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Trexquant Investment Portfolio holdings

AUM $17B
1-Year Est. Return 39.66%
This Fund
S&P 500
This Quarter Est. Return
+26.28%
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
$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 21.9%
2 Healthcare 16.56%
3 Consumer Discretionary 13.29%
4 Industrials 11.86%
5 Financials 10.51%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
SPYG icon
801
State Street SPDR Portfolio S&P 500 Growth ETF
SPYG
$54.2B
$245K 0.03%
4,429
-36,030
-89% -$1.89M
ICFI icon
802
ICF International
ICFI
$1.55B
$243K 0.03%
+3,274
New +$236K
MLAB icon
803
Mesa Laboratories
MLAB
$693M
$243K 0.03%
+847
New +$233K
CLW icon
804
Clearwater Paper
CLW
$321M
$242K 0.03%
6,398
+545
+9% +$20.3K
FWRD icon
805
Forward Air
FWRD
$553M
$242K 0.03%
+3,151
New +$219K
SPNE
806
DELISTED
SeaSpine Holdings Corporation Common Stock
SPNE
$242K 0.03%
+13,889
New +$212K
JEF icon
807
Jefferies Financial Group
JEF
$12.7B
$241K 0.03%
10,232
-42,796
-81% -$898K
CLLS
808
Cellectis
CLLS
$315M
$240K 0.03%
+8,857
New +$199K
MIRM icon
809
Mirum Pharmaceuticals
MIRM
$5.99B
$240K 0.03%
+13,734
New +$270K
SBSI icon
810
Southside Bancshares
SBSI
$951M
$240K 0.03%
+7,736
New +$223K
EVBG
811
DELISTED
Everbridge, Inc. Common Stock
EVBG
$240K 0.03%
+1,611
New +$206K
CLS icon
812
Celestica
CLS
$42.1B
$239K 0.03%
29,617
-6,799
-19% -$49.7K
WW
813
DELISTED
WW International
WW
$239K 0.03%
9,795
-6,919
-41% -$180K
BCOV
814
DELISTED
Brightcove, Inc.
BCOV
$239K 0.03%
12,977
-11,471
-47% -$163K
EVOP
815
DELISTED
EVO Payments, Inc. Class A Common Stock
EVOP
$238K 0.03%
+8,825
New +$222K
WVE icon
816
Wave Life Sciences
WVE
$948M
$237K 0.03%
+30,070
New +$252K
EXAS
817
DELISTED
Exact Sciences
EXAS
$235K 0.02%
+1,773
New +$214K
MTSI icon
818
MACOM Technology Solutions
MTSI
$21.9B
$235K 0.02%
4,275
-11,935
-74% -$509K
ICHR icon
819
Ichor Holdings
ICHR
$2.17B
$234K 0.02%
7,746
-34,104
-81% -$965K
YELL
820
DELISTED
Yellow Corporation Common Stock
YELL
$234K 0.02%
+52,740
New +$256K
DCH
821
Dauch Corp
DCH
$1.6B
$233K 0.02%
+27,937
New +$210K
JYNT icon
822
The Joint Corp
JYNT
$114M
$233K 0.02%
+8,883
New +$203K
TCDA
823
DELISTED
Tricida, Inc. Common Stock
TCDA
$233K 0.02%
33,022
+1,980
+6% +$15.2K
IEF icon
824
iShares 7-10 Year Treasury Bond ETF
IEF
$41.9B
$232K 0.02%
1,932
-515
-21% -$62K
RDNT icon
825
RadNet
RDNT
$5.58B
$232K 0.02%
+11,848
New +$209K
31 32
33
34 35

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RFC
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VRS
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WA
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DCM
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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.