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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
NVTA
276
DELISTED
Invitae Corporation
NVTA
$910K 0.1%
+21,764
New +$1.04M
SSRM icon
277
SSR Mining
SSRM
$5.27B
$907K 0.1%
+45,115
New +$860K
EOG icon
278
EOG Resources
EOG
$74.4B
$902K 0.1%
18,086
-104,524
-85% -$4.54M
WK icon
279
Workiva
WK
$3.28B
$901K 0.1%
9,831
+936
+11% +$65.7K
AEP icon
280
American Electric Power
AEP
$72.4B
$900K 0.1%
10,811
-3,724
-26% -$323K
CSIQ icon
281
Canadian Solar
CSIQ
$927M
$898K 0.1%
+17,527
New +$719K
SJI
282
DELISTED
South Jersey Industries, Inc.
SJI
$897K 0.1%
+41,609
New +$898K
NFG icon
283
National Fuel Gas
NFG
$7.73B
$891K 0.09%
+21,660
New +$901K
LGF.A
284
DELISTED
Lions Gate Entertainment Corp. Class A Voting Shares
LGF.A
$891K 0.09%
78,360
+24,245
+45% +$218K
VRNS icon
285
Varonis Systems
VRNS
$5.13B
$886K 0.09%
+16,245
New +$705K
PFG icon
286
Principal Financial Group
PFG
$24.6B
$884K 0.09%
+17,829
New +$817K
AKAM icon
287
Akamai
AKAM
$16.3B
$881K 0.09%
+8,389
New +$878K
TWLO icon
288
Twilio
TWLO
$29.5B
$878K 0.09%
2,593
-19,133
-88% -$5.98M
WAT icon
289
Waters Corp
WAT
$37.7B
$877K 0.09%
3,545
-9,256
-72% -$2.1M
VCYT icon
290
Veracyte
VCYT
$4.44B
$869K 0.09%
17,760
+5,721
+48% +$265K
AVTR icon
291
Avantor
AVTR
$8.48B
$865K 0.09%
30,722
-48,258
-61% -$1.24M
RTX icon
292
RTX Corp
RTX
$295B
$863K 0.09%
12,073
-27,915
-70% -$1.83M
GWRE icon
293
Guidewire Software
GWRE
$13.3B
$858K 0.09%
6,666
-6,940
-51% -$792K
ARES icon
294
Ares Management
ARES
$28.8B
$855K 0.09%
+18,181
New +$822K
NTRS icon
295
Northern Trust
NTRS
$22.2B
$854K 0.09%
9,171
-2,560
-22% -$226K
OC icon
296
Owens Corning
OC
$11.5B
$846K 0.09%
11,166
+6,693
+150% +$488K
SAFM
297
DELISTED
Sanderson Farms Inc
SAFM
$846K 0.09%
6,399
-2,690
-30% -$355K
CF icon
298
CF Industries
CF
$18.9B
$837K 0.09%
21,617
-16,988
-44% -$561K
DIA icon
299
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$46B
$836K 0.09%
2,735
-14,460
-84% -$4.21M
MAT icon
300
Mattel
MAT
$4.49B
$833K 0.09%
47,743
-44,938
-48% -$662K
10 11
12
13 14

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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.