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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
+11.3%
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
$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 17.51%
2 Consumer Discretionary 15.97%
3 Healthcare 12.55%
4 Financials 10.34%
5 Industrials 9.65%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
USNA icon
401
Usana Health Sciences
USNA
$429M
$1.06M 0.07%
14,386
+2,545
+21% +$204K
HRC
402
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
$1.06M 0.07%
+12,693
New +$1.24M
OGE icon
403
OGE Energy
OGE
$10.2B
$1.06M 0.07%
35,275
+3,548
+11% +$112K
AXS icon
404
AXIS Capital
AXS
$8.79B
$1.05M 0.07%
23,949
+10,919
+84% +$476K
DOCU
405
DocuSign
DOCU
$10.7B
$1.05M 0.07%
4,897
-1,668
-25% -$346K
QTWO icon
406
Q2 Holdings
QTWO
$3.71B
$1.05M 0.07%
+11,511
New +$1.07M
SGI
407
Somnigroup International
SGI
$15.2B
$1.05M 0.07%
47,072
-28,940
-38% -$598K
SOXX icon
408
iShares Semiconductor ETF
SOXX
$40.6B
$1.04M 0.07%
10,272
+3,618
+54% +$354K
WWW icon
409
Wolverine World Wide
WWW
$1.71B
$1.04M 0.07%
40,083
-20,701
-34% -$506K
CLGX
410
DELISTED
Corelogic, Inc.
CLGX
$1.03M 0.07%
+15,216
New +$1.02M
RODM icon
411
Hartford Multifactor Developed Markets ex-US ETF
RODM
$1.61B
$1.03M 0.07%
39,729
+4,926
+14% +$127K
VOX icon
412
Vanguard Communication Services ETF
VOX
$5.69B
$1.03M 0.07%
+10,090
New +$1.02M
EPAM icon
413
EPAM Systems
EPAM
$5.25B
$1.02M 0.07%
+3,170
New +$946K
CBOE icon
414
Cboe Global Markets
CBOE
$31.1B
$1.02M 0.07%
+11,662
New +$1.05M
GMS
415
DELISTED
GMS Inc
GMS
$1.02M 0.07%
+42,164
New +$1.03M
GRPN icon
416
Groupon
GRPN
$1.07B
$1.01M 0.07%
+49,736
New +$1.16M
HQY icon
417
HealthEquity
HQY
$8.46B
$1.01M 0.07%
+19,658
New +$1.08M
PSMT icon
418
Pricesmart
PSMT
$5.9B
$1.01M 0.06%
+15,183
New +$1M
AYI icon
419
Acuity Brands
AYI
$10.3B
$1.01M 0.06%
9,833
-16,559
-63% -$1.7M
RP
420
DELISTED
RealPage, Inc.
RP
$1M 0.06%
17,432
+898
+5% +$55.5K
PRF icon
421
Invesco FTSE RAFI US 1000 ETF
PRF
$9.82B
$1M 0.06%
44,075
-6,610
-13% -$151K
MMS icon
422
Maximus
MMS
$3.31B
$998K 0.06%
+14,584
New +$1.07M
SUM
423
DELISTED
Summit Materials, Inc. Class A Common Stock
SUM
$995K 0.06%
+61,165
New +$979K
PAAS icon
424
Pan American Silver
PAAS
$18.2B
$990K 0.06%
30,791
+19,908
+183% +$684K
NTRA icon
425
Natera
NTRA
$36.1B
$982K 0.06%
13,590
-19,118
-58% -$1.09M
15 16
17
18 19

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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.