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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
VOO icon
151
Vanguard S&P 500 ETF
VOO
$968B
$3.57M 0.21%
12,059
+7,236
+150% +$2.05M
AZO icon
152
AutoZone
AZO
$48.3B
$3.56M 0.21%
2,991
-5,294
-64% -$6.11M
NVS icon
153
Novartis
NVS
$295B
$3.49M 0.21%
+36,883
New +$3.31M
ROST icon
154
Ross Stores
ROST
$76.6B
$3.42M 0.2%
29,385
+15,612
+113% +$1.76M
XEC
155
DELISTED
CIMAREX ENERGY CO
XEC
$3.42M 0.2%
+65,155
New +$3.03M
PPL
156
PPL Corp
PPL
$27.3B
$3.42M 0.2%
95,165
+83,951
+749% +$2.81M
TSM icon
157
TSMC
TSM
$2.09T
$3.39M 0.2%
+58,279
New +$3.09M
W icon
158
Wayfair
W
$11.1B
$3.37M 0.2%
+37,308
New +$3.48M
RIO icon
159
Rio Tinto
RIO
$148B
$3.37M 0.2%
56,793
+29,919
+111% +$1.62M
CRSP icon
160
CRISPR Therapeutics
CRSP
$4.58B
$3.28M 0.19%
53,893
+43,529
+420% +$2.38M
TPR icon
161
Tapestry
TPR
$28.8B
$3.28M 0.19%
+121,602
New +$3.17M
OMC icon
162
Omnicom Group
OMC
$22.7B
$3.23M 0.19%
+39,866
New +$3.12M
SU icon
163
Suncor Energy
SU
$77.7B
$3.19M 0.19%
+97,204
New +$3.03M
PEP icon
164
PepsiCo
PEP
$186B
$3.18M 0.19%
+23,259
New +$3.17M
WM icon
165
Waste Management
WM
$95.9B
$3.18M 0.19%
27,883
+9,388
+51% +$1.06M
HBAN icon
166
Huntington Bancshares
HBAN
$35.1B
$3.16M 0.19%
+209,635
New +$3.07M
AVYA
167
DELISTED
Avaya Holdings Corp. Common Stock
AVYA
$3.14M 0.19%
+232,332
New +$2.85M
EV
168
DELISTED
Eaton Vance Corp.
EV
$3.09M 0.18%
+66,267
New +$3.06M
AMRN
169
Amarin Corp
AMRN
$284M
$3.05M 0.18%
+7,118
New +$2.7M
LKQ icon
170
LKQ Corp
LKQ
$6.58B
$3.04M 0.18%
+85,224
New +$2.89M
WRB icon
171
W.R. Berkley
WRB
$28B
$3.04M 0.18%
99,018
+69,442
+235% +$2.14M
HD icon
172
Home Depot
HD
$332B
$3.03M 0.18%
+13,855
New +$3.14M
CE icon
173
Celanese
CE
$5.09B
$3.01M 0.18%
+24,453
New +$3.01M
NCLH icon
174
Norwegian Cruise Line
NCLH
$8.89B
$3M 0.18%
51,343
+24,988
+95% +$1.32M
BSX icon
175
Boston Scientific
BSX
$65.8B
$3M 0.18%
66,303
+25,418
+62% +$1.06M
5 6
7
8 9

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WHG
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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.