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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
+26.28%
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
$944M
AUM Growth
-$610M
Cap. Flow
-$766M
Cap. Flow %
-81.17%
Top 10 Hldgs %
7.98%
Holding
1,674
New
525
Increased
114
Reduced
335
Closed
700

Top Buys

Rank Stock Value
1
COP icon
ConocoPhillips
COP
+$7.61M
2
UBER icon
Uber
UBER
+$6.87M
3
ABT icon
Abbott
ABT
+$6.56M
4
MU icon
Micron Technology
MU
+$6.33M
5
LRCX icon
Lam Research
LRCX
+$6.12M

Top Sells

Rank Stock Value
1
NIO icon
NIO
NIO
+$11.4M
2
ROKU icon
Roku
ROKU
+$10.8M
3
CVNA icon
Carvana
CVNA
+$10.1M
4
AZO icon
AutoZone
AZO
+$9.33M
5
INTU icon
Intuit
INTU
+$9.12M

Sector Composition

Rank Sector Weight
1 Technology 21.78%
2 Healthcare 16.14%
3 Consumer Discretionary 12.82%
4 Industrials 11.86%
5 Financials 10.4%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
CCL icon
76
Carnival Corporation Ltd
CCL
$37.1B
$3M 0.32%
+138,534
New +$2.46M
KEY icon
77
KeyCorp
KEY
$24.1B
$2.95M 0.31%
+179,903
New +$2.62M
CHTR icon
78
Charter Communications
CHTR
$15.7B
$2.95M 0.31%
+4,453
New +$2.83M
VMW
79
DELISTED
VMware, Inc
VMW
$2.92M 0.31%
+20,809
New +$2.98M
PG icon
80
Procter & Gamble
PG
$346B
$2.89M 0.31%
20,802
-22,614
-52% -$3.16M
MRNA icon
81
Moderna
MRNA
$22.1B
$2.88M 0.31%
+27,576
New +$2.79M
APH icon
82
Amphenol
APH
$184B
$2.88M 0.3%
87,956
-27,816
-24% -$855K
LLY icon
83
Eli Lilly
LLY
$1.07T
$2.81M 0.3%
16,668
-20,829
-56% -$3.11M
ADBE icon
84
Adobe
ADBE
$94.5B
$2.75M 0.29%
+5,488
New +$2.65M
KR icon
85
Kroger
KR
$35.5B
$2.74M 0.29%
86,330
-229,705
-73% -$7.45M
MDLZ icon
86
Mondelez International
MDLZ
$77.9B
$2.74M 0.29%
+46,820
New +$2.68M
WMT icon
87
Walmart Inc
WMT
$889B
$2.72M 0.29%
56,682
+3,237
+6% +$157K
APD icon
88
Air Products & Chemicals
APD
$65.2B
$2.62M 0.28%
+9,598
New +$2.7M
MTD icon
89
Mettler-Toledo International
MTD
$27B
$2.61M 0.28%
+2,294
New +$2.52M
FAST icon
90
Fastenal
FAST
$54.7B
$2.61M 0.28%
106,936
+94,290
+746% +$2.22M
MO icon
91
Altria Group
MO
$122B
$2.59M 0.27%
+63,212
New +$2.54M
OKTA icon
92
Okta
OKTA
$23.9B
$2.57M 0.27%
10,122
+3,294
+48% +$783K
ABBV icon
93
AbbVie
ABBV
$454B
$2.57M 0.27%
+23,964
New +$2.3M
CE icon
94
Celanese
CE
$4.87B
$2.56M 0.27%
+19,741
New +$2.45M
SIG icon
95
Signet Jewelers
SIG
$3.72B
$2.55M 0.27%
+93,613
New +$2.39M
SCHW
96
Charles Schwab
SCHW
$181B
$2.51M 0.27%
+47,323
New +$2.14M
CFG icon
97
Citizens Financial Group
CFG
$30.1B
$2.49M 0.26%
69,682
-38,588
-36% -$1.21M
MKTX icon
98
MarketAxess Holdings
MKTX
$4.19B
$2.46M 0.26%
+4,317
New +$2.35M
KSS icon
99
Kohl's
KSS
$2.1B
$2.45M 0.26%
+60,141
New +$1.75M
NET icon
100
Cloudflare
NET
$94.3B
$2.43M 0.26%
+31,925
New +$2.09M
2 3
4
5 6

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Trexquant Investment's Q4 2020 Portfolio in Review

As of Q4 2020, Trexquant Investment held 1,674 positions worth $944M, down 39% from $1.55B the previous quarter. Its ten largest holdings account for 8% of the portfolio.

Trexquant Investment withdrew a net $766M in Q4 2020, closing 700 positions and reducing 335 holdings. Its most notable exit was Carvana, an estimated $10.1M position sold in full.

By sector, the portfolio is most concentrated in Technology at 22% of assets, up from 18% a quarter earlier, followed by Healthcare and Consumer Discretionary.

Against the trend, Trexquant Investment opened a new position in ConocoPhillips worth $8.25M.

  • Trexquant Investment's largest Q4 2020 buy was ConocoPhillips: 206,379 shares worth $8.25M.
  • Trexquant Investment added most to Lam Research in Q4 2020, an estimated $6.12M increase.
  • Trexquant Investment's biggest Q4 2020 reduction was NIO, cutting an estimated $11.4M.
  • Trexquant Investment fully exited Carvana in Q4 2020, selling an estimated $10.1M.
  • Trexquant Investment's ten largest holdings make up 8% of its $944M portfolio in Q4 2020.
  • Trexquant Investment opened 525 new positions and closed 700 in Q4 2020.
  • Trexquant Investment's portfolio value fell 39% quarter-over-quarter to $944M.

Based on Trexquant Investment's 13F filing for Q4 2020, filed 11 Feb 2021.