SEIC icon
1244
SEI Investments
SEIC
$11.9B
– –
-5,370
Closed -$318K
SFL icon
1245
SFL Corp
SFL
$1.59B
– –
-10,989
Closed -$154K
SHAK icon
1246
Shake Shack
SHAK
$2.3B
– –
-21,595
Closed -$2.12M
SIGI icon
1247
Selective Insurance
SIGI
$5.74B
– –
-8,755
Closed -$658K
SLB icon
1248
SLB Ltd
SLB
$77.8B
– –
-262,572
Closed -$8.97M
SMFG icon
1249
Sumitomo Mitsui Financial
SMFG
$166B
– –
-54,943
Closed -$376K
SMG icon
1250
ScottsMiracle-Gro
SMG
$4.03B
– –
-7,770
Closed -$791K
48 49
50
51 52

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.