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
-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
Cap. Flow
+$546M
Cap. Flow %
34.14%
Top 10 Hldgs %
7.29%
Holding
1,479
New
569
Increased
289
Reduced
143
Closed
478

Top Buys

Rank Stock Value
1
PM icon
Philip Morris
PM
+$15.3M
2
KMX icon
CarMax
KMX
+$13.1M
3
AMZN icon
Amazon
AMZN
+$12.5M
4
ACN icon
Accenture
ACN
+$12.5M
5
BBWI icon
Bath & Body Works
BBWI
+$12.3M

Top Sells

Rank Stock Value
1
WFC icon
Wells Fargo
WFC
+$10.6M
2
BAC icon
Bank of America
BAC
+$10M
3
KSS icon
Kohl's
KSS
+$9.76M
4
RHT
Red Hat Inc
RHT
+$9.76M
5
COST icon
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
LGND icon
126
Ligand Pharmaceuticals
LGND
$6.02B
$3.66M 0.23%
43,260
+34,006
+367% +$3.63M
VOYA icon
127
Voya Financial
VOYA
$8.94B
$3.62M 0.23%
+90,175
New +$4.01M
RRC icon
128
Range Resources
RRC
$9.11B
$3.62M 0.23%
377,750
-36,499
-9% -$555K
TEVA icon
129
Teva Pharmaceuticals
TEVA
$35.9B
$3.6M 0.22%
+233,335
New +$4.78M
SYK icon
130
Stryker
SYK
$127B
$3.58M 0.22%
+22,827
New +$3.82M
GT icon
131
Goodyear
GT
$2.07B
$3.56M 0.22%
+174,387
New +$3.78M
MUR icon
132
Murphy Oil
MUR
$5.58B
$3.5M 0.22%
+149,526
New +$4.58M
DRI icon
133
Darden Restaurants
DRI
$22.5B
$3.49M 0.22%
34,919
-50,049
-59% -$5.35M
TT icon
134
Trane Technologies
TT
$106B
$3.47M 0.22%
38,017
-36,918
-49% -$3.63M
ALK icon
135
Alaska Air
ALK
$5.15B
$3.45M 0.22%
+56,738
New +$3.67M
TECK icon
136
Teck Resources
TECK
$29.5B
$3.42M 0.21%
158,637
+118,076
+291% +$2.56M
DFS
137
DELISTED
Discover Financial Services
DFS
$3.4M 0.21%
+57,701
New +$3.98M
HAL icon
138
Halliburton
HAL
$27.9B
$3.38M 0.21%
+127,257
New +$4.29M
EWBC icon
139
East-West Bancorp
EWBC
$17.9B
$3.38M 0.21%
77,581
+70,800
+1,044% +$3.67M
ERIC icon
140
Ericsson
ERIC
$30.7B
$3.38M 0.21%
380,528
+278,122
+272% +$2.42M
MKC icon
141
McCormick & Company Non-Voting
MKC
$13.4B
$3.33M 0.21%
+47,854
New +$3.43M
ZION icon
142
Zions Bancorporation
ZION
$10.1B
$3.29M 0.21%
80,692
+58,350
+261% +$2.72M
NKE icon
143
Nike
NKE
$61.9B
$3.26M 0.2%
44,025
-11,602
-21% -$868K
CFG icon
144
Citizens Financial Group
CFG
$30.4B
$3.24M 0.2%
108,942
+92,790
+574% +$3.25M
AVT icon
145
Avnet
AVT
$7.33B
$3.21M 0.2%
88,954
+56,828
+177% +$2.32M
LEN icon
146
Lennar Class A
LEN
$20.4B
$3.21M 0.2%
84,577
+38,474
+83% +$1.57M
XRX icon
147
Xerox
XRX
$337M
$3.2M 0.2%
+161,949
New +$4.16M
EL icon
148
Estee Lauder
EL
$29B
$3.17M 0.2%
+24,400
New +$3.31M
MMM icon
149
3M
MMM
$89B
$3.15M 0.2%
+19,799
New +$3.29M
VAR
150
DELISTED
Varian Medical Systems, Inc.
VAR
$3.15M 0.2%
27,766
-5,427
-16% -$621K
4 5
6
7 8

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 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.