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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
SPLV icon
551
Invesco S&P 500 Low Volatility ETF
SPLV
$7.27B
$680K 0.04%
+12,668
New +$672K
SHOE
552
Shoe Station Group
SHOE
$416M
$676K 0.04%
40,262
+12,920
+47% +$195K
VLY icon
553
Valley National Bancorp
VLY
$7.98B
$676K 0.04%
+98,668
New +$733K
ALGT icon
554
Allegiant Air
ALGT
$2.64B
$675K 0.04%
+5,636
New +$680K
CLR
555
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$675K 0.04%
+54,951
New +$893K
BMRN icon
556
BioMarin Pharmaceuticals
BMRN
$11.9B
$674K 0.04%
8,854
-11,643
-57% -$1.18M
CYTK icon
557
Cytokinetics
CYTK
$10.7B
$673K 0.04%
31,092
-10,781
-26% -$252K
TBCH
558
Turtle Beach Corp
TBCH
$246M
$673K 0.04%
37,004
-55,732
-60% -$1,000K
FNDX icon
559
Schwab Fundamental US Large Company Index ETF
FNDX
$26.7B
$671K 0.04%
51,966
-48,579
-48% -$631K
EXP icon
560
Eagle Materials
EXP
$6.56B
$670K 0.04%
+7,765
New +$628K
MNTV
561
DELISTED
Momentive Global Inc. Common Stock
MNTV
$668K 0.04%
30,229
+4,925
+19% +$114K
PEN icon
562
Penumbra
PEN
$12.6B
$666K 0.04%
+3,428
New +$721K
OSB
563
DELISTED
Norbord Inc.
OSB
$666K 0.04%
22,578
-14,308
-39% -$446K
CADE
564
DELISTED
Cadence Bancorporation
CADE
$666K 0.04%
77,585
-136,994
-64% -$1.18M
MGRC icon
565
McGrath RentCorp
MGRC
$2.89B
$665K 0.04%
+11,164
New +$673K
GBT
566
DELISTED
Global Blood Therapeutics, Inc.
GBT
$662K 0.04%
12,009
-1,586
-12% -$101K
PE
567
DELISTED
PARSLEY ENERGY INC
PE
$661K 0.04%
+70,635
New +$755K
FOXF icon
568
Fox Factory Holding Corp
FOXF
$792M
$660K 0.04%
+8,878
New +$799K
ST icon
569
Sensata Technologies
ST
$6.58B
$660K 0.04%
15,300
+1,344
+10% +$54.6K
RGR icon
570
Sturm, Ruger & Co
RGR
$601M
$656K 0.04%
10,723
+7,158
+201% +$528K
RRR icon
571
Red Rock Resorts
RRR
$3.85B
$656K 0.04%
+38,344
New +$558K
ENSG icon
572
The Ensign Group
ENSG
$10.6B
$649K 0.04%
11,374
+6,570
+137% +$339K
IDCC icon
573
InterDigital
IDCC
$6.79B
$649K 0.04%
11,382
-5,048
-31% -$303K
IWY icon
574
iShares Russell Top 200 Growth ETF
IWY
$15.3B
$649K 0.04%
5,351
+2,786
+109% +$328K
IQ icon
575
iQIYI
IQ
$1.2B
$645K 0.04%
28,564
-153,809
-84% -$3.37M
21 22
23
24 25

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WHG
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PSCM
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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.