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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
HOLX
176
DELISTED
Hologic
HOLX
$1.9M 0.16%
+37,664
New +$1.85M
AVY icon
177
Avery Dennison
AVY
$12.3B
$1.87M 0.16%
+16,453
New +$1.88M
LVS icon
178
Las Vegas Sands
LVS
$30.5B
$1.83M 0.16%
31,711
-17,686
-36% -$1.03M
UNM icon
179
Unum
UNM
$13.8B
$1.83M 0.16%
61,625
-34,994
-36% -$1.04M
LII icon
180
Lennox International
LII
$18.8B
$1.82M 0.16%
7,505
+4,357
+138% +$1.12M
DFS
181
DELISTED
Discover Financial Services
DFS
$1.82M 0.16%
+22,422
New +$1.85M
DCI icon
182
Donaldson
DCI
$10.8B
$1.8M 0.16%
+34,584
New +$1.71M
NVCR icon
183
NovoCure
NVCR
$2.04B
$1.8M 0.16%
+24,067
New +$1.92M
HEI icon
184
HEICO Corp
HEI
$48.9B
$1.76M 0.15%
14,130
+7,740
+121% +$1.06M
GDOT icon
185
Green Dot
GDOT
$753M
$1.76M 0.15%
+69,571
New +$2.58M
KSU
186
DELISTED
Kansas City Southern
KSU
$1.75M 0.15%
+13,127
New +$1.64M
AFL icon
187
Aflac
AFL
$63.9B
$1.72M 0.15%
+32,918
New +$1.74M
HUM icon
188
Humana
HUM
$46.7B
$1.71M 0.15%
+6,678
New +$1.87M
CYBR
189
DELISTED
CyberArk
CYBR
$1.69M 0.15%
16,914
+6,008
+55% +$724K
ANET icon
190
Arista Networks
ANET
$219B
$1.68M 0.14%
+112,400
New +$1.74M
DAL icon
191
Delta Air Lines
DAL
$55.9B
$1.67M 0.14%
28,976
-28,390
-49% -$1.68M
AMAT icon
192
Applied Materials
AMAT
$426B
$1.67M 0.14%
+33,427
New +$1.61M
DOV icon
193
Dover
DOV
$27.2B
$1.67M 0.14%
16,754
-13,696
-45% -$1.31M
BSX icon
194
Boston Scientific
BSX
$65.8B
$1.66M 0.14%
40,885
+1,951
+5% +$82.7K
ROKU icon
195
Roku
ROKU
$21.1B
$1.66M 0.14%
16,345
-12,834
-44% -$1.57M
VMC icon
196
Vulcan Materials
VMC
$36.3B
$1.62M 0.14%
+10,724
New +$1.51M
FTV icon
197
Fortive
FTV
$19B
$1.61M 0.14%
37,246
+14,397
+63% +$664K
EMN icon
198
Eastman Chemical
EMN
$7.8B
$1.61M 0.14%
+21,777
New +$1.56M
PEN icon
199
Penumbra
PEN
$12.5B
$1.61M 0.14%
11,959
+6,656
+126% +$1.03M
DELL icon
200
Dell
DELL
$283B
$1.61M 0.14%
61,151
-2,279
-4% -$60.4K
6 7
8
9 10

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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.