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Trexquant Investment Portfolio holdings
AUM
$13.9B
1-Year Est. Return
31.98%
This Fund
S&P 500
This Quarter
Est. Return
+32.82%
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
$1.44B
AUM Growth
+$62.3M
(+4.5%)
Cap. Flow
-$182M
Cap. Flow
% of AUM
-12.62%
Top 10 Holdings %
Top 10 Hldgs %
6.96%
Holding
1,614
New
563
Increased
217
Reduced
349
Closed
484
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Stryker
SYK
|
+$9.49M |
| 2 |
CarMax
KMX
|
+$9.05M |
| 3 |
Northrop Grumman
NOC
|
+$8.91M |
| 4 |
Conagra Brands
CAG
|
+$8.87M |
| 5 |
Automatic Data Processing
ADP
|
+$8.69M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Autodesk
ADSK
|
+$9.46M |
| 2 |
Apple
AAPL
|
+$9.4M |
| 3 |
Ulta Beauty
ULTA
|
+$9.26M |
| 4 |
Oracle
ORCL
|
+$9.02M |
| 5 |
Cintas
CTAS
|
+$8.98M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 18.84% |
| 2 | Healthcare | 13.48% |
| 3 | Consumer Discretionary | 12.83% |
| 4 | Financials | 12.11% |
| 5 | Industrials | 9.84% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
551
Chefs' Warehouse
CHEF
$3.9B
| $669K | 0.05% |
49,255
-14,542
| -23% | -$201K |
|
|
PRSP
552
DELISTED
Perspecta Inc. Common Stock
PRSP
| $669K | 0.05% |
+28,812
| New | +$628K |
|
|
ABMD
553
DELISTED
Abiomed Inc
ABMD
| $668K | 0.05% |
2,767
-4,955
| -64% | -$995K |
|
554
Armstrong World Industries
AWI
$7.05B
| $667K | 0.05% |
+8,551
| New | +$648K |
|
555
Global X MLP ETF
MLPA
$2.25B
| $666K | 0.05% |
24,480
+2,731
| +13% | +$73.7K |
|
556
Avantor
AVTR
$8.03B
| $665K | 0.05% |
+39,098
| New | +$636K |
|
|
AZPN
557
DELISTED
ASPEN TECHNOLOGY INC
AZPN
| $665K | 0.05% |
+6,418
| New | +$665K |
|
558
Fortis
FTS
$29.7B
| $659K | 0.05% |
17,302
+9,154
| +112% | +$349K |
|
559
Norwegian Cruise Line
NCLH
$9.2B
| $658K | 0.05% |
40,052
-138,361
| -78% | -$2.03M |
|
560
Schwab Short-Term US Treasury ETF
SCHO
$12.8B
| $658K | 0.05% |
+25,484
| New | +$658K |
|
561
Federal Signal
FSS
$7.22B
| $655K | 0.05% |
22,027
-6,016
| -21% | -$170K |
|
562
Integra LifeSciences
IART
$1.52B
| $655K | 0.05% |
13,931
-8,130
| -37% | -$400K |
|
563
State Street SPDR Dow Jones REIT ETF
RWR
$1.91B
| $655K | 0.05% |
+8,400
| New | +$643K |
|
564
Allogene Therapeutics
ALLO
$604M
| $654K | 0.05% |
15,280
-12,201
| -44% | -$441K |
|
|
SPYM
565
State Street SPDR Portfolio S&P 500 ETF
SPYM
$159B
| $654K | 0.05% |
+18,038
| New | +$620K |
|
566
Vanguard S&P 500 ETF
VOO
$968B
| $654K | 0.05% |
2,307
-9,639
| -81% | -$2.59M |
|
567
Viper Energy
VNOM
$8.4B
| $652K | 0.05% |
62,979
+21,249
| +51% | +$204K |
|
568
Fabrinet
FN
$16.9B
| $651K | 0.05% |
+10,424
| New | +$639K |
|
|
JKS
569
JinkoSolar
JKS
$799M
| $649K | 0.05% |
36,672
-41,095
| -53% | -$659K |
|
570
Trex
TREX
$4.57B
| $649K | 0.05% |
+9,978
| New | +$532K |
|
571
Aecom
ACM
$9.12B
| $648K | 0.05% |
+17,253
| New | +$618K |
|
572
Photronics
PLAB
$1.76B
| $648K | 0.05% |
58,259
-32,070
| -36% | -$368K |
|
573
Vishay Intertechnology
VSH
$5.7B
| $647K | 0.04% |
+42,387
| New | +$659K |
|
574
Advanced Energy
AEIS
$11.7B
| $646K | 0.04% |
+9,530
| New | +$568K |
|
|
BAND
575
Bandwidth Inc
BAND
$1.83B
| $646K | 0.04% |
+5,086
| New | +$513K |
|
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Trexquant Investment's Q2 2020 Portfolio in Review
As of Q2 2020, Trexquant Investment held 1,614 positions worth $1.44B, up 4.5% from $1.38B the previous quarter. Its ten largest holdings account for 7% of the portfolio.
Trexquant Investment withdrew a net $182M in Q2 2020, closing 484 positions and reducing 349 holdings. Its most notable exit was Autodesk, an estimated $9.46M position sold in full.
By sector, the portfolio is most concentrated in Technology at 19% of assets, up from 17% a quarter earlier, followed by Healthcare and Consumer Discretionary.
Against the trend, Trexquant Investment opened a new position in Stryker worth $9.27M.
- Trexquant Investment's largest Q2 2020 buy was Stryker: 51,470 shares worth $9.27M.
- Trexquant Investment added most to GE Aerospace in Q2 2020, an estimated $7.28M increase.
- Trexquant Investment's biggest Q2 2020 reduction was Tesla, cutting an estimated $7.49M.
- Trexquant Investment fully exited Autodesk in Q2 2020, selling an estimated $9.46M.
- Trexquant Investment's ten largest holdings make up 7% of its $1.44B portfolio in Q2 2020.
- Trexquant Investment opened 563 new positions and closed 484 in Q2 2020.
- Trexquant Investment's portfolio value rose 4.5% quarter-over-quarter to $1.44B.
Based on Trexquant Investment's 13F filing for Q2 2020, filed 7 Aug 2020.