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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
+26.28%
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
$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 21.78%
2 Healthcare 16.14%
3 Consumer Discretionary 12.82%
4 Industrials 11.86%
5 Financials 10.4%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
CL icon
226
Colgate-Palmolive
CL
$74.2B
$1.14M 0.12%
13,365
-33,604
-72% -$2.78M
JKHY icon
227
Jack Henry & Associates
JKHY
$11.2B
$1.14M 0.12%
+7,027
New +$1.12M
KKR icon
228
KKR & Co
KKR
$92.2B
$1.13M 0.12%
+27,985
New +$1.06M
LII icon
229
Lennox International
LII
$18.9B
$1.13M 0.12%
4,137
-2,647
-39% -$753K
DHI icon
230
D.R. Horton
DHI
$42.3B
$1.12M 0.12%
16,279
+1,248
+8% +$91K
GSK icon
231
GSK
GSK
$108B
$1.12M 0.12%
+24,348
New +$1.12M
FIVE icon
232
Five Below
FIVE
$11.5B
$1.11M 0.12%
+6,363
New +$942K
SCI icon
233
Service Corp International
SCI
$11.7B
$1.11M 0.12%
22,668
-16,500
-42% -$783K
RY icon
234
Royal Bank of Canada
RY
$295B
$1.11M 0.12%
13,491
-4,624
-26% -$358K
SABR icon
235
Sabre
SABR
$743M
$1.11M 0.12%
92,064
-182,020
-66% -$1.68M
ESTC icon
236
Elastic
ESTC
$6.46B
$1.1M 0.12%
7,565
-31,410
-81% -$3.86M
ZGNX
237
DELISTED
Zogenix, Inc.
ZGNX
$1.1M 0.12%
+55,081
New +$1.13M
VLO icon
238
Valero Energy
VLO
$88.7B
$1.1M 0.12%
+19,449
New +$954K
AMAT icon
239
Applied Materials
AMAT
$378B
$1.1M 0.12%
+12,739
New +$942K
AMD icon
240
Advanced Micro Devices
AMD
$741B
$1.09M 0.12%
11,867
-93,085
-89% -$8.03M
BKR icon
241
Baker Hughes
BKR
$58B
$1.07M 0.11%
51,513
+19,909
+63% +$350K
PBCT
242
DELISTED
People's United Financial Inc
PBCT
$1.07M 0.11%
82,542
-57,475
-41% -$691K
LMT icon
243
Lockheed Martin
LMT
$134B
$1.06M 0.11%
+3,000
New +$1.1M
URI icon
244
United Rentals
URI
$67.9B
$1.06M 0.11%
+4,562
New +$964K
JKS
245
JinkoSolar
JKS
$782M
$1.06M 0.11%
+17,079
New +$1.08M
TGT icon
246
Target
TGT
$65.5B
$1.06M 0.11%
5,989
-38,900
-87% -$6.49M
DGX icon
247
Quest Diagnostics
DGX
$26B
$1.05M 0.11%
8,832
+1,669
+23% +$203K
NVO
248
Novo Nordisk
NVO
$225B
$1.05M 0.11%
+30,068
New +$1.04M
SONO icon
249
Sonos
SONO
$2B
$1.04M 0.11%
+44,418
New +$828K
BWA icon
250
BorgWarner
BWA
$13B
$1.04M 0.11%
+30,479
New +$1.03M
8 9
10
11 12

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CM
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WHG
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PSCM
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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.