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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
PTC icon
1476
PTC
PTC
$14B
– –
-9,355
Closed -$728K
PTGX icon
1477
Protagonist Therapeutics
PTGX
$9.39B
– –
-10,707
Closed -$189K
PXH icon
1478
Invesco FTSE RAFI Emerging Markets ETF
PXH
$2.1B
– –
-21,096
Closed -$365K
RDN icon
1479
Radian Group
RDN
$4.81B
– –
-17,989
Closed -$279K
RDWR icon
1480
Radware
RDWR
$1.18B
– –
-19,225
Closed -$454K
RF icon
1481
Regions Financial
RF
$25.5B
– –
-29,293
Closed -$326K
RGA icon
1482
Reinsurance Group of America
RGA
$16B
– –
-12,230
Closed -$959K
RGLD icon
1483
Royal Gold
RGLD
$22.2B
– –
-18,653
Closed -$2.32M
RIO icon
1484
Rio Tinto
RIO
$169B
– –
-5,891
Closed -$331K
RNR icon
1485
RenaissanceRe
RNR
$13.4B
– –
-2,239
Closed -$383K
ROBO icon
1486
ROBO Global Robotics & Automation Index ETF
ROBO
$2.02B
– –
-6,768
Closed -$294K
ROK icon
1487
Rockwell Automation
ROK
$47.3B
– –
-4,725
Closed -$1.01M
RPV icon
1488
Invesco S&P 500 Pure Value ETF
RPV
$1.73B
– –
-4,947
Closed -$236K
RSG icon
1489
Republic Services
RSG
$68.1B
– –
-11,535
Closed -$946K
RUN icon
1490
Sunrun
RUN
$2.12B
– –
-43,019
Closed -$848K
SANM icon
1491
Sanmina
SANM
$11B
– –
-13,312
Closed -$333K
SCHF icon
1492
Schwab International Equity ETF
SCHF
$69.5B
– –
-77,282
Closed -$1.15M
SCHW
1493
Charles Schwab
SCHW
$184B
– –
-151,435
Closed -$5.11M
SCL icon
1494
Stepan Co
SCL
$1.4B
– –
-2,202
Closed -$214K
SCS
1495
DELISTED
Steelcase
SCS
– –
-56,537
Closed -$682K
SCSC icon
1496
Scansource
SCSC
$1.16B
– –
-9,233
Closed -$222K
SE icon
1497
Sea Limited
SE
$66.6B
– –
-7,432
Closed -$797K
SDY icon
1498
State Street SPDR S&P Dividend ETF
SDY
$21.4B
– –
-14,534
Closed -$1.33M
SEDG icon
1499
SolarEdge
SEDG
$2.17B
– –
-17,419
Closed -$2.42M
SEM
1500
DELISTED
Select Medical
SEM
– –
-21,058
Closed -$167K
58 59
60
61 62

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AT
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FCAS
First Command Advisory Services Fort Worth, Texas $16.8B AUM 23.38% 1-Year Est. Return
RFC
Regions Financial Corp Birmingham, Alabama $16.8B AUM 26.68% 1-Year Est. Return
EH
Equitable Holdings New York $16.7B AUM 24.23% 1-Year Est. Return
VRS
Virginia Retirement Systems Richmond, Virginia $16.7B AUM 42.81% 1-Year Est. Return
OAC
OMERS Administration Corp Toronto, Ontario, Canada $16.7B AUM 35.96% 1-Year Est. Return
WA
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DCM
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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.