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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
ACLS icon
976
Axcelis
ACLS
$3.61B
– –
-48,232
Closed -$1.06M
ACWX icon
977
iShares MSCI ACWI ex US ETF
ACWX
$11.4B
– –
-16,496
Closed -$759K
ADI icon
978
Analog Devices
ADI
$179B
– –
-26,430
Closed -$3.08M
AEE icon
979
Ameren
AEE
$30.6B
– –
-14,458
Closed -$1.14M
AER icon
980
AerCap
AER
$24B
– –
-68,878
Closed -$1.74M
AFL icon
981
Aflac
AFL
$65.7B
– –
-8,519
Closed -$310K
AGIO icon
982
Agios Pharmaceuticals
AGIO
$2.12B
– –
-11,622
Closed -$407K
AIR icon
983
AAR Corp
AIR
$5.58B
– –
-31,458
Closed -$591K
AIT icon
984
Applied Industrial Technologies
AIT
$12.5B
– –
-9,014
Closed -$497K
ALEC icon
985
Alector
ALEC
$172M
– –
-24,860
Closed -$262K
ALG icon
986
Alamo Group
ALG
$1.92B
– –
-7,060
Closed -$763K
ALGT icon
987
Allegiant Air
ALGT
$2.67B
– –
-5,636
Closed -$675K
ALKS icon
988
Alkermes
ALKS
$8.24B
– –
-66,352
Closed -$1.1M
ALLO icon
989
Allogene Therapeutics
ALLO
$639M
– –
-11,207
Closed -$423K
ALLY icon
990
Ally Financial
ALLY
$13.4B
– –
-95,954
Closed -$2.41M
ALRM icon
991
Alarm.com
ALRM
$2.76B
– –
-26,416
Closed -$1.46M
ALSN icon
992
Allison Transmission
ALSN
$9.62B
– –
-10,544
Closed -$371K
AMBA icon
993
Ambarella
AMBA
$3.26B
– –
-8,602
Closed -$449K
AMCX icon
994
AMC Global Media
AMCX
$461M
– –
-34,615
Closed -$855K
AMCR icon
995
Amcor
AMCR
$21.3B
– –
-60,848
Closed -$3.36M
AMED
996
DELISTED
Amedisys
AMED
– –
-4,865
Closed -$1.15M
AMSF icon
997
AMERISAFE
AMSF
$564M
– –
-12,992
Closed -$745K
AMWD
998
DELISTED
American Woodmark
AMWD
– –
-4,163
Closed -$327K
AMZN icon
999
Amazon
AMZN
$2.5T
– –
-34,240
Closed -$5.39M
ANDE icon
1000
Andersons Inc
ANDE
$2.43B
– –
-44,792
Closed -$859K
38 39
40
41 42

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CM
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WHG
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PSCM
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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.