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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
WWE
576
DELISTED
World Wrestling Entertainment
WWE
$639K 0.04%
15,790
-8,768
-36% -$384K
CATM
577
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
$639K 0.04%
32,254
+8,699
+37% +$190K
PTCT icon
578
PTC Therapeutics
PTCT
$6.2B
$631K 0.04%
+13,506
New +$665K
LGND icon
579
Ligand Pharmaceuticals
LGND
$5.79B
$630K 0.04%
10,597
+1,777
+20% +$121K
FCNCA icon
580
First Citizens BancShares
FCNCA
$24.9B
$629K 0.04%
+1,973
New +$761K
TIP icon
581
iShares TIPS Bond ETF
TIP
$14.5B
$625K 0.04%
+4,938
New +$620K
WRK
582
DELISTED
WestRock Company
WRK
$625K 0.04%
+17,977
New +$555K
MWA icon
583
Mueller Water Products
MWA
$3.95B
$624K 0.04%
+60,103
New +$627K
WIRE
584
DELISTED
Encore Wire Corp
WIRE
$624K 0.04%
+13,445
New +$672K
DAN icon
585
Dana Inc
DAN
$2.91B
$622K 0.04%
+50,476
New +$656K
HLF icon
586
Herbalife
HLF
$1.28B
$622K 0.04%
13,334
-50,102
-79% -$2.46M
ABB
587
DELISTED
ABB Ltd
ABB
$622K 0.04%
+24,451
New +$624K
KMT icon
588
Kennametal
KMT
$2.58B
$621K 0.04%
21,458
+11,177
+109% +$324K
EUFN icon
589
iShares MSCI Europe Financials ETF
EUFN
$4B
$620K 0.04%
+45,102
New +$667K
INDB icon
590
Independent Bank
INDB
$4.07B
$620K 0.04%
+11,838
New +$736K
ENR icon
591
Energizer
ENR
$1.47B
$619K 0.04%
+15,827
New +$725K
HLT icon
592
Hilton Worldwide
HLT
$72B
$619K 0.04%
+7,253
New +$606K
PLXS icon
593
Plexus
PLXS
$6.29B
$619K 0.04%
+8,761
New +$642K
WTM icon
594
White Mountains Insurance
WTM
$5.34B
$615K 0.04%
+790
New +$683K
CSTM icon
595
Constellium
CSTM
$3.79B
$614K 0.04%
78,250
+23,114
+42% +$191K
TDOC icon
596
Teladoc Health
TDOC
$1.68B
$610K 0.04%
+2,784
New +$590K
EFV icon
597
iShares MSCI EAFE Value ETF
EFV
$28.3B
$609K 0.04%
+15,088
New +$624K
EPAY
598
DELISTED
Bottomline Technologies Inc
EPAY
$609K 0.04%
14,444
-3,050
-17% -$145K
RUSHA icon
599
Rush Enterprises Class A
RUSHA
$6.36B
$608K 0.04%
+27,083
New +$575K
MKSI icon
600
MKS Inc
MKSI
$17.9B
$607K 0.04%
5,557
+1,950
+54% +$229K
22 23
24
25 26

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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.