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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
LUV icon
101
Southwest Airlines
LUV
$22.1B
$3.32M 0.29%
+61,539
New +$3.22M
VALE icon
102
Vale
VALE
$62.9B
$3.31M 0.29%
287,768
+1,704
+0.6% +$20.7K
HDS
103
DELISTED
HD Supply Holdings, Inc.
HDS
$3.3M 0.28%
+84,152
New +$3.3M
JPM icon
104
JPMorgan Chase
JPM
$939B
$3.29M 0.28%
27,976
-26,010
-48% -$2.94M
ALLY icon
105
Ally Financial
ALLY
$13.1B
$3.29M 0.28%
99,239
-10,222
-9% -$331K
BN icon
106
Brookfield
BN
$102B
$3.24M 0.28%
+171,233
New +$3.1M
UAA icon
107
Under Armour
UAA
$3B
$3.21M 0.28%
160,979
+8,135
+5% +$179K
CVS icon
108
CVS Health
CVS
$137B
$3.19M 0.28%
50,601
-30,928
-38% -$1.83M
FTNT icon
109
Fortinet
FTNT
$112B
$3.18M 0.27%
207,165
-59,785
-22% -$970K
EXPD icon
110
Expeditors International
EXPD
$22.9B
$3.15M 0.27%
+42,406
New +$3.11M
MET icon
111
MetLife
MET
$61B
$3.15M 0.27%
+66,748
New +$3.18M
VRTX icon
112
Vertex Pharmaceuticals
VRTX
$121B
$3.09M 0.27%
18,229
+9,027
+98% +$1.6M
MKTX icon
113
MarketAxess Holdings
MKTX
$4.15B
$3.08M 0.27%
+9,403
New +$3.37M
PEG icon
114
Public Service Enterprise Group
PEG
$39.8B
$3.06M 0.26%
49,243
-20,429
-29% -$1.22M
KEY icon
115
KeyCorp
KEY
$24.3B
$3.04M 0.26%
170,603
+16,206
+10% +$280K
JCI icon
116
Johnson Controls International
JCI
$87.5B
$3.04M 0.26%
+69,310
New +$2.93M
SWK icon
117
Stanley Black & Decker
SWK
$14.2B
$2.99M 0.26%
+20,719
New +$2.93M
QSR icon
118
Restaurant Brands International
QSR
$25.1B
$2.95M 0.25%
+41,447
New +$3.06M
DVN icon
119
Devon Energy
DVN
$51.9B
$2.86M 0.25%
+118,888
New +$2.98M
AEP icon
120
American Electric Power
AEP
$73.7B
$2.85M 0.25%
30,408
+21,751
+251% +$1.98M
FANG icon
121
Diamondback Energy
FANG
$57.6B
$2.83M 0.24%
+31,455
New +$3.13M
PAYC icon
122
Paycom
PAYC
$6.78B
$2.83M 0.24%
+13,499
New +$3.15M
CFG icon
123
Citizens Financial Group
CFG
$30.4B
$2.81M 0.24%
79,468
-19,490
-20% -$680K
SIVB
124
DELISTED
SVB Financial Group
SIVB
$2.76M 0.24%
+13,198
New +$2.77M
SYF icon
125
Synchrony
SYF
$23.7B
$2.65M 0.23%
77,745
-23,069
-23% -$791K
3 4
5
6 7

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CM
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WHG
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PSCM
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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.