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TI

Trexquant Investment Portfolio holdings

AUM $17B
1-Year Est. Return 39.66%
This Fund
S&P 500
This Quarter Est. Return
+11.3%
1 Year Est. Return
+39.66%
3 Year Est. Return
+112.15%
5 Year Est. Return
+98.93%
10 Year Est. Return
+403.68%
AUM
$1.55B
AUM Growth
+$114M
Cap. Flow
+$64.4M
Cap. Flow %
4.14%
Top 10 Hldgs %
6.82%
Holding
1,674
New
545
Increased
327
Reduced
277
Closed
525

Top Buys

Rank Stock Value
1
AZO icon
AutoZone
AZO
+$11.2M
2
V icon
Visa
V
+$10.9M
3
C icon
Citigroup
C
+$10.5M
4
XOM icon
ExxonMobil
XOM
+$9.09M
5
FDX icon
FedEx
FDX
+$8.7M

Top Sells

Rank Stock Value
1
YUM icon
Yum! Brands
YUM
+$10.4M
2
DG icon
Dollar General
DG
+$9.39M
3
CAG icon
Conagra Brands
CAG
+$9.36M
4
GE icon
GE Aerospace
GE
+$8.77M
5
MDLZ icon
Mondelez International
MDLZ
+$8.14M

Sector Composition

Rank Sector Weight
1 Technology 17.68%
2 Consumer Discretionary 15.93%
3 Healthcare 13.22%
4 Miscellaneous 12.19%
5 Financials 10.34%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
AMSF icon
526
AMERISAFE
AMSF
$460M
$745K 0.05%
12,992
+8,295
+177% +$523K
HIBB
527
DELISTED
Hibbett, Inc. Common Stock
HIBB
$739K 0.05%
18,833
-18,576
-50% -$538K
RYAAY icon
528
Ryanair
RYAAY
$28.1B
$735K 0.05%
+22,480
New +$698K
LRCX icon
529
Lam Research
LRCX
$395B
$734K 0.05%
22,140
-169,120
-88% -$5.83M
RAMP icon
530
LiveRamp
RAMP
$2.3B
$727K 0.05%
+14,052
New +$703K
TRI icon
531
Thomson Reuters
TRI
$42B
$726K 0.05%
8,634
-6,733
-44% -$524K
CXT icon
532
Crane NXT
CXT
$2.92B
$722K 0.05%
+41,440
New +$818K
R icon
533
Ryder
R
$9.39B
$722K 0.05%
17,094
+10,996
+180% +$445K
ICPT
534
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
$721K 0.05%
+17,387
New +$799K
TCF
535
DELISTED
TCF Financial Corporation Common Stock
TCF
$718K 0.05%
+30,733
New +$823K
ENTA icon
536
Enanta Pharmaceuticals
ENTA
$386M
$716K 0.05%
15,638
+7,802
+100% +$378K
SXT icon
537
Sensient Technologies
SXT
$5.66B
$714K 0.05%
12,369
-3,447
-22% -$190K
NUS icon
538
Nu Skin
NUS
$236M
$710K 0.05%
+14,173
New +$672K
EW icon
539
Edwards Lifesciences
EW
$49.7B
$708K 0.05%
8,872
-5,943
-40% -$464K
VCEL icon
540
Vericel Corp
VCEL
$2B
$706K 0.05%
38,076
+7,290
+24% +$121K
DECK icon
541
Deckers Outdoor
DECK
$10.9B
$704K 0.05%
19,194
-12,360
-39% -$427K
GFI icon
542
Gold Fields
GFI
$41.9B
$700K 0.05%
+56,957
New +$700K
CABO icon
543
Cable One
CABO
$120M
$698K 0.04%
+370
New +$671K
ZTO icon
544
ZTO Express
ZTO
$15.7B
$697K 0.04%
+23,306
New +$795K
TBIO
545
DELISTED
Translate Bio, Inc. Common Stock
TBIO
$697K 0.04%
51,240
-30,647
-37% -$472K
LQD icon
546
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$30.2B
$688K 0.04%
+5,110
New +$697K
HOUS
547
DELISTED
Anywhere Real Estate
HOUS
$683K 0.04%
72,342
+54,208
+299% +$521K
NEM icon
548
Newmont
NEM
$136B
$682K 0.04%
+10,753
New +$701K
PFSI icon
549
PennyMac Financial
PFSI
$3.68B
$682K 0.04%
+11,726
New +$581K
WSO icon
550
Watsco Inc
WSO
$12.8B
$682K 0.04%
+2,929
New +$660K
20 21
22
23 24

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Trexquant Investment's Q3 2020 Portfolio in Review

As of Q3 2020, Trexquant Investment held 1,674 positions worth $1.55B, up 7.9% from $1.44B the previous quarter. Its ten largest holdings account for 6.8% of the portfolio.

Trexquant Investment deployed $64.4M of net new capital in Q3 2020, opening 545 new positions and adding to 327 existing holdings. Its largest new stake was AutoZone: 9,451 shares worth $11.1M.

By sector, the portfolio is most concentrated in Technology at 18% of assets, down from 19% a quarter earlier, followed by Consumer Discretionary and Healthcare.

On the sell side, the largest reduction was Dollar General, an estimated $9.39M trimmed.

  • Trexquant Investment's largest Q3 2020 buy was AutoZone: 9,451 shares worth $11.1M.
  • Trexquant Investment added most to Boston Scientific in Q3 2020, an estimated $7.02M increase.
  • Trexquant Investment's biggest Q3 2020 reduction was Dollar General, cutting an estimated $9.39M.
  • Trexquant Investment fully exited Yum! Brands in Q3 2020, selling an estimated $10.4M.
  • Trexquant Investment's ten largest holdings make up 6.8% of its $1.55B portfolio in Q3 2020.
  • Trexquant Investment opened 545 new positions and closed 525 in Q3 2020.
  • Trexquant Investment's portfolio value rose 7.9% quarter-over-quarter to $1.55B.

Based on Trexquant Investment's 13F filing for Q3 2020, filed 6 Nov 2020.